-
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 -
Computation of Weight of Evidence (WOE) 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 - 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 -
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 -
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 -
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 -
Compute Marginal KS to check contribution of a variable in a model. -
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 -
Decision Tree: https://github.com/amitmse/in_SAS_/blob/master/Decision%20Tree.sas
Decision Tree for segmentation -
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
amitmse/in_SAS_
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|