Prediction interval - Accord.Statistics.Models.Regression.LogisticRegression

[BenKester]

We could really use a method that computes the prediction interval for logistic regression.

As an example, suppose we are predicting the likelihood of the Cubs winning the World Series. The model gives us a result of 20%. What is the 95% confidence interval for the real percent?

R seems to be the only place you can do that right now.

[cesarsouza]

Thanks for the suggestion! This is actually a duplicate of #81. However, I could never figure out precisely how the prediction interval should be computed, as such, it has never been implemented. If you have a reference on how it is done in R, I would be glad to take a look and attempt to implement it again!

Regards,
Cesar

[cesarsouza]

So, it seems that an explanation on how to compute prediction intervals for logistic regression can be found here.

[BenKester]

Hmm. Interesting.

On Wed, Sep 14, 2016 at 1:15 PM, César Souza notifications@github.com
wrote:

So, it seems that an explanation on how to compute prediction intervals
for logistic regression can be found here
https://books.google.es/books?hl=en&lr=&id=Po0RLQ7USIMC&oi=fnd&pg=PR5&dq=logistic+regression+confidence&ots=Do7TpdZiDP&sig=P6Tn8NAartjJ6xqUuCWAX1Bo0iM&redir_esc=y#v=onepage&q=logistic%20regression%20confidence&f=false.

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[cesarsouza]

Confidence and prediction intervals for logistic and linear regressions will be available in the next release.

[BenKester]

Thank you very much.

On Thu, Sep 15, 2016 at 3:02 PM, César Souza notifications@github.com
wrote:

Confidence and prediction intervals for logistic and linear regressions
will be available in the next release.

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[cesarsouza]

Integrated in release 3.4.0.