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Posted 03-09-2023 03:57 AM
(763 views)
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.
1 REPLY 1
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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
SAS Users (26.1K subscribers)
https://www.youtube.com/watch?v=M5nwm94Q7xc
Koen