BookmarkSubscribeRSS Feed
relish
Calcite | Level 5

I am using sas em to build the scorecard. While in the interactive grouping process, in order to make the WOE monotonic, I choose monotonic event rate for grouping methods. In the interactive grouping window, I find the trend of one variable dose not make sense, so I plan to use the manual WOE function for it. However, when I add new value for WOE, the information value for this variable is also changed, since the value for new IV is less than 0.1, this variable is rejected, which is not I expect. 

 

So how to prevent this situation happening, or is there any criteria for manual WOE method or I just receive the rejected result?

Thanks for your help! 

3 REPLIES 3
WendyCzika
SAS Employee

I think your only options are to manually change the Role of that variable back to Input in the Variable Role selector on the Groupings tab or in the New Role column on the Variables tab of the Interactive editor, or you can either turn off variable selection or modify the IV cutoff then re-run the node with Use Frozen Groupings=Yes.

relish
Calcite | Level 5

Thanks so much for your reply. While I have learnt that since the scorecard is logistic regression, so will the WOE curve must follow the monotonic trend? or it can presents the U shape according to the business expertise?

AnshulS
Obsidian | Level 7

Hi,

 

How can I calculate WOE & IV, if I do not have Interactive grouping node on my EM (I am using previous version). Else how can i resolve the problem on monotonicity??

 

Thanks,

Anshul.

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

How to choose a machine learning algorithm

Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 1351 views
  • 0 likes
  • 3 in conversation