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Logistic Model: https://github.com/amitmse/in_SAS_/blob/master/Logistic_Model_Iteration_final.sas
This one iterates Logistic Regression Model and provide range of model options. Final model is based of following options ( user cut-off ): - VIF - Sign of beta - P-Value - No. of variables Along with model it provides following metrics: - KS - Concordant, Discordant, Pairs, Somers D - AUC/C-Stat/Area under curve - Correlation with bad and model variable
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Computation of Weight of Evidence Variable: https://github.com/amitmse/in_SAS_/blob/master/Automatic_binning_for_numeric_and_character_variables_woe_method.sas
Create WOE variables for numeric and character variables with following options - Raw WOE binning - Monotonic WOE binning - Provide SAS code to generate Monotonic WOE binning variables https://github.com/amitmse/in_SAS_/blob/master/Woe_calculation_Macro.sas Weight of Evidence Calculation
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Computation of Information Value and Weight of Evidence Variable:
Compute Information value and Weight of Evidence variables with following options - Information value - Raw WOE binning - Monotonic WOE binning - Provide SAS code to generate Monotonic WOE binning variables https://github.com/amitmse/in_SAS_/blob/master/Raw_Information_Value.sas Compute Information value https://github.com/amitmse/in_SAS_/blob/master/Raw_information_value_LP.sas https://github.com/amitmse/in_SAS_/blob/master/Information_value_with_Weight.sas
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Exploratory Data Analysis (EDA) :
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Lift Table (KS & GINI):
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Marginal KS:
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Characteristic Analysis Macro:
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Cluster Analysis :
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Decision Tree:
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Vintage Analysis:
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Chi-Square :
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Score scale by PDO
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Profile Analysis:
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