The link says that I'm not supposed to adjust frecuency for oversampling but EM's help says I should. My intention is to make a model and then score a large database with the resulting model, Should I adjust the frecuency for oversampling or not?
I tried both approaches, the cumulative lift and even some of the resulting independent variables are very different.
what Enterprise Miner version are you using? In Enterprise Miner 5.x, do not select the "adjust frequency for oversampling" check box as it offsets the level-based sampling / over-sampling. To my mind, you can either use the level-based sampling approach to over-sampling OR the adjust frequency approach to over-sampling. I use diagrams like this one in EM 5.3:
Input Data Source (_without_ a target profile)
Sample Node (with level-based sampling, no frequency adjustment)
Decision node (create an appropriate target profile to reflect the true priors)