[R] Interpreting the example given by Frank Harrell in the predict.lrm {Design} help

Frank Harrell f.harrell at vanderbilt.edu
Fri Oct 1 13:14:05 CEST 2010


Don't conclude that one category is the most probable when its probability
of being equaled or exceeded is a maximum.  The first category would always
be the winner if that were the case.

When you say y=best remember that you are dealing with a probability model. 
Nothing is forcing you to classify an observation, and unless the category's
probability is high, this may be dangerous.  You might do well to consider a
more smooth approach such as using the generalized roc area (C-index) or its
related rank correlation measure Dxy.  Also there are odds ratios.


Frank Harrell
Department of Biostatistics, Vanderbilt University
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