# AnalyticBridge

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Sandeep Kumar Srivastava
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# Sandeep Kumar Srivastava's Page

## Latest Activity

"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…"
Jun 25, 2012
"My area of research is credit risk modeling..and my doubt is just a basic...how to identify the distribution pattern..."
Jun 25, 2012
"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. "
Jun 20, 2012
"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."
Jun 20, 2012
"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.. "
Jun 20, 2012
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
Jun 20, 2012
"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…"
Jun 19, 2012
"Thanks a lot....Kevin  Appreciated....these concepts are really very helpful to me.. "
Jun 18, 2012
"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…"
Jun 18, 2012
"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)?"
Jun 17, 2012
"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…"
Jun 17, 2012
"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  -…"
Jun 15, 2012
"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?"
Jun 15, 2012
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
Jun 15, 2012

## Profile Information

Short Bio:
I am a BE graduate and MBA guy.working as a consultant in Big 4 company...
My Website or LinkedIn Profile (URL):
Field of Expertise:
Business Analytics, Predictive Modeling, Data Mining, Statistical Programming
Professional Status:
Consultant
Interests:
Finding a New Position, Networking
Ernst & Young
Industry:
Consultancy
How did you find out about AnalyticBridge?
web

## 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,

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...?…

Continue

Posted on June 15, 2012 at 1:00am — 8 Comments

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