Date: Fri, 30 Sep 2005 09:23:27 -0700
Reply-To: Howie Harshaw <firstname.lastname@example.org>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: Howie Harshaw <email@example.com>
Subject: Logistic regression and ROC curves
Content-type: text/plain; format=flowed; charset=ISO-8859-1
I have been following recent discussions about using ROC curves to
identify the threshold for the classification cut-off, and think I
understand the utility of this approach. However, I am a little unclear
about the order of steps to do this. Is this correct:
1) Run the logistic regression with the default classification cut-off
(0.5), save the predicted probabilities.
2) Use the saved predicted probabilities for the ROC curve.
3) Identify the point where the curve rises rapidly for the new
classification cut-off threshold value.
4) Re-run the logistic regression with the classification cut-off
threshold value identified with he ROC curve.
I am also wondering whether there is a good reference for the use of ROC
curves to identify the classification cut-off threshold value; I haven't
found reference to it in my usual resources.
Thanks for any help you can provide,
Post Doctoral Fellow
Forest Resource Management
Faculty of Forestry
University of British Columbia
Tel: (604) 786-3141