05-16-2016 08:09 PM
To whom may it concern,
I adjusted prior probabilities accordingly since my modeling data is non-event undersampled, using SAS Eminer 14.1
I noticed that ROC curve is flattened after that. I thought that AROC should not changed by over/undersampling, so I am very confused.
Can you kindly help me to understand?
Many thanks in advance,