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SAS macro for Logistic (Scorecard) Model Development

  1. 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
    
  2. 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
    
  3. Computation of Information Value and Weight of Evidence Variable:

    https://github.com/amitmse/in_SAS_/blob/master/Information_value_Raw_and_Monotonic_binning.sas

     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
    
  4. Exploratory Data Analysis (EDA) :

    https://github.com/amitmse/in_SAS_/blob/master/EDA.sas

    https://github.com/amitmse/in_SAS_/blob/master/Create%20Historical%20and%20Performance%20Variables.sas

    https://github.com/amitmse/in_SAS_/blob/master/Merge.xlsx

    https://github.com/amitmse/in_SAS_/blob/master/Hash%20Merge.sas

    https://support.sas.com/resources/papers/proceedings/proceedings/sugi26/p103-26.pdf

  5. Lift Table (KS & GINI):

    https://github.com/amitmse/in_SAS_/blob/master/Lift_Table_v1.sas

    https://github.com/amitmse/in_SAS_/blob/master/KS_Macro_with_Weight.sas

    https://github.com/amitmse/in_SAS_/blob/master/Lift_Table%20-%20Transreg.sas

    https://github.com/amitmse/in_SAS_/blob/master/GINI.sas

    https://github.com/amitmse/in_SAS_/blob/master/GINI.xlsx

  6. Marginal KS:

    https://github.com/amitmse/in_SAS_/blob/master/Marginal_KS_Macro.sas

  7. Characteristic Analysis Macro:

    https://github.com/amitmse/in_SAS_/blob/master/Characteristic_Analysis_Macro.sas

    https://github.com/amitmse/in_SAS_/blob/master/Characteristic_Analysis_Macro_LP.sas

  8. Cluster Analysis :

    https://github.com/amitmse/in_SAS_/blob/master/Cluster%20Code.sas

  9. Decision Tree:

    https://github.com/amitmse/in_SAS_/blob/master/Decision%20Tree.sas

  10. Vintage Analysis:

    https://github.com/amitmse/in_SAS_/blob/master/3.Vintage_Analysis_Final.sas

  11. Chi-Square :

    https://github.com/amitmse/in_SAS_/blob/master/Chi-Square%20Macro.sas

  12. Score scale by PDO

    https://github.com/amitmse/in_SAS_/blob/master/Point%20Score%20by%20PDO%20Method.xlsx

    https://github.com/amitmse/in_SAS_/blob/master/Point_Score_By_PDO_Method.sas

    https://github.com/amitmse/in_SAS_/blob/master/PDO%20Score.xlsx

    https://github.com/amitmse/in_SAS_/blob/master/PDO.sas

    https://github.com/amitmse/in_SAS_/blob/master/PDO_Calculation.sas

    https://github.com/amitmse/in_SAS_/blob/master/Scale_Score_by_PDO.sas

  13. Profile Analysis:

    https://github.com/amitmse/in_SAS_/blob/master/Profile_Analysis.sas


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