Model Comparison Node - Lift Value

MartinBoland — Thu, 14 Feb 2019 01:09:43 GMT

Hello,

I am looking at the Output in Results after running a Model Comaprison node for four models. I understand how lift/gain/%response is calculated across deciles but was wondering how these values are calculated for the 'whole' model (see below - apologies about formatting).

Thanks,

Martin

Data Role=Valid

Statistics Reg Tree Neural Tree2

Valid: Kolmogorov-Smirnov Statistic 0.41 0.37 0.42 0.37
Valid: Average Squared Error 0.12 0.12 0.13 0.13
Valid: Roc Index 0.76 0.72 0.77 0.72
Valid: Average Error Function 0.39 . 0.40 .
Valid: Bin-Based Two-Way Kolmogorov-Smirnov Probability Cutoff 0.13 0.10 0.17 0.22
Valid: Cumulative Percent Captured Response 27.43 27.54 21.71 21.26
Valid: Percent Captured Response 13.14 10.91 8.00 10.53
Valid: Divisor for VASE 2100.00 2100.00 2100.00 2100.00
Valid: Error Function 820.57 . 833.16 .
Valid: Gain 174.29 175.41 117.14 112.60
Valid: Gini Coefficient 0.52 0.43 0.53 0.43
Valid: Bin-Based Two-Way Kolmogorov-Smirnov Statistic 0.39 0.36 0.41 0.36
Valid: Kolmogorov-Smirnov Probability Cutoff 0.12 0.08 0.10 0.08
Valid: Cumulative Lift 2.74 2.75 2.17 2.13
Valid: Lift 2.65 2.20 1.62 2.13
Valid: Maximum Absolute Error 0.97 0.93 0.99 0.93
Valid: Misclassification Rate 0.17 0.16 0.17 0.17
Valid: Mean Squared Error 0.12 . 0.13 .
Valid: Sum of Frequencies 1050.00 1050.00 1050.00 1050.00
Valid: Root Average Squared Error 0.35 0.35 0.35 0.35
Valid: Cumulative Percent Response 45.71 45.90 36.19 35.43
Valid: Percent Response 44.23 36.70 26.92 35.43
Valid: Root Mean Squared Error 0.35 . 0.35 .
Valid: Sum of Squared Errors 256.65 261.89 263.95 264.27
Valid: Sum of Case Weights Times Freq 2100.00 . 2100.00 .
Valid: Number of Wrong Classifications . . 181.00 .

Re: Model Comparison Node - Lift Value

WendyCzika — Thu, 14 Feb 2019 14:24:03 GMT

Good question - it's not very clear in the output. It's actually not for the whole model, but reporting the lift/gain-like statistics at depth 10 in the Statistics Comparison table.

Re: Model Comparison Node - Lift Value

MartinBoland — Thu, 14 Feb 2019 22:13:43 GMT

Thanks Wendy. Have been reviewing Lift/Gain etc. for a certification exam. Your response was very helpful.

topic Model Comparison Node - Lift Value in SAS Data Science

Model Comparison Node - Lift Value

Re: Model Comparison Node - Lift Value

Re: Model Comparison Node - Lift Value