I was trying to analyse example provided by caret
package for confusionMatrix ie
lvs <- c("normal", "abnormal")
truth <- factor(rep(lvs, times = c(86, 258)),
levels = rev(lvs))
pred <- factor(
c(
rep(lvs, times = c(54, 32)),
rep(lvs, times = c(27, 231))),
levels = rev(lvs))
xtab <- table(pred, truth)
confusionMatrix(xtab)
However to be sure I don't quite understand it. Let's just pick for example this very simple model:
set.seed(42)
x <- sample(0:1, 100, T)
y <- rnorm(100)
glm(x ~ y, family = binomial('logit'))
And I don't know how can I analogously perform confusion matrix for this glm model. Do you understand how it can be done?
EDIT
I tried to run an example provided in comments:
train <- data.frame(LoanStatus_B = as.numeric(rnorm(100)>0.5), b= rnorm(100), c = rnorm(100), d = rnorm(100))
logitMod <- glm(LoanStatus_B ~ ., data=train, family=binomial(link="logit"))
library(caret)
# Use your model to make predictions, in this example newdata = training set, but replace with your test set
pdata <- predict(logitMod, newdata = train, type = "response")
confusionMatrix(data = as.numeric(pdata>0.5), reference = train$LoanStatus_B)
but I gain error: data and
reference` should be factors with the same levels
Am I doing something incorrectly?
You just need to turn them into factors:
confusionMatrix(data = as.factor(as.numeric(pdata>0.5)),
reference = as.factor(train$LoanStatus_B))
# Confusion Matrix and Statistics
#
# Reference
# Prediction 0 1
# 0 61 31
# 1 2 6
#
# Accuracy : 0.67
# 95% CI : (0.5688, 0.7608)
# No Information Rate : 0.63
# P-Value [Acc > NIR] : 0.2357
#
# Kappa : 0.1556
#
# Mcnemar's Test P-Value : 1.093e-06
#
# Sensitivity : 0.9683
# Specificity : 0.1622
# Pos Pred Value : 0.6630
# Neg Pred Value : 0.7500
# Prevalence : 0.6300
# Detection Rate : 0.6100
# Detection Prevalence : 0.9200
# Balanced Accuracy : 0.5652
#
# 'Positive' Class : 0
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