*Bounty: 50*

*Bounty: 50*

My aim is to assess whether I can apply a logistic regression that was fitted on a sample A (where I have explanatory variables and the outcomes) to a different sample B where I don’t know the outcomes yet.

The measure later when I have outcomes would be discriminatory power.

What statistical approaches can I use here? Is this a problem that is known and studied in statistics? Can we apply methods in the context of dataset shift here?

Can we argue with some sort of similarity between A and B? If we assume that the joint distribution of $(X,y)$ or better the conditional distribution of the features $y$ given the target $X$ is the same on A and B?