Re: st: Logit and percentage of correct classification

[Ron�n Conroy <rconroy@rcsi.ie>]

Herve STOLOWY wrote:

> Dear All:
>
> Is there an easy way to determine the percentage of correct
> classification (predicted probabilities) after a logit (or logistic)
> regression (equivalent to Predicted/Percentage correct in SPSS)?
You can, using -predict-, generate the predicted probability. You can 
then decide on an appropriate threshold for a predicted event. The usual 
one is 0.5, but there are many situations where the consequences of 
incorrect prediction are quite different for false positive and false 
negative predictions.

For instance, the current European guidelines for prevention of 
cardiovascular disease recommend treatment when a person has a 10% 
chance of a fatal heart attack or stroke. Except, of course, for the 
British, who use a threshold of 30% risk of fatal or non-fatal heart 
attack. The cutpoints at which you evaluate your model fit need to be 
established pragmatically.

You can then assess your model performance using -diagt-, which gives 
detailed statistics on the pattern of errors in your prediction system.



Ronan M Conroy (rconroy@rcsi.ie)
Senior Lecturer in Biostatistics
Royal College of Surgeons
Dublin 2, Ireland
+353 1 402 2431 (fax 2764)
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