Comparing two cut-offs
Have a look again at the confusion matrix using the full model and a cut-off of 15%, which is stored in the object conf_matrix_15
, and another confusion matrix using a cut-off of 20% and the same model, stored in conf_matrix_20
. Which of the following statements is true? Recall:
$$\textrm{Classification accuracy} = \frac{(TP + TN)}{(TP + FP + TN + FN)}$$
$$\textrm{Sensitivity} = \frac{TP}{(TP + FN)}$$
$$\textrm{Specificity} = \frac{TN}{(TN + FP)}$$
Moving from a cut-off of 15% to 20%…
This exercise is part of the course
Credit Risk Modeling in R
Hands-on interactive exercise
Turn theory into action with one of our interactive exercises
