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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

     Provides basic distribution of data i.e., count, missing, unique, sum, mean, STD, percentile
    
     	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

     Compute KS and GII
    
     	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

     Compute Marginal KS to check contribution of a variable in a model.      
    
  7. Characteristic Analysis Macro: https://github.com/amitmse/in_SAS_/blob/master/Characteristic_Analysis_Macro.sas

      Characteristic Analysis of model variable
    
     	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

     Cluster Analysis for variable selection   
    
  9. Decision Tree: https://github.com/amitmse/in_SAS_/blob/master/Decision%20Tree.sas

    	Decision Tree for segmentation
    
  10. Vintage Analysis: https://github.com/amitmse/in_SAS_/blob/master/3.Vintage_Analysis_Final.sas

    Vintage Analysis to identify performance period 
    
  11. Score scale by Point to Double the Odds (PDO): https://github.com/amitmse/in_SAS_/blob/master/Point_Score_By_PDO_Method.sas

    - Scale score using Point to Double the Odds method.
    	
    	https://github.com/amitmse/in_SAS_/blob/master/Point%20Score%20by%20PDO%20Method.xlsx
    
    	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
    

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