Kolmogorov–Smirnov test in logistic regression
$begingroup$
When applying KS-test (as goodness-of-fit test) on logistic regression (class: 0,1), where x-axis = probability of being classified as class 1, sorting ascendingly. Here are the 2 questions:
1. Why are the 2 curves to plot are TPR, FPR? AFAK, usually two curves should be the cdf of 2 classes w.r.t. different thresholds on x-axis?
2. Why is the ks-value = max(TPR-FPR)? According to (1), these two rates would ignore the counts for TP and TN, right? If max(TPR-FPR) stands, what's the proof and derivation behind?
Troubled quite a while as there's limited explanation from googling...any help please?? Thanks in advance!
logistic-regression
asked Jan 7 at 7:01
Hing WongHing Wong
235
$endgroup$
add a comment |
$begingroup$
When applying KS-test (as goodness-of-fit test) on logistic regression (class: 0,1), where x-axis = probability of being classified as class 1, sorting ascendingly. Here are the 2 questions:
1. Why are the 2 curves to plot are TPR, FPR? AFAK, usually two curves should be the cdf of 2 classes w.r.t. different thresholds on x-axis?
2. Why is the ks-value = max(TPR-FPR)? According to (1), these two rates would ignore the counts for TP and TN, right? If max(TPR-FPR) stands, what's the proof and derivation behind?
Troubled quite a while as there's limited explanation from googling...any help please?? Thanks in advance!
logistic-regression
asked Jan 7 at 7:01
Hing WongHing Wong
235
$endgroup$
add a comment |
$begingroup$
When applying KS-test (as goodness-of-fit test) on logistic regression (class: 0,1), where x-axis = probability of being classified as class 1, sorting ascendingly. Here are the 2 questions:
1. Why are the 2 curves to plot are TPR, FPR? AFAK, usually two curves should be the cdf of 2 classes w.r.t. different thresholds on x-axis?
2. Why is the ks-value = max(TPR-FPR)? According to (1), these two rates would ignore the counts for TP and TN, right? If max(TPR-FPR) stands, what's the proof and derivation behind?
Troubled quite a while as there's limited explanation from googling...any help please?? Thanks in advance!
logistic-regression
asked Jan 7 at 7:01
Hing WongHing Wong
235
$endgroup$
When applying KS-test (as goodness-of-fit test) on logistic regression (class: 0,1), where x-axis = probability of being classified as class 1, sorting ascendingly. Here are the 2 questions:
1. Why are the 2 curves to plot are TPR, FPR? AFAK, usually two curves should be the cdf of 2 classes w.r.t. different thresholds on x-axis?
2. Why is the ks-value = max(TPR-FPR)? According to (1), these two rates would ignore the counts for TP and TN, right? If max(TPR-FPR) stands, what's the proof and derivation behind?
Troubled quite a while as there's limited explanation from googling...any help please?? Thanks in advance!
logistic-regression
logistic-regression
asked Jan 7 at 7:01
Hing WongHing Wong
235
asked Jan 7 at 7:01
Hing WongHing Wong
235
asked Jan 7 at 7:01
Hing WongHing Wong
235
asked Jan 7 at 7:01
Hing WongHing Wong
235
asked Jan 7 at 7:01
Hing WongHing Wong
235
235
add a comment |
add a comment |
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