Data defines the model by dint of genetic programming, producing the best decile table.

The Missing Statistic in the Decile Table: The Confidence Interval
Bruce Ratner, Ph.D.

The decile table has become for most modelers a universal tabular display of model performance.  The decile table, by definition, has the point estimate of the statistic Cum Lift, which indicates how much better is a given model than the chance model (random selection of individuals). The confidence interval that furnishes the precision of the model is considered necessary to complete the decile-table model assessment. The purpose of this article is to augment the decile table with the missing the confidence interval estimate. I review briefly the basics of statistical inference, and then outline the bootstrap method, which is exercised in the construction of the confidence interval.  Click here.

For more information about this article, call Bruce Ratner at 516.791.3544; or e-mail at
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