turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- General Programming
- /
- Define weight variable (adjusting for oversampling...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

03-24-2016 06:32 AM

Hello,

I'm having a Credit Scoring problem.

I have a sample of Accepts and a sample of Rejects.

For the Accepts, I have a weight variable to adjust for oversampling (Y=1, Weight=1) (Y=0, Weight=30). The proportion of Y in my population is as follows: (Y=1 3%) (Y=0 97%).

As expected, I do not have a weight variable to account for oversampling in the Rejects dataset as I don't have a target. How would I go about building one?

And what is the difference between the weight that adjusts for oversampling and the weight needed to do Reject Inference?

Thank you