LOGIT Model cross-validation

Moderators: statman, Analyst Techy, andris, Fierce, GerineL, Smash

Posts: 1
Joined: Mon Jul 23, 2012 12:52 pm

LOGIT Model cross-validation

Postby ssertbas » Mon Jul 23, 2012 1:46 pm

I develop a Logit Model for credit risk rating.
Dependent variable is Non-performing Loans/ Performing Loans, so 1/0
Population has 10.000 observations

I want to make cross-validation so I separated randomly 30% test sample and developed a logit model with using remained 70% sample. I have repeated this cross validation process several times and measured ROC for discrimination power. All models were successful. I am planning to implement this developed logit model.

The question is “ Should I choose model which is created by all population or one of the test models ( by 70% random sample)?”

Who is online

Users browsing this forum: No registered users and 1 guest