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Fit Statistics for Rankings in Logistic Regression Node

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Frequent Contributor
Posts: 75

Fit Statistics for Rankings in Logistic Regression Node

Hello,

In a (logistic) regression node i don't see the concordance/ discordance fit statistc in the fit statistics window of the results output. Can i find it somewhere else? If this statistic in not produced how are we supposed to check the fit of a logistc regression model that produces rankings (logit scores)?

Thanks in advance,

Andreas

SAS Employee
Posts: 121

Re: Fit Statistics for Rankings in Logistic Regression Node

Since SAS Enterprise Miner was designed for very large data sets which often are fraught with problems such as missing values, there are several classical statistical techniques that are not calculated in SAS Enterprise Miner.  In some cases, it is just not possible to compute those metrics for the number of observations in a typical data mining data set. 


Instead of relying on those metrics, you can usually validate your model on holdout data in data mining.  Candidate models are trained on a portion of the data and the best model can be chosen based on its performance on the holdout data.   This would not work for classical methods for which data is often quite limited.

 

I hope this helps!

Doug 

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