topic Re: How to find a cut-off value for Estimated Probability that make an equation has the minimum valu in Mathematical Optimization, Discrete-Event Simulation, and OR https://communities.sas.com/t5/Mathematical-Optimization/How-to-find-a-cut-off-value-for-Estimated-Probability-that-make/m-p/330865#M1662 <P>I don't quite understand the statistics terms (manipulator, etc.)&nbsp;in your questions. I guess you can also ask this question in the statistics community while waiting for an answer here:</P> <P><A href="https://communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures" target="_blank">https://communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures</A></P> <P>&nbsp;</P> Wed, 08 Feb 2017 15:36:53 GMT YanXu 2017-02-08T15:36:53Z How to find a cut-off value for Estimated Probability that make an equation has the minimum value https://communities.sas.com/t5/Mathematical-Optimization/How-to-find-a-cut-off-value-for-Estimated-Probability-that-make/m-p/330367#M1657 <P>Hi SAS community members,</P><P>&nbsp;</P><P>I need to find a cut-off value for&nbsp;<SPAN>Estimated Probability that make EC has the minimum value</SPAN></P><P>&nbsp;</P><P><SPAN>EC= q1(x1)c1+q2(x2)c2</SPAN></P><P><SPAN>where q1=0.01, c1=1 , q2=0.99, c2=20</SPAN></P><P>&nbsp;</P><P><SPAN>x1 is the probability of observed Type I error , x2 is the probability of observed the Type II error</SPAN></P><P><SPAN>q1 is&nbsp;the assuemd probabilty for manipulator = 0.01 (1%), and the assumend probabilty for non-manipulator is q2=0.99 (99%).</SPAN></P><P>&nbsp;</P><P><SPAN>The following is the sample data&nbsp;</SPAN></P><P>&nbsp;</P><TABLE border="0" cellspacing="0" cellpadding="0"><TBODY><TR><TD>Global Company</TD><TD>em</TD><TD>Estimated Probability</TD></TR><TR><TD>Key</TD></TR><TR><TD>&nbsp;</TD></TR><TR><TD>&nbsp;</TD></TR><TR><TD>1173</TD><TD>1</TD><TD>0.01095</TD></TR><TR><TD>1173</TD><TD>1</TD><TD>0.00952</TD></TR><TR><TD>1286</TD><TD>1</TD><TD>0.00804</TD></TR><TR><TD>3362</TD><TD>1</TD><TD>0.0161</TD></TR><TR><TD>3734</TD><TD>0</TD><TD>0.00812</TD></TR><TR><TD>3839</TD><TD>1</TD><TD>0.0123</TD></TR><TR><TD>3946</TD><TD>1</TD><TD>0.01109</TD></TR><TR><TD>4060</TD><TD>0</TD><TD>0.00972</TD></TR><TR><TD>4060</TD><TD>1</TD><TD>0.01077</TD></TR><TR><TD>4372</TD><TD>1</TD><TD>0.00967</TD></TR><TR><TD>4601</TD><TD>1</TD><TD>0.00978</TD></TR><TR><TD>4601</TD><TD>0</TD><TD>0.00981</TD></TR><TR><TD>4622</TD><TD>1</TD><TD>0.00922</TD></TR><TR><TD>4769</TD><TD>1</TD><TD>0.01033</TD></TR><TR><TD>5047</TD><TD>1</TD><TD>0.01023</TD></TR><TR><TD>5399</TD><TD>1</TD><TD>0.00945</TD></TR><TR><TD>6136</TD><TD>1</TD><TD>0.01154</TD></TR><TR><TD>6136</TD><TD>1</TD><TD>0.00984</TD></TR><TR><TD>6882</TD><TD>1</TD><TD>0.00917</TD></TR><TR><TD>7652</TD><TD>1</TD><TD>0.00949</TD></TR><TR><TD>7652</TD><TD>0</TD><TD>0.00958</TD></TR><TR><TD>7991</TD><TD>1</TD><TD>0.01051</TD></TR><TR><TD>8092</TD><TD>1</TD><TD>0.01075</TD></TR><TR><TD>8972</TD><TD>0</TD><TD>0.01</TD></TR><TR><TD>9538</TD><TD>1</TD><TD>0.01213</TD></TR><TR><TD>10026</TD><TD>1</TD><TD>0.00946</TD></TR></TBODY></TABLE><P>&nbsp;</P><P>em=1 means the observations is a manipulator, 0 otherwise, &nbsp;</P><P>&nbsp;</P><P><SPAN>Estimated Probability is the estmated probabilty calculated by a Logit model.</SPAN></P><P>&nbsp;</P><P><SPAN>In my sample, there are 100 manipulators and 9,900 non-manipulators.</SPAN></P><P>&nbsp;</P><P>&nbsp;</P><P>Could anyone please help me for this .</P><P>&nbsp;</P><P>Many thanks for your help.</P> Tue, 07 Feb 2017 01:51:18 GMT https://communities.sas.com/t5/Mathematical-Optimization/How-to-find-a-cut-off-value-for-Estimated-Probability-that-make/m-p/330367#M1657 Terrencefung 2017-02-07T01:51:18Z Re: How to find a cut-off value for Estimated Probability that make an equation has the minimum valu https://communities.sas.com/t5/Mathematical-Optimization/How-to-find-a-cut-off-value-for-Estimated-Probability-that-make/m-p/330865#M1662 <P>I don't quite understand the statistics terms (manipulator, etc.)&nbsp;in your questions. I guess you can also ask this question in the statistics community while waiting for an answer here:</P> <P><A href="https://communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures" target="_blank">https://communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures</A></P> <P>&nbsp;</P> Wed, 08 Feb 2017 15:36:53 GMT https://communities.sas.com/t5/Mathematical-Optimization/How-to-find-a-cut-off-value-for-Estimated-Probability-that-make/m-p/330865#M1662 YanXu 2017-02-08T15:36:53Z