Hello
Let's say that I have Logistic regression model that produce probability to failure ("PD").
Let's say that for each category of explanatory variable I know the B (Coefficient).
My question:
I want to build score card so for each category of explanatory variable I can see the score card.
As far as I know the total score card that customer can have from all explanatory variables is 1000 (It is the worst case ,highest PD).
What is the way to calculate score card based on the table below
Data My_Model;
infile datalines dlm="," dsd;
input Var_name $ category B;
cards;
Intercept,.,2.5069
X1,1,-1.4065
X1,2,0
X2,1,-0.893
X2,2,0
X3,1,-0.69
X3,2,0
X4,1,-1.4856
X4,2,-0.7367
X4,3,-0.4019
X4,4,0
X5,1,-0.9493
X5,2,0
X6,1,-0.4826
X6,2,-0.288
X6,3,0
X7,1,-0.538
X7,2,0
X8,1,-1.4357
X8,2,-0.9454
X8,3,-0.1199
X8,4,0
X9,1,-1.4907
X9,2,-0.6121
X9,3,-0.1348
X9,4,0
;
Run;
This is a great question for Google. There's plenty of instructions out there on the internet for creating a scorecard.
This topic is too big . You need a couple of days to search it.Check attachment could give you a start.
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