Lecture 8-15 at https://vimeo.com/ondemand/logisticmo..., available for paid subscription
In this video we cover the basics of Receiver Operating Curves (ROC) curves. The explanation shows how to calculate Sensitivity, 1-Specificity and plot a curve using excel.
We then cover the area under curve (AUC) of the ROC curve as a measure of the predictive power of the model and the apply that to both training and validation datasets and compare against each other to test stability of the model.