I'm curious about how to understand the accuracy of my model which I computed with glm( family = binomial(logit) )
.
In some articles it is mentioned that we should perform chisq test with residual deviance with it's DoF.
When I call summary() of my glm module.
"Residual deviance: 9109.9 on 99993 degrees of freedom"
Therefore when I perform pchisq test with these inputs: 1-pchisq(9110, 99993) it returns 1.
Hence it is much more greater than our significance level. So we are curious about why does it return 1, is it a perfect model ?
In addition to these, here's the output of my Logistic Regression Model
Logistic Regression Model
lrm(formula = bool.revenue.all.time ~ level + building.count +
gold.spent + npc + friends + post.count, data = sn, x = TRUE,
y = TRUE)
Model Likelihood Discrimination Rank Discrim.
Ratio Test Indexes Indexes
Obs 1e+05 LR chi2 1488.63 R2 0.147 C 0.774
0 99065 d.f. 6 g 1.141 Dxy 0.547
1 935 Pr(> chi2) <0.0001 gr 3.130 gamma 0.586
max |deriv| 8e-09 gp 0.011 tau-a 0.010
Brier 0.009
Coef S.E. Wald Z Pr(>|Z|)
Intercept -6.7910 0.0938 -72.36 <0.0001
level 0.0756 0.0193 3.92 <0.0001
building.count 0.0698 0.0091 7.64 <0.0001
gold.spent 0.0020 0.0002 11.05 <0.0001
npc 0.0172 0.0057 3.03 0.0024
friends 0.0304 0.0045 6.82 <0.0001
post.count -0.0132 0.0042 -3.17 0.0015
This is validation with bootstrap's output
index.orig training test optimism index.corrected n
Dxy 0.5511 0.5500 0.5506 -0.0006 0.5518 1000
R2 0.1469 0.1469 0.1465 0.0005 0.1465 1000
Intercept 0.0000 0.0000 0.0002 -0.0002 0.0002 1000
Slope 1.0000 1.0000 0.9997 0.0003 0.9997 1000
Emax 0.0000 0.0000 0.0001 0.0001 0.0001 1000
D 0.0149 0.0149 0.0148 0.0000 0.0148 1000
U 0.0000 0.0000 0.0000 0.0000 0.0000 1000
Q 0.0149 0.0149 0.0148 0.0001 0.0148 1000
B 0.0086 0.0086 0.0086 0.0000 0.0086 1000
g 1.1410 1.1381 1.1365 0.0016 1.1394 1000
gp 0.0111 0.0111 0.0111 0.0000 0.0111 1000
And this is the output of my calibration curve:
n=100000 Mean absolute error=0.002 Mean squared error=5e-05
0.9 Quantile of absolute error=0.002
Thanks.
Best Answer
If you want to assess accuracy, one way is to look at the predicted outcome vs. the actual outcome. You can get the predicted values with
fitted-values
and then compare them to the actual values; for one example see this page: