06-07-2018 08:33 AM
I have an existing credit scorecard, and wish to add a new data source to the model. However, I am told that we must keep the existing model exactly as it is and simply add the new attribute.
target (good/bad flag)
existing score (or PD)
new binned data recoded into WoE
How could I do this in base SAS? Is it possible - and logically correct - in proc logistic to somehow restrict the coefficient for the existing score to be 0?