topic Re: how to test the logisctic model in SAS Forecasting and Econometrics

how to test the logisctic model

deleted_user — Tue, 10 Jun 2008 03:38:52 GMT

I am a new SAS user from Viet Nam, I try the logistic regression, I have built the model & I want to test the accuracy of this model by using other data set, but I don't how to do it.

Re: how to test the logisctic model

datalligence — Wed, 11 Jun 2008 11:37:22 GMT

I guess you are talking about classifying new observations. In proc logistic, use the outmodel option. This saves the fitted model information in a data set. For example,

proc logistic data=training_data outmodel=mylib.Fitted_Model;
....
....

Use the above data Fitted_Model to model your new dataset,

proc logistic noprint inmodel=mylib.Fitted_Model;
score data=New_Data out=Scored_Data;
....

Scored_Data will have the data and the predicted values.

Romakanta

Re: how to test the logisctic model

deleted_user — Fri, 20 Jun 2008 08:47:02 GMT

You can use Lift charts.

Lift charts are visual aids for measuring model performance. They consist of a lift curve and a baseline. The greater the area between the lift curve and the baseline, the better the model.

----
Calculate the model score in the other data set. Sort it by score and make 10 deciles.. Find out the sum of response and make the lift chart..

Regards
Vinux aka Richie