Confusion matrix

[Paul_CA]

How do i construct confusion matrix when the target variable is continuous in SAS EG? Thanks

[PaigeMiller]

As far as I know, a confusion matrix exists when you try to predict a categorical response. Please explain what it means to compute a confusion matrix for a continuous target variable.

[Paul_CA]

Target variable ranges between 0 and 1.

[ChrisNZ]

The target variable must be: 0, 1, and that's it. Nothing in between. 

[PaigeMiller]

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@Paul_CA wrote:
Target variable ranges between 0 and 1.

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I don't think you answered my question: "Please explain what it means to compute a confusion matrix for a continuous target variable."

Do you want to use the suggestion from @Reeza where you set a threshold?

[Paul_CA]

For clarification, is it possible to generate confusion matrix when the response variable is continuous.

[Kurt_Bremser]

Per definition, a confusion matrix works with yes/no values.

[Reeza · Accepted solution]

No, you have to set a cutoff point. If you want to examine how it looks at different cutoff points that becomes ROC analysis.

[Reeza]

You usually specify a cutoff to make it binary. 

If you're using PROC LOGISTIC there's the CTABLE option on the MODEL statement and you specify the different cutoffs you want to test with the PPROB option. 

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@Paul_CA wrote:
How do i construct confusion matrix when the target variable is continuous in SAS EG? Thanks

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https://documentation.sas.com/?docsetId=statug&docsetTarget=statug_logistic_syntax22.htm&docsetVersi...