Logistic Regression, Prediction and ROC

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Unformatted text preview: training set. I am using an asymmetric cost function by assuming that giving out a bad loan cost 10 time as much as rejecting application from someone who can pay. https://blackboar d.uc.edu/bbcswebdav/pid- 9566224- dt- content- r id- 55868231_2/cour ses/14SS_BANA7046002/notes%284%29.html 11/15 2/17/2014 Log istic Reg r ession, Pr ediction and ROC #dfn tesacgi fo 00 t 09 eie h er rd rm .1 o .9 sacgi =sq00,09,00) erhrd e(.1 .9 .1 #rsl i a9x mti,te1tclsoe tectof eut s 92 arx h s o trs h u-f p te2dclm ,h n oun #soe tecs trs h ot rsl =cidsacgi,N) eut bn(erhrd A #i tecs fnto,bt radp aevcos rtuh nh ot ucin oh n i r etr, =rt, p=rdce ipeitd #poaiiy rbblt cs1< fnto(,p){ ot - ucinr i wih1=1 egt 0 wih0=1 egt c =( = 1 &(i<pu) #oia vco -tu i 1 r=) p ct lgcl etr re f ata 1btpeit0 cul u rdc c =( = 0 &(i>pu) #oia vct -tu i 0 r=) p ct lgcl eor re f ata 0btpeit1 cul u rdc rtr(enwih1*c +wih0*c) eunma(egt 1 egt 0) } cei.l1< gmY~X +X +X12 fml =bnma, rdtgm - l( 3 8 1_, aiy ioil cei.ri) rdttan fr( i 1lnt(erhrd){ o i n :eghsacgi) pu < rsl[,1 ct - euti ] #asg tecs t te2dcl sin h ot o...
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