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One Goodness-of-Fit Test Is Not Enough: Error-Controlled Localization of Misfit in Logistic Risk Models

Ebrahim, Ebrahim Khaled et al.
arXiv (All) · Papers
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applicationsmethodology
A goodness-of-fit test tells whether a logistic risk model fits, but the analyst also needs to know what is wrong: an overall risk that is too high is repaired by updating the intercept, risks that are too extreme by recalibration, a curved relation between score and risk by a flexible recalibration
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