topic Enterprise Miner - Interactive Grouping with many variables in Statistical Procedures

Enterprise Miner - Interactive Grouping with many variables

grezek — Wed, 28 Nov 2018 18:35:16 GMT

While I've used EM/Scorecard to recreate scorecards (I'm in model validation), I've never had to select input variables from a large number of potential inputs. I've tried Interactive Grouping determine the inputs with the highest IV's, but the process choked on the number of input variables (1,400). What is the standard approach(es)? In the data I can identify families of inputs.

Any suggestions are welcome. Thank you. -- George Rezek

Re: Enterprise Miner - Interactive Grouping with many variables

Ksharp — Thu, 29 Nov 2018 14:01:58 GMT

If I were you, I would use PROC HPGENSELECT or PROC PLS pickup the most 30-40 variables and Group these 30-40 variables by ScoreCard node.

Re: Enterprise Miner - Interactive Grouping with many variables

grezek — Thu, 29 Nov 2018 16:38:01 GMT

Thank you very much. I'll investigate and let you know how it goes. Thanks for the help. -- George