Machine Learning – Epidemiology and Technology

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Deviance and Deviance ratio in Logistic models

Once you start using logistic regression and have come beyond the basic model, you will start going into model diagnostics and comparison of model performances across various peculations for a specific outcome. you will then start coming across concepts of deviance and deviance ratios. Let us understand briefly, how to

LASSO in Stata

Crossvaldiation By default, stata will select model with highest lambda. By default, stata fits up to 100 models with varying lambdas. The model with largest out of sample r-square and minimum CV mean prediction error gets selected by cross-validation LASSO commands SSC Addons based methods Stabdard Lasso estimation commands Lasso