Scorecard node- Probability of default

[Klsung]

1. How can I know the probability of default(I.e. event probability for “1”) at the training/validate dataset?

2. Can I get the sas code for calculating the PD at the scorecard result node?

[Ksharp]

Since you want event probability for “1”, why not use REGRESSION node ?

[Klsung]

I actually building a credit scorecard follow below example.

http://support.sas.com/documentation/cdl/en/emcsgs/66024/HTML/default/viewer.htm#n1v5134v7m0mwvn1f5d...


The utilmate goal is to implement the scoring at other systems. Thus, I need to know the sas code To derive the credit score and event probabilities of 1(ie default).
I can easily find the sas code in the result>scoring section. However, I can’t see any sas code for calculating the event probabilities. Any idea on this ?