topic Automatization ROC in SAS Data Science

Automatization ROC

MMM — Sat, 28 Jan 2012 17:17:15 GMT

Hi!

I'm doing a process automation in the modeling of decision trees taking the code that generates the Enterprise Miner and trying to make it work on SAS 9.2. My problem is that I want to calculate the ROC of each model generated but I just don't know how to do that. I'm taking the code of the "Model Comparison Node" where the area under the ROC curve is calculated but it shows many mistakes when I run this at SAS 9.2. It seems like the code of the tree isn't saving all the information table that the Model Comparison needs to work.

Find enclosed the code that I'm using.

Hoping someone can help me.

Many thanks

Re: Automatization ROC

mich — Wed, 28 Jan 2015 08:16:11 GMT

Hi MMM,

Actually i have the same issue, i need a code to calculate the auc and plot the ROC for two columns (score and Binary indicator) where score is calculated using a model other than Logistic regression.

Did you find a solution?

Thanks

Re: Automatization ROC

M_Maldonado — Wed, 28 Jan 2015 13:55:41 GMT

Hey MMM,

I googled how to calculate the AUC using SAS and I stumbled upon this blog.

Give it a try using this macro.

SAS Programming for Data Mining: AUC calculation using Wilcoxon Rank Sum Test

I hope it helps,

Miguel