Department of Statistics, UCLA

In this paper, we attempt to forecast which prison inmates are likely to engage in very serious misconduct while incarcerated. Such misconduct would usually be a ma jor felony if committed outside of prison: drug trafficking, assault, rape, attempted murder and other crimes. The binary response variable is problematic because it is highly unbalanced. Using data from nearly 10,000 inmates held in facilities operated by the California Department of Corrections, we show that several popular classification procedures do no better than the marginal distribution unless the data are weighted in a fashion that compensates for the lack of balance. Then, random forests per- forms reasonably well, and better than CART or logistic regression. Although less than 3% of the inmates studied over 24 months were reported for very serious misconduct, we are able to correctly forecast such behavior about half the time.