SAS: logistic regression - weight of evidence transformation

[adjn258]

Hi All,

I have built a logistic regression model using weight of evidence transformation in SAS.

My model shows good performance (in terms of discriminatory power (AUC and gini) and accuracy (Hosmer and lemeshow chi square test).

However, the coefficient/estimate of one of the independent is coming out to be positive (all other coefficients, including the intercept are negative). Does this mean there is something wrong with including this factor in the model? I am being told this factor needs to be dropped because of opposite sign. Can somebody please explain if this is true? and why so?

[adjn258]

Just to clarify, i am aware that estimate/coefficient sign can be positive/negative if weight of evidence transformation is not applied. But the question is specifically, on the expected sign of the coefficients AFTER the weight of evidence transformation.