[R] How to validate model?

Pedro.Rodriguez at sungard.com Pedro.Rodriguez at sungard.com
Tue Oct 7 16:42:25 CEST 2008

Usually one validates scorecards with the ROC curve, Pietra Index, KS
test, etc. You may be interested in the WP 14 from BIS (www.bis.org).



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Maithili Shiva
Sent: Tuesday, October 07, 2008 8:22 AM
To: r-help at r-project.org
Subject: [R] How to validate model?


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


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