9:45 p.m.
Hello Peter,
The ROC package seems great! I only used it for a while but I think it is
better than what I imagined.
Thank you very mush for that!
As you can see below in any simple Logit model I run I get this message
like $yhat is not defined...
Take a look here:
http://postimg.cc/WhzG8pMM
I also attach the relevant small Gretl data fle.
PG
*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace
Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>
On Mon, Apr 8, 2019 at 12:16 AM Summers, Peter <psummers(a)highpoint.edu>
wrote:
Hi Periklis,
In general, the $yhat accessor contains the predicted values of the
dependent variable from the last model estimated. As Sven mentioned, for
logit & probit these are estimated probabilities.
Could you provide more context for the error you’re getting?
I hope the roc package is useful for you; just let me know if you have any
questions about it.
Peter
Sent from my iPad
On Apr 7, 2019, at 3:40 PM, Periklis Gogas <perrygogas(a)gmail.com> wrote:
I get this error
? FF = $yhat
The statistic you requested is not available
PG
*Periklis Gogas
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.econ.duth.gr%2fper...
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace
Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.eabcn.org%2fperson...
The Rimini Centre for Economic Analysis - Fellow
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.rcfea.org%2fcompon...
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2ficemr.ru%2finstitute-f...
On Sun, Apr 7, 2019 at 10:28 PM Periklis Gogas <perrygogas(a)gmail.com>
wrote:
> Thank you Sven,
>
> What does the $yhat mean actually?
>
> PG
>
> *Periklis Gogas
>
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.econ.duth.gr%2fper...
> Associate Professor
> of Economic Analysis and International Economics
> Department of Economics, Democritus University of Thrace
>
> Associate Editor - Journal of Economic Asymmetries
> <https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
> Euro Area Business Cycle Network - Fellow
>
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.eabcn.org%2fperson...
> The Rimini Centre for Economic Analysis - Fellow
>
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2fwww.rcfea.org%2fcompon...
> The Society for Economic Measurement - Member
> <http://sem.society.cmu.edu/home.html>
> Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
>
<https://linkprotect.cudasvc.com/url?a=http%3a%2f%2ficemr.ru%2finstitute-f...
>
>
> On Sun, Apr 7, 2019 at 8:14 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
>
>> Am 07.04.2019 um 17:17 schrieb Periklis Gogas:
>> > Thanks a lot! I will try that!
>>
>> > On Sun, Apr 7, 2019 at 4:19 PM Allin Cottrell <cottrell(a)wfu.edu
>> > <mailto:cottrell@wfu.edu>> wrote:
>> >
>> > On Sun, 7 Apr 2019, Periklis Gogas wrote:
>> >
>> > > Hello all!
>> > >
>> > > Can we set the threshold to alternative values than 0.50 in
>> Logit
>> > models?
>> > > If not, it would have been a nice addition if it is easy.
>> > > One step (or many more complex) would be to produce results for
>> > i.e. 10
>> > > alternative levels and also the corresponding ROC curve.
>> >
>> > Try Peter Summers' "roc" function package. If you're
unfamiliar
>> with
>> > such packages see /Help/Packages.
>>
>> Maybe this is redundant, but let me just add that the $yhat accessor
>> after logit contains the predicted probability, not a binary 0-1
>> outcome. So a user may map these probabilities to 0-1 with any threshold
>> she chooses.
>>
>> (For example like: series y01 = ($yhat > 0.3))
>>
>> cheers
>> sven
>>
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