After you click OK in the launch window, the Naive Bayes report appears. By default, the Naive Bayes report contains reports for fit details, the response column, the Confusion Matrix, and the ROC curves.
Figure 8.7 Naive Bayes Report
The Fit Details report shows various measures of fit for the model for the Training set, and for the Validation and Test sets if they are specified. The Measure column lists the different fit statistics and the Definition column shows the formulas for the corresponding fit statistics. For more information, see Measures of Fit for Categorical Responses in Model Comparison. By default, the Fit Details report in the Naive Bayes report window is closed.
The report displays the Receiver Operating Characteristic (ROC) curve for the Training set, and for the Validation and Test sets if they are specified. The ROC curve measures the ability of the fitted probabilities to classify response levels correctly. The further the curve from the diagonal, the better the fit. An introduction to ROC curves is found in ROC Curves in the Basic Analysis book.
If the response has two levels, the ROC curve plot displays an ROC curve for the first level of the response only. If the response has more than two levels, the ROC Curve plot displays a sub-outline of the curves for each response level. For a given response level, this curve is the ROC curve for correct classification into that level. See ROC Curve in Partition Models for more information about ROC curves.