02-01-2016 02:20 PM
I'm trying to run a Credit Scoring model in SAS Enterprise Miner and when I run the Interactive Grouping node after the Data Partition one it results that all the variables are rejected and the Gini and Information Value are 0.
I don't know what I'm doing wrong. I've run several times credit scoring models and never see all the columns of the results windows of the Interactive Grouping saying 0 and Rejected.
02-02-2016 11:00 AM
Is there anything special about this data set? Is the target a rare event?
Try different settings for binning. Some suggestions below.
-bump up to 50 the number of bins for interval variable binning.
-grouping method (default vs constrained optimal)
-change tree based grouping options for all methods but constrained optimal
-check the log when you run with constrained optimal to confirm what constraints are not holding, and change them (constrained optimal or advanced constrined optimal options).
-try Apply restrictions No to see if this helps and then decide whether you need this or not.
More info please
A couple screenshots of Interactive Grouping, specially what does the grouping plots on interactive mode (event count vs pre-bins and event counts vs groupings) look like? Any WOE trend whatsoever?
02-02-2016 03:32 PM
Thank you for the immedate reply.
I don't think the data set has something special. It has a lot of descriptive variables of the clients of a credit company and the target variable is constructed on the category the company gives to its clients. The categories goes from 1 to 6 and if you have 3 or more you are considered a bad client so we just build with a CASE that says that the target variable. Every client has a category so there're no missing values.
I'm going to try what you suggest and then I tell you how it goes, now I only have this picture of the window of results of the Interactive Grouping node, I attach the rest later.