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aranganayagi
Obsidian | Level 7

HI, How do I check built Logistic regression model is suffering with BIAS or Variance.

I learnt about c-statistics, H-L Goodness -of-Fit Statistics, they all say how well the model is fit. But how can I interpret that the built model will perform better in unseen data. Please help to understand. Really struggling to get answer to this.

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User

I don't understand your Q well.

 

1) if you want know if model is robust , 

You can use train data and test data to check model . or

n-fold cross validate method( split your data into ten group, using 9 of 10 to build model and 1 of 10 to test, and again using another 9 of 10 to build model and 1 of 10 to test , over and over again for ten times).

 

2)if you want know if data is over disperse. try 

proc logistic......

model ..../scale=none aggregate ;

 

 

3) if your train data is sample from a big table . you need 

model ............./ offset=  

to adjust your predict probability .

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2 REPLIES 2
aranganayagi
Obsidian | Level 7
Can anyone help me on this
Ksharp
Super User

I don't understand your Q well.

 

1) if you want know if model is robust , 

You can use train data and test data to check model . or

n-fold cross validate method( split your data into ten group, using 9 of 10 to build model and 1 of 10 to test, and again using another 9 of 10 to build model and 1 of 10 to test , over and over again for ten times).

 

2)if you want know if data is over disperse. try 

proc logistic......

model ..../scale=none aggregate ;

 

 

3) if your train data is sample from a big table . you need 

model ............./ offset=  

to adjust your predict probability .

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