CHAPTER 18 A Yes-or-No Proposition: Logistic Regression 263
»
» Overall accuracy: This refers to the proportion of accurate predictions, as
shown in the concordant cells, which are the upper-left and lower-right. Of the
30 individuals in the data set from Table 18-1, the logistic model predicted
correctly 13
13
30
/
= 0.87, or about 87 percent of the time. This means with
the cut value where you placed it, the model would make a wrong prediction
only about 13 percent of the time.»
» Sensitivity: This refers to the proportion of yes outcomes predicted accu-
rately. As seen in the upper-left cell in Figure 18-6, with the cut value where it
was placed, the logistic model predicted 13 of the 15 observed deaths (yes
outcomes). So the sensitivity is 13 15
/
= 0.87, or about 87 percent. This means
the model would have a false-negative rate of 13 percent.»
» Specificity: This refers to the proportion of no outcomes predicted accurately.
In the lower-right cell of Figure 18-6, the model predicted survival in 13 of the
15 observed survivors. So, the specificity is 13 15
/
= 0.87, or about 87 percent.
This means the model would have a false-positive rate of 13 percent.
Sensitivity and specificity are especially relevant to screening tests for diseases.
An ideal test would have 100 percent sensitivity and 100 percent specificity, and
therefore, 100 percent overall accuracy. In reality, no test could meet these stan-
dards, and there is a tradeoff between sensitivity and specificity.
By judiciously choosing the cut value for converting a predicted probability into a
yes or no decision, you can often achieve high sensitivity or high specificity, but
it’s hard to maximize both simultaneously. Screening tests are meant to detect
disease, so how you select the cut value depends upon what happens if it produces
a false-positive or false-negative result. This helps you decide whether to priori-
tize sensitivity or specificity.
The sensitivity and specificity of a logistic model depends upon the cut value you
set for the predicted probability. The trick is to select a cut value that gives the
optimal combination of sensitivity and specificity, striking the best balance
between false-positive and false-negative predictions, in light of the different
FIGURE 18-6:
The classification
table for the
radiation
example.
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