|
|||||
|
|
Using the area under an estimated ROC curve to test the adequacy of binary predictors* |
|
| Authors: | Robert P. Lieli Yu-Chin Hsu |
| Affiliation: | 1. Department of Economics, Central European University, Budapest, Hungary;2. Institute of Economics, Academia Sinica, Taipei, Taiwan;3. Department of Finance, National Central University, Taoyuan, Taiwan;4. Department of Economics, National Chengchi University, Taipei, Taiwan |
| Abstract: | |
| Keywords: | Area under the ROC curve overfitting in-sample hypothesis testing binary classification model evaluation |