SAS macro to transform value into WOE

[gyambqt]

Hi Expert,

Has anyone got any code to convert categorical variables value into WOE?

Thanks

[andreas_lds]

WOE?

Please post more details.

[Kurt_Bremser]

If you actually mean "Weight of Evidence", start here: Computing the Weight of Evidence and Information Value - SAS Help Center 

This is the first result of a Google search for "sas weight of evidence", see Maxim 6.

[Ksharp]

Here is .Also calculated IV .

%let var=marital   ;


title "变量: &var";
proc sql;
create table woe_&var as
 select &var as group,
sum(good_bad='bad') as n_bad label='bad的个数',sum(good_bad='good') as n_good label='good的个数',
sum(good_bad='bad')/(select sum(good_bad='bad') from have ) as bad_dist  format=percent7.2 label='bad的占比',
sum(good_bad='good')/(select sum(good_bad='good') from have ) as good_dist  format=percent7.2 label='good的占比',
log(calculated Bad_Dist/calculated Good_Dist) as woe
from have
   group by &var
    order by woe;


select *,sum(  (Bad_Dist-Good_Dist)*woe  ) as iv
 from woe_&var ;

quit;