Model Lift on VA

[znhnm]

Hi,

I created a model on VA and when I maximize the view, I can see some more details about the model. I am particularly interested in the Lift @10. How do I get this information from this view? I don't know if it is "Best" or "Cumulative Model" or "Cumulative Best". I'd appreciateany explanations. 

Thanks.

[sbxkoenk]

Hello,

The following terminology is used for the Gains and Lift Chart:

• Min, mean and max posterior probability : minimum, average, and maximum posterior probability in the bin, decile, or demi-decile.
• Decile or Demi-Decile : 10% or 5% cuts of the posterior probability, arranged in descending order.
• % Response : the proportion of true responders in each decile.
• Cumulative % Response : the cumulative proportion of responders. At the last decile, the Cumulative % Response indicates the baseline percentage of responders.
• % Captured Response : the proportion of total responders that are captured in a decile or demi-decile.
• Cumulative % of Captured Response : the cumulative proportion of total responders that are captured in a decile or demi-decile.
• Gain : ((% of events in decile / random % events in decile) – 1)
• Lift : the ratio of % Captured Response within each decile to the baseline % Response.
• Cumulative Lift : the cumulative ratio of % Captured Responses within each decile to the baseline % Response.
• Profit : the amount of total profit per decile.
• Cumulative Profit : the cumulative amount of total profit per decile.
• AUROC (Area Under the ROC Curve) : given the posterior probability for events (X1) and non-events (X0), AUROC = P(X1 > X0). 
• Gini : Somer's D = 2 AUROC – 1.

The baseline is the percentage of events in the population.

See also here :

SAS Tutorial | Lift and Response Charts in SAS
SAS Users (26.1K subscribers)
https://www.youtube.com/watch?v=M5nwm94Q7xc

Koen