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%…

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Credit Risk Modeling in R

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