[R] How to validate model?

Frank E Harrell Jr f.harrell at vanderbilt.edu
Tue Oct 7 14:31:10 CEST 2008

Maithili Shiva wrote:
> Hi!
> I am working on scorecard model and I have arrived at the regression equation. I have used logistic regression using R.
> My question is how do I validate this model? I do have hold out sample of 5000 customers.
> Please guide me. Problem is I had never used Logistic regression earlier neither I am used to credit scoring models.
> Thanks in advance
> Maithili

The holdout sample of 5000 may be too small.  You didn't specify the 
size of the training sample.  I assume it is 50,000 or larger.  50-fold 
repeats of 10-fold cross-validation is better.  With any resampling 
technique you need to repeat all exploratory and modeling steps inside 
the loop.


> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

More information about the R-help mailing list