03-22-2015 11:18 AM
I am building a logistic regression model in EM 13.2 to predict a binary ownership variable. I would like to predict the 20% of cases with the highest regression scores as being positive for ownership.
Following building the model I attached a "Cutoff" node in which allowed me to set the regression score above which cases will be predicted to be positive. However I want to know if there is a more flexible way which identifies the scores of the 80th percentile rather than manually setting the value myself. The model needs to be applied to other datasets, which might not necessarily have the exact same regression score for the 80th percentile.
Is there an option within "Cutoff" which can achieve this? Or possibly an alternative method which could achieve the same results?
03-24-2015 09:32 AM
A popular automatic cutoff selection method is to use the Event Precision Equal Recall. This method selects a cutoff where the event precision rate and the true positive rate intersect. I posted a brief example here: https://communities.sas.com/docs/DOC-6050
I hope it helps,