Difference between revisions of "C-Statistic"
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Latest revision as of 21:01, 11 September 2020
Definition
The c-statistic, also known as AUROC (area under the curve), the concordance statistic, is equal to to the AUC (area under curve)
Interpretation
- The closer the value is to 1, the better the model's classification performance
- A value of 0.5 indicates that the model is no better than classifying outcomes randomly
- A value below 0.5 means that using the opposite of the model classification is actually a better choice!