"For example, we have a variable temp and data is given below. With this data how can we know the variable temp follow which distribution on SAS…"
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Sandeep Kumar Srivastava commented on Sandeep Kumar Srivastava's blog post Distribution pattern
"My area of research is credit risk modeling..and my doubt is just a basic...how to identify the distribution pattern..."
Sean Flanigan commented on Sandeep Kumar Srivastava's blog post Distribution pattern
"What is your applied area of research? I know Gamma is hot in institutional credit risk, so if that is your play, please give a heads up.
"
Vincent Granville commented on Sandeep Kumar Srivastava's blog post Distribution pattern
"Chi-square, GOF (goodness-of-fit), Kolmogoroff-Smirnov test with target distributions. And for time series, correlogram analysis. Also do a Google search on copula."
Sandeep Kumar Srivastava commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"Thanks Mike,
Ya i know the concepts of ROC curve, but my doubt was only to find the appropriate cut-off when we have 10 different pr cut-off (output of the ctable pprob=0.1 to 1 by 0.1)....which i got by Kevin explanations.. "
Sandeep Kumar Srivastava posted a blog post
Distribution pattern
Hi All,Could anyone please explain me that how to identify the distribution pattern of a variable...Lets suppose we have a data set and we want to know the distribution pattern (e.g - binomial , gama or any other distribution pattern) of a particular variable ...See More
Mike O'Neil commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"Sandeep, you need to understand that the ROC curve is a plot where the points on the plot are calculated from the counts in the confusion matrix for a given model score cut-off. If you take the output of the ctable pprob=0.1 to 1 by 0.1 then…"
Sandeep Kumar Srivastava commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"Thanks a lot....Kevin
Appreciated....these concepts are really very helpful to me..
"
Kevin Pedde commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"This is what I have done in the past to get the Youden Index from proc logistic in SAS. After your model statement use this code:
(your code may look slightly different. outroc outputs the specificity and sensitivity)
model…"
Sandeep Kumar Srivastava commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"First of thanks to Jozo and Kevin for responding me....it really helped me a lot...
Now....could you please explain me how to choose a right cut-off..
It is like the the value where sensitivity is equal to specificity (Goods=Bads)?"
Kevin Pedde commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"I usually go straight to putting the scores from regression into deciles and see if I get an even distribution in each decile. I also look to see how many "successes" I get in each decile and how those are distributed from the top…"
Jozo Kovac commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"Shape is important. You care about how "bads" are distributed. It helps you to:
- Verify if you have enough degrees of freedom
- Expain how good your model catches "bads" on both ends of curve
- Choose right cut-off
-…"
Kevin Pedde commented on Sandeep Kumar Srivastava's blog post Logistics regression-ROC curve
"I generally don't find a need to plot the ROC curve, I just care about the c-statistic or area under the curve. Are you asking how you find the Youden Index (cutoff value) from logistic regression in SAS?"
Sandeep Kumar Srivastava posted a blog post
Logistics regression-ROC curve
Hi All,Could anyone please explain me...we are already value of area under curve (c) on logistics regression on SAS then why there is need to plot ROC curce and is there is no need to plot ROC curve...?if we plot ROC for some cut off value then how do we select the cutoff value if we give command on sas / ctable pprob=0.1 to 1 And also how we are going to proceed with that cutoff value for further analysis....it will be great help to me..See More
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Sandeep Kumar Srivastava's Blog
Distribution pattern
Hi All,
Could anyone please explain me that how to identify the distribution pattern of a variable...Lets suppose we have a data set and we want to know the distribution pattern (e.g - binomial , gama or any other distribution pattern) of a particular variable ...
Posted on June 20, 2012 at 3:28am — 4 Comments
Logistics regression-ROC curve
Hi All,
Could anyone please explain me...
we are already value of area under curve (c) on logistics regression on SAS then why there is need to plot ROC curce and is there is no need to plot ROC curve...?…
ContinuePosted on June 15, 2012 at 1:00am — 8 Comments
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