[R] How to assess the accuracy of fitted logistic regression using glm

[Prof Brian Ripley]

On Mon, 6 Jun 2011, Xiaobo Gu wrote:

> Hi,
>
> I am trying glm with family = binomial to do binary logistic
> regression, but how can I assess the accuracy of the fitted model, the
> summary method can print a lot of information about the returned
> object, such as coefficients, because statistics is not my speciality,
> so can you share some rule of thumb to exam the  fitted model from the
> practical perspective.

It depends entirely on why you did the fit.  People have written whole 
books on assessing the performance of classification procedures such 
as binary logistic regression.  For example, the residual deviance is 
closely related to log-probability scoring: for some purposes that is 
a good performance measure, for others (e.g. when you are going to 
threshold the predicted probabilities) it can be very misleading.

In short, you need statistical advice, not R advice (the purpose of 
this list).

>
> Regards,
>
> Xiaobo Gu
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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