08-05-2013 03:34 AM
i want to write a macro with the mentioned requirement
Input - A sas dataset with dependent binary variable and one predicted probability variable
Output - A dataset with following Stats by Decile - No. of Obs, No. of events, % Obs, % events,
Event Rate, Average Predicted Probability, Lift, Cumulative Lift, Cumulative %events
08-05-2013 10:12 AM
You mention that your data only has two variables one binary and the other the predicted probability. Since one of your requirements is for the average predicted probability then what do want a decile of? The binary only has two levels and making a decile from that is going to be a tad rough.
Also, what would be the differece be number of observations and events.
I think you need to describe your starting data a bit more fully.