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iae
Calcite | Level 5 iae
Calcite | Level 5

Hi!

 

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.

2 REPLIES 2
M_Maldonado
Barite | Level 11

Hi iae,

 

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?

 

thanks!

 

 

iae
Calcite | Level 5 iae
Calcite | Level 5

Hi Miguel:

 

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. 

 

IGN.png

 

Thank you!

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