Analysis sample | Training Dataset: 2017 | Validation Dataset: 2018 | Additional Validation Dataset: 2015 | Additional Validation Dataset: 2016 |
---|---|---|---|---|
Model | AUC | AUC | AUC | AUC |
All variables regression | 0.80 | 0.79 | 0.79 | 0.79 |
LASSO | 0.80 | 0.79 | 0.79 | 0.79 |
Stepwise regression | 0.80 | 0.79 | 0.79 | 0.79 |
Single tree | 0.76 | 0.75 | 0.75 | 0.76 |
Stepwise regression with complex interactions | 0.80 | 0.80 | 0.79 | 0.79 |
Random forest | 0.88 | 0.79 | 0.79 | 0.79 |