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International Trade - Selected Readings attachment 世界经济与国际贸易 charlie19872011 2009-12-15 9 2909 风有灵性嘛! 2020-1-5 16:47:51
初学R软件,希望得到各位大虾的指点帮助 R语言论坛 chaigeng 2013-5-27 10 13313 Reindeers 2017-8-19 10:49:51
Stochastic Volatility: selected readings attachment 计量经济学与统计软件 tlyy1996 2008-9-30 10 4568 花茶物语 2017-1-4 19:23:36
悬赏 求助Comparison of environmental quality in the districts of the - [悬赏 5 个论坛币] 文献求助专区 刀剑林 2013-9-1 4 1047 gnuliutingting 2013-10-5 00:41:23
Modelling Value Selected Papers of the 1st International Conference on Value Cha attach_img 运营管理(物流与供应链管理) Toyotomi 2013-4-22 8 5421 olderp 2013-8-18 17:15:49
悬赏 寻Mathematical statistics by Bickel and Doksum 1977 - [悬赏 20 个论坛币] 悬赏大厅 lehe 2013-4-25 0 1905 lehe 2013-4-25 12:16:55
SOA Exam C - 2013 June Online Registration–OPEN attachment 金融类 onlygs 2013-4-4 0 1712 onlygs 2013-4-4 09:28:11
[下载]强烈推荐Preference, Belief, and Similarity: Selected Writings by Amos Tverskey attachment 行为经济学与实验经济学 voodoo 2008-8-23 16 10604 geokaran 2013-3-13 23:51:09
Advanced Topics in Control Systems Theory Lecture Notes from FAP 2005 attach_img 运营管理(物流与供应链管理) Toyotomi 2013-1-26 0 1850 Toyotomi 2013-1-26 17:15:09
[下载]Economic Analysis of the Law: Selected Readings attachment 制度经济学 zhaoshi8848 2008-6-24 7 5083 yangwag 2012-7-19 20:59:11
Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics) attachment 金融学(理论版) liqila 2007-12-11 1 5057 pone97206 2012-1-3 19:54:28
[国际年鉴] 世界发展指标2010 (World Development Indicators 2010) Selected attachment 数据交流中心 gongtianyu 2010-3-9 14 4238 蒙奇D煌 2011-2-12 23:53:53
The Selected Works of George J. Benston - A tribute to George E. Benston attach_img 金融学(理论版) Spain1010 2010-9-3 1 1446 Spain1010 2010-9-3 11:47:45
Selected GAUSS Commands by Category attachment Gauss专版 xuehe 2010-8-23 0 1280 xuehe 2010-8-23 08:48:02
Economic Analysis of the Law: Selected Readings attachment 国民经济管理 terrytong 2010-8-4 1 1779 Sunknownay 2010-8-4 09:11:59
Financial Derivatives Pricing - Selected Works of Jarrows attachment 金融学(理论版) martinnyj 2009-6-30 3 1601 morosing 2010-1-10 01:34:52
Dataset of selected socio-economic information on 125 countries in 2002 attachment 数据交流中心 aaa50211 2009-10-23 0 1037 aaa50211 2009-10-23 15:34:25
[求助][讨论]谁有:Robert F.engle Arch selected readings 计量经济学与统计软件 zwa222 2009-4-21 1 2528 amber625 2009-9-4 09:55:14
Selected Reports from GTJA Securities attachment 金融学(理论版) financialist 2009-4-15 0 1193 financialist 2009-4-15 18:36:00
[下载] Stochastic Volatility Selected Readings attachment 金融学(理论版) anderson2008 2008-9-26 0 2296 anderson2008 2008-9-26 22:04:00

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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;
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