model validation

  1. D

    When to use validation and derivation cohort?

    Hi everyone, I was wondering if there is any generic rules on when it's good to use a derivation and validation cohort on a dataset? So far I have only seen them being used for diagnostic tests. Also, if I use two datasets from two different studies to do this, do the datasets need to...
  2. sufeipopo

    How to interpret residual plot of a logistic regression?

    Hi all, I'm working on a default probability model and was modeling the default probability using logistic regression. The pearson residual and deviance residual plots are attached. Can anyone give me some idea about how to interpret these two plots? Do these plots indicate...
  3. sufeipopo

    How to interpret residual plot of a logistic regression?

    Hi all, I'm working on a default probability model and was modeling the default probability using logistic regression. The pearson residual and deviance residual plots are attached. Can anyone give me some idea about how to interpret these two plots? Do these plots indicate...
  4. S

    Statisticians urgently needed in an investment bank in Florida

    We are hiring model validation analysts in our Florida office. The new hire will work on various financial models in our investment bank division. A candidate needs to have a strong statistical background, either Ph.D. in statistics/biostatistics, economics, econometrics or something...
  5. R

    Logistic Regression : Model Validation

    I am validating a logistic regression model. This is the first time i am validating a model. I am using split sampling method. I have split data randomly into two parts - 70% development and 30% validation data sets (70:30). Then i run logistic regression on development data set using SAS and...
  6. S

    Model Verification: Verification of Environmental Dispersion Model

    I am working with an environmental dispersion model, that I am trying to verify with measured data. We have a six receptors (measurement stations) in the field that measures gas concentrations that could be attributed to release from a plant. For each receptor I have 28 (14 years of semi-annual...
  7. C

    Sample Set size requirement - Boosted Decision Trees (gbm package) Models

    Is there any formal literature or generally accepted "Best Practices" for the sample set size needed to build a Boosted regression trees? I have a client with only 188 records and my only way so far to validate the results is to continuously test different subsample amounts of records and...
  8. D

    Question about model validation.

    I'm working on a problem on my own (not for class or work) and I just wanted to get some outside opinions before I progress further. As far as my background, I've taken some introductory statistics courses for psychology majors, and an intro probability and statistics course for engineers...
  9. G

    Goodness of fit for 2D histograms

    Hello all, I've dragging this problem for quite a while now and I'd really appreciate it if someone could help me whit it. I have two sets of data representing stars parameters: an observed one and a modeled one. With these sets I create what is called a two-color-diagram (TCD). A sample can...
  10. Q

    grofit package model validation

    Hello, I used the grofit package (gcFitModel) for my data and obtained values for A, mu, and lambda. Its possible to easily do a cor.test for my observed data and the parameter I get for A (asymptotic size), but I am unable to figure out how to validate either all my parameters at once, or...