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ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS

Object's details: ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS

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Provider:Repozytorium Uniwersytetu Łódzkiego

Description

Title:
ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS
Creator:
Misztal, Małgorzata
Contributor:
mmisztal@uni.lodz.pl
Description:
Traditional measures for assessing the performance of classification models for binary outcomes are the ROC curve and the area under the ROC curve (AUC).Reclassification tables (Cook, 2008), net reclassification improvement (NRI) and integrated discrimination improvement (IDI) (Pencina et al., 2008) or decision – analytic measures with decision curve analysis (Vickers Elkin, 2006) have been recently proposed for evaluating the predictive ability of classifiers.This paper analyzes the measures mentioned above with some credit taking application.
Object availability:
free access
Date:
2015.12.02;
2014
Type:
Article
Language:
English;
eng
Format:
application/pdf
Publisher:
Wydawnictwo Uniwersytetu Łódzkiego
Relation:
Acta Universitatis Lodziensis, Folia Oeconomica; 302
Identifier:
0208-6018;
http://hdl.handle.net/11089/14865
Data provider:
Repozytorium Uniwersytetu Łódzkiego

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