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02-06-2017 08:42 PM - edited 02-06-2017 08:51 PM

Hi SAS community members,

I need to find a cut-off value for Estimated Probability that make EC has the minimum value

EC= q1(x1)c1+q2(x2)c2

where q1=0.01, c1=1 , q2=0.99, c2=20

x1 is the probability of observed Type I error , x2 is the probability of observed the Type II error

q1 is the assuemd probabilty for manipulator = 0.01 (1%), and the assumend probabilty for non-manipulator is q2=0.99 (99%).

The following is the sample data

Global Company | em | Estimated Probability |

Key | ||

1173 | 1 | 0.01095 |

1173 | 1 | 0.00952 |

1286 | 1 | 0.00804 |

3362 | 1 | 0.0161 |

3734 | 0 | 0.00812 |

3839 | 1 | 0.0123 |

3946 | 1 | 0.01109 |

4060 | 0 | 0.00972 |

4060 | 1 | 0.01077 |

4372 | 1 | 0.00967 |

4601 | 1 | 0.00978 |

4601 | 0 | 0.00981 |

4622 | 1 | 0.00922 |

4769 | 1 | 0.01033 |

5047 | 1 | 0.01023 |

5399 | 1 | 0.00945 |

6136 | 1 | 0.01154 |

6136 | 1 | 0.00984 |

6882 | 1 | 0.00917 |

7652 | 1 | 0.00949 |

7652 | 0 | 0.00958 |

7991 | 1 | 0.01051 |

8092 | 1 | 0.01075 |

8972 | 0 | 0.01 |

9538 | 1 | 0.01213 |

10026 | 1 | 0.00946 |

em=1 means the observations is a manipulator, 0 otherwise,

Estimated Probability is the estmated probabilty calculated by a Logit model.

In my sample, there are 100 manipulators and 9,900 non-manipulators.

Could anyone please help me for this .

Many thanks for your help.

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02-08-2017 10:36 AM

I don't quite understand the statistics terms (manipulator, etc.) in your questions. I guess you can also ask this question in the statistics community while waiting for an answer here:

https://communities.sas.com/t5/SAS-Statistical-Procedures/bd-p/statistical_procedures