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Ayush Biyani's Blog (1)

low accuracy in out of time dataset

 

Hi guys..I am working on a logistic model. When I did out of sample validation, my percentage detection of the defaulters was 80%. The next I tried is out of time validation. To my dismay the accuracy(percent detection) came down to 33% this time. I am wondering and disappointed by what could have happened. I have profiled both the population and found differences in the distribution of few categorical variables.

 

Please pour in your ideas as to what can be done to…

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Added by Ayush Biyani on June 1, 2011 at 6:44am — 7 Comments

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