Evaluating discrete choice prediction models when the evaluation data is corrupted: analytic results and bias corrections for the area under the ROC

There has been a growing recognition that issues of data quality, which are routine in practice, can materially affect the assessment of learned model performance. In this paper, we develop some analytic results that are useful in sizing the biases associated with tests of discriminatory model power...

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Bibliographic Details
Main Author: Stein, Roger Mark (Contributor)
Other Authors: Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Springer US, 2017-02-16T20:43:00Z.
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