Hi ,
I want to understand math behind the gini statistic in SAS Miner. According to the formula provided on SAS Documentation, the formula takes into account respective nonevent and event counts. However as you may aware, index in the first addition sign starts from 2 and as the index increases regarding number of binned groups, it multiplies the related event count with the sum of previous nonevent counts, which means we ignore the first event count and do not take it into account in the multiplication process. What is the logic here?
Is there any paper explaining importance of gini statistic in the variable selection?
Thanks
Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.
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