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st: bagging logistic regression
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st: bagging logistic regression
Date
Tue, 23 Aug 2011 17:28:51 +0200
I am working on a scoring model using a logistic regression. Since my
sample is very imbalanced (+/-2000 negatives vs. +/-150 positives), I was
thinking of bagging/bootstrapping the coefficients.
However, I don't know how to make sure the resampling procedures selects
balanced sets (with the same amount of defaulters and non-defaulters). I
would think this is necessary to minimize type 1/2 errors.
Any comments or help on this?
Thank you very much in advance!
p.
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