Modelización del riesgo de crédito en R
Lore Dirick
Manager of Data Science Curriculum at Flatiron School
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$\text{Accuracy} = \frac{TP + TN}{TP + FP + TN + FN}$
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$$
$\text{Accuracy} = \frac{TP + TN}{TP + FP + TN + FN}$
$$

$$
$\text{Accuracy} = \frac{TP + TN}{TP + FP + TN + FN}$
$$

$$
$\text{Accuracy} = \frac{TP + TN}{TP + FP + TN + FN}$
$$

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$\text{Accuracy} = 89.31\%$
$\text{Impagos reales en test} = 10.69\%$
$$ = (100 - 89.31)\%$$
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$$
$\text{Sensibilidad} = 1037 / (1037 + 0) = 100\%$
$\text{Especificidad} = 0 / (0 + 864) = 0\%$
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$\text{Sensibilidad} = 0 / (0 + 1037) = 0\%$
$\text{Especificidad} = 8640 / (8640 + 0) = 100\%$
log_model_full <- glm(loan_status ~ ., family = "binomial", data = training_set)
Es lo mismo que:
log_model_full <- glm(loan_status ~ ., family = binomial(link = logit), data = training_set)
Recuerda:
$$P({\text{loan status}}=1|x_1,...,x_m) = \frac{1}{1+e^{-(\beta_0 + \beta_1 x_1 + ... + \beta_m x_m)}}$$
log_model_full <- glm(loan_status ~ .,
family = binomial(link = probit),
data = training_set)
log_model_full <- glm(loan_status ~ .,
family = binomial(link = cloglog),
data = training_set)
$$P({\text{loan status}}=1|x_1,...,x_m) = \frac{1}{1+e^{-(\beta_0 + \beta_1 x_1 + ... + \beta_m x_m)}}$$
Modelización del riesgo de crédito en R