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About finding Confusion Matrix for different Cutoff values in Logistic Regression

sursangeet1

Community Trekker

Joined:

Dec 19, 2012

How do I generate confusion metrics for using different cutoff values? For example, I want to find confusion matrix for cutoff = 0.3 or cutoff = 0.7? etc.

1 ACCEPTED SOLUTION

Accepted Solutions
Solution

Hi Prakash,

You can generate a new confusion matrix by saving the logistic function, then setting up a column formula, and then using tabulate to make the table. I recorded a quick 2-min video showing the method I would use (it's not terribly complicated, but writing this out in steps started to seem more complicated than it is!).

I hope this helps!

julian

4 REPLIES
Solution

Hi Prakash,

You can generate a new confusion matrix by saving the logistic function, then setting up a column formula, and then using tabulate to make the table. I recorded a quick 2-min video showing the method I would use (it's not terribly complicated, but writing this out in steps started to seem more complicated than it is!).

I hope this helps!

julian

Craige_Hales

Staff

Joined:

Mar 21, 2013

Nice video!

Craige
AaronNHorvitz

New Contributor

Joined:

Apr 24, 2017

Would you mind sharing a link to the video referenced in the solution?  Thank you! 

 

 

dale_lehman

Community Trekker

Joined:

Jan 29, 2015

I believe this add-in (https://community.jmp.com/t5/JMP-Add-Ins/Alternate-Cut-off-Confusion-Matrix-Add-In/ta-p/22357) does what you are looking for.  Be aware that the overall accuracy of the model is not likely to improve by changing the threshold probability - the main value is that when the costs of misclassification are asymmetric, changing the threshold can reduce the more costly type of errror.