Inverse Prior Weights

[andreas_zaras]

Hello,

Is there any SAS paper explaining the reason and benefits of the inverse prior weights (central decision rule) for oversampling purposes?

Can you please send relevant linkes?

Thnaks in advance,

Andreas

[adjgiulio · Accepted solution]

There are tons of papers out there on oversampling, undersampling, weighting of observation and other techniques of this kind. One of my favorite is this one:

http://www2.sas.com/proceedings/forum2007/073-2007.pdf

It talks about oversampling starting on page 6.

Other articles I like are these two by Gordon Linhoff:

http://blog.data-miners.com/2009/11/oversampling-in-general.html

http://blog.data-miners.com/2009/09/adjusting-for-oversampling.html

If you're looking for more technical details, just google the topic and you'll find a lot more.

G

[andreas_zaras]

Thank you very much!