SAS Risk Dimensions, SAS High Performance Risk, SAS Enterprise GRC and other banking and insurance solutions

ROC curve comparison for custom score and FICO

Accepted Solution Solved
Reply
Contributor
Posts: 27
Accepted Solution

ROC curve comparison for custom score and FICO

hello everyone,

 

I have already built a custom score model using logistic regression using enterprise miner. Now, I need to compare my custom score to FICO via ROC curves. What I need is the computation of Area under the ROC curve for FICO.

Can someone help please?

 

Thanks


Accepted Solutions
Solution
‎07-26-2016 10:02 AM

All Replies
Solution
‎07-26-2016 10:02 AM
Post a Question
Discussion Stats
  • 1 reply
  • 332 views
  • 1 like
  • 2 in conversation