| 验证二项响应回归模型预测能力的置换检验方法 |
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| 引用本文： | 李小明,徐勤丰.验证二项响应回归模型预测能力的置换检验方法[J].复旦学报(自然科学版),2009(6). |
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| 作者姓名： | 李小明 徐勤丰 |
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| 作者单位： | 复旦大学管理学院统计学系; |
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| 摘 要： | 通过一个数值例子,说明了顺序关联度量与ROC分析这2种常用方法在二项响应回归模型预测能力验证方面存在不足.基于置换检验思想,提出了一种新的验证方法.并通过对2个实例的研究,考察了置换检验验证法的表现.
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| 关 键 词： | 置换检验 顺序关联度量 ROC分析 二项响应回归模型 |
Permutation Test for Validation of Binary Regression Models |
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| LI Xiao-ming,XU Qin-feng.Permutation Test for Validation of Binary Regression Models[J].Journal of Fudan University(Natural Science),2009(6). |
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| Authors: | LI Xiao-ming XU Qin-feng |
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| Institution: | LI Xiao-ming,XU Qin-feng(Department of Statistics,School of Management,Fudan University,Shanghai 200433,China) |
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| Abstract: | The deficiency of two popular methods,measure of ordinal association and ROC analysis,for validation of binary regression models is illustrated by an artificial numerical example.An improved method based on permutation test is proposed,and its performance is investigated by two real examples. |
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| Keywords: | permutation test measure of ordinal association ROC analysis binary regression model |
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