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sachin01663
Obsidian | Level 7

Hello,

 

I am doing the logistic regression and ranking the final output. In the output, when I rank the observations into deciles, I dont get equal number of obs in each decile. Infact, in some deciles its as low as 35 and highest in a decile is 150. I understand the ranking is done based on predicticted probabilities, but I am wondering is this an indication of wrong prediction or ranking as most of the obs have exactly same prediction score?

 

Can it be becuase I am using a very few predictors  (4 to 5) and all of them are categorical, hence many obs have exactly same predicted probabilities?

 

Thanks as always.

Sachin

 

1 ACCEPTED SOLUTION

Accepted Solutions
Reeza
Super User

Can it be becuase I am using a very few predictors  (4 to 5) and all of them are categorical, hence many obs have exactly same predicted probabilities?

 

Yes, if you have few predictors that are all categorical you only have a few values. 

For example, if you have 3 predictors with 3 levels each, then you have  a total of 3*3 = 9 possible predicted values total.

 

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5 REPLIES 5
PaigeMiller
Diamond | Level 26

How are you doing the ranking? Are there ties in the data?

 

 

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Paige Miller
ballardw
Super User

@sachin01663 wrote:

Hello,

 

I am doing the logistic regression and ranking the final output. In the output, when I rank the observations into deciles, I dont get equal number of obs in each decile. Infact, in some deciles its as low as 35 and highest in a decile is 150. I understand the ranking is done based on predicticted probabilities, but I am wondering is this an indication of wrong prediction or ranking as most of the obs have exactly same prediction score?

 

Can it be becuase I am using a very few predictors  (4 to 5) and all of them are categorical, hence many obs have exactly same predicted probabilities?

 

Thanks as always.

Sachin

 


How are you ranking "the final output"? It might help to show the code used.

Reeza
Super User

Can it be becuase I am using a very few predictors  (4 to 5) and all of them are categorical, hence many obs have exactly same predicted probabilities?

 

Yes, if you have few predictors that are all categorical you only have a few values. 

For example, if you have 3 predictors with 3 levels each, then you have  a total of 3*3 = 9 possible predicted values total.

 

StatDave
SAS Super FREQ

There is no reason to expect that the decile groups, determined using the predicted probabilities, will have equal sizes. It is not an indication of any problem. 

sachin01663
Obsidian | Level 7

Thanks everyone.

 

I was expecting the same as I have very few predictors with less levels hence quite a few customers are getting same probability score.

 

Appreciate your time !!

Sachin

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