topic Re: Confusion matrix in SAS Programming

Confusion matrix

Paul_CA — Wed, 29 Jul 2020 22:56:00 GMT

How do i construct confusion matrix when the target variable is continuous in SAS EG? Thanks

Re: Confusion matrix

PaigeMiller — Wed, 29 Jul 2020 23:07:33 GMT

As far as I know, a confusion matrix exists when you try to predict a categorical response. Please explain what it means to compute a confusion matrix for a continuous target variable.

Re: Confusion matrix

Reeza — Thu, 30 Jul 2020 00:25:43 GMT

You usually specify a cutoff to make it binary.

If you're using PROC LOGISTIC there's the CTABLE option on the MODEL statement and you specify the different cutoffs you want to test with the PPROB option.

@Paul_CA wrote:
How do i construct confusion matrix when the target variable is continuous in SAS EG? Thanks

https://documentation.sas.com/?docsetId=statug&docsetTarget=statug_logistic_syntax22.htm&docsetVersion=15.1&locale=en#statug.logistic.logisticctable

Re: Confusion matrix

Paul_CA — Thu, 30 Jul 2020 03:54:10 GMT

Target variable ranges between 0 and 1.

Re: Confusion matrix

ChrisNZ — Thu, 30 Jul 2020 07:06:18 GMT

The target variable must be: 0, 1, and that's it. Nothing in between.

Re: Confusion matrix

PaigeMiller — Thu, 30 Jul 2020 10:50:38 GMT

@Paul_CA wrote:
Target variable ranges between 0 and 1.

I don't think you answered my question: "Please explain what it means to compute a confusion matrix for a continuous target variable."

Do you want to use the suggestion from @Reeza where you set a threshold?

Re: Confusion matrix

Paul_CA — Thu, 30 Jul 2020 15:53:10 GMT

For clarification, is it possible to generate confusion matrix when the response variable is continuous.

Re: Confusion matrix

Kurt_Bremser — Thu, 30 Jul 2020 16:43:37 GMT

Per definition, a confusion matrix works with yes/no values.

Re: Confusion matrix

Reeza — Thu, 30 Jul 2020 19:40:16 GMT

No, you have to set a cutoff point. If you want to examine how it looks at different cutoff points that becomes ROC analysis.