topic Re: graph of ROC and KS from em / scorecard tables in Statistical Procedures

graph of ROC and KS from em / scorecard tables

grezek — Wed, 01 May 2019 20:58:38 GMT

I was able to create the attached graph by hand. Is there a way of determining the coordinates of the ks line from the tables found in the EMWS1 folder after developing a scorecard? I see that I can get the ROC coordinates from the ROCtable, but I'm not sure whether I can determine the KS coordinates from the kstable. Maybe they are in another table? I appreciate all suggestions. Thank you. -- George

Re: graph of ROC and KS from em / scorecard tables

StatDave — Thu, 02 May 2019 15:04:41 GMT

The maximum height of the ROC curve above the diagonal line is the Youden index. This is one of the optimality criteria available in the ROCPLOT macro.

Re: graph of ROC and KS from em / scorecard tables

grezek — Thu, 02 May 2019 16:46:11 GMT

Thanks for getting back to me on this. I'm not sure where I can find the %rocplot macro, but I think it will give me more than I need.

I was hoping for some way of reading the files output from the model comparison node, for instance, that would give me coordinates to plot. Thanks for your help. -- George