BookmarkSubscribeRSS Feed
Siddharth123
Obsidian | Level 7

Hello All,

I am interested to learn more about the ADAPTIVE REGRESION (MARS) and LOESS. Is this something that can be applied in credit scoring?

Kindly guide me with some books that I can read to get a clear understanding of these method.

 

Kind regards

Sk

1 REPLY 1
Rick_SAS
SAS Super FREQ

I'd start with the SAS documentation "Introduction to Nonparametric Regression Procedures", then read the individual chapters, especially the Getting Started examples.  

 

In addition to the ADAPTIVEREG and LOESS procedures, you might want to read about the new GAMPL procedure for penalized likelihood ganeralized additive models.  I wrote a blog post that uses GAMPL for nonparametric regression of binary data, which is the statistical technique used in credit scoring.

 

SAS INNOVATE 2024

Innovate_SAS_Blue.png

Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Get the $99 certification deal.jpg

 

 

Back in the Classroom!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • 578 views
  • 1 like
  • 2 in conversation