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分享 lg_demo9_model_valid_Assessing_Classifier: LinYouthen 2013-9-27 01:12; libname lg "F:\train\Advance\data\lg"; options user=lg; %let selected = MIPhone TELLER MM LOC CD ATMAMT brclus2 INV DEP IRA MTGBAL ACCTAGE SAVBAL B_DDABal SAV PHONE CCBAL DIRDEP ATM; /***************************************************************** * *第二阶段:模型验证阶段* *****************************************************************/ /*利用训练数据得到的变量进行模型验证*/ proc logistic data=train1 des; model ins=selected; score data=valid1 outroc=roc; run; proc print data=roc(obs=25); var _prob_ _sensit_ _1mspec_; run; /**获取ROC图和GAIN图所需要的统计量**/ data roc; set roc; cutoff=_PROB_; specif=1-_1MSPEC_; tp=pi1*_SENSIT_; fn=pi1*(1-_SENSIT_); tn=(1-pi1)*specif; fp=(1-pi1)*_1MSPEC_; depth=tp+fp; pospv=tp/depth; negpv=tn/(1-depth); acc=tp+tn; lift=pospv/pi1; ; run; /* ROC图*/ axis order=(0 to 1 by .1) label=none length=4in; symbol i=join v=none c=black; symbol2 i=join v=none c=black; proc gplot data = roc; title "ROC Curve for the Validation Data Set"; plot _SENSIT_*_1MSPEC_ _1MSPEC_*_1MSPEC_ / overlay vaxis=axis haxis=axis; run; quit; /*lift图 */ symbol i=join v=none c=black; proc gplot data=roc; title "Lift Chart for Validation Data"; plot lift*depth; run; quit; symbol i=join v=none c=black; proc gplot data=roc; where 0.005 depth 0.50; title "Lift Chart for Validation Data"; plot lift*depth / vref=1; run; quit; title;; 个人分类: myself|0 个评论

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