7-13(d) Changed

7-13(d) Changed

by Michael Kohn -
Number of replies: 0

The assignment file has already been updated, so if you haven't downloaded it yet, stop reading.

Original:

7-13(d)."Do the points on the PSI ROC curve represent approximate quintiles of predicted risk?  How can you tell?"

New:

 "Do the points on the PSI calibration plot represent approximate quintiles of risk?  In other words, does each category of predicted risk contain roughly one-fifth of the population?  How can you tell?  (Hint: Looking at the ROC curve may help.)"