Validation and performance analysis of binary logistic regression model

Application of logistic regression modeling techniques without subsequent performance analysis regarding predictive ability of the fitted model can result in poorly fitting results that inaccurately predict outcomes on new subjects. Model validation is possibly the most important step in the model b...

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Bibliographic Details
Main Authors: Rana, Md. Sohel, Midi, Habshah, Sarkar, Saroje Kumar
Format: Conference or Workshop Item
Language:English
Published: WSEAS Press 2010
Online Access:http://psasir.upm.edu.my/id/eprint/64985/1/EH-09.pdf
http://psasir.upm.edu.my/id/eprint/64985/
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Summary:Application of logistic regression modeling techniques without subsequent performance analysis regarding predictive ability of the fitted model can result in poorly fitting results that inaccurately predict outcomes on new subjects. Model validation is possibly the most important step in the model building sequence. Model validity refers to the stability and reasonableness of the logistic regression coefficients, the plausibility and usability of the fitted logistic regression function, and the ability to generalize inferences drawn from the analysis. The aim of this study is to evaluate and measure how effectively the fitted logistic regression model describes the outcome variable both in the sample and in the population. A straightforward and fairly popular split-sample approach has been used here to validate the model. Different summary measures of goodness-of-fit and other supplementary indices of predictive ability of the fitted model indicate that the fitted binary logistic regression model can be used to predict the new subjects.