06-04-2017 09:46 AM
I'm developing a credit score. Let's say I have 100 variables plus a Target. I also have a benchmark score (the current score being used) that I'm trying to out-perform in model development. Using Enterprise Miner, how can I use this benchmark score in the Model Comparison Node? I do not want this score to become an input into a model but I would like to see it's performance in Model Comparison (eg ROC curve). I've experimented with Meta Data roles (eg Target,Prediction) but I can't seem to get it right.
06-05-2017 09:11 AM
The Model Import node on the Model tab should be able to help you, here is part of the Reference Help for that node...
A SAS modeling procedure, such as PROC LOGISTIC, or a customized data set can be used to create the scored data set.
This post might help as well: