我也是初学者~ 一己之见,不能保证正确啦
1.
concordance 就是c 吧
摘一段,不知道你能看明白不,就是把观测到的each case两两配对,只看1,0或者0,1这样的情况
然后看1的predicted value是不是比0的predicted value高,如果是的话,就说pair concordant
这样看看这样的pair concordant占总数的多少就可以得到Percent Concordant
For the 147 observations in the sample, there are 147(146)/2 =10731 different
ways to pair them up (without pairing an observation with itself). Of these, 5881 pairs have either both 1's on the
dependent variable or both 0's. We ignore these, leaving 4850 pairs in which one case has a 1 and the other case has a 0.
For each pair, we ask the question, "Does the case with a 1 have a higher predicted value (based on the model) than the
case with a 0?" If the answer is yes, we call that pair concordant. If no, the pair is discordant. If the two cases have the
same predicted value, we call it a tie.
2.
这个我也不是很清楚,你可以发邮件问问confirm下,不行就把probability和predicted target value都算了呗
不过感觉这个model goodness of fit不是很好,你再看看呢
-
- proc logistic data=credit_risk descending;
- model target=os ut tr_num_3m tr_num_1m overdu_num /lackfit rsq stb ctable scale=none aggregate;
- output out=a pred=phat;
- run;
- data a ;
- set a (drop= _level_);
- target_hat=0;
- if phat>0.5 then target_hat =1;
- else if phat <0.5 then target_hat=0;
- run;
复制代码
3.不知道这个group是按什么划分的,也不知道这里target rate指的是predicted target rate吗
4.
- proc corr data=credit_risk;
- run;
复制代码
5.odds ratio的话 比方说os的系数是0.00258,odds ratio为exp(0.00258)=1.026 >1 那么是对targe=1为正影响
interpreation: the estimated odds of target increase by 2.6% with one unit increase by os
6.tr_num_3m tr_num_1m之间有比较强的共线性
解决方法的话,粗暴点的话是直接删掉一个Wald Chi-Square小的,这里是tr_num_3m
你们应该也提到其他的解决共线性的方法吧~
- proc corr data=credit_risk;
- run;
复制代码
有意思的是,照之前一些书上的方法用proc reg来看
- proc reg data=credit_risk;
- model target=os ut tr_num_3m tr_num_1m overdu_num /vif;
- run;
复制代码
其实这两个变量的vif也不算大,不过可能是我哪里想错了