Hi all, I have the following situation, I have created a training and validation sample in which both the analogy of events/nonevents is the same thus 50-50. I have fitted the training sample and tested my model  on the validation sample (using proc logistic) with good results and i want to score now the initial population as a final test from which i made the two samples. The initial population consists of 80% nonevents (0) and 20% events (1), if am not mistaken this means that i will have to adjust my predicted probabilities on the population to the true event rate since my model was build on a 50-50 analogy is that correct? How could i do that in SAS Base? I mean which output from the logistic regression must I investigate and apply this alteration? Any ideas? If i could know how the predicted probability in the first case is calculated maybe i could adjust within that calculation. Thank you in advance ... View more

Hi all, I am trying to find an alternative way of checking the diversity in values of a variable. My goal is to set a measurement or weight that will indicate how well the variable is differentiated in its values and isn't characterized of lets 70% or 80 % of the same value. (another example would that variable X has 503 distinct values in 2000obs which i guess is good) My goal is to select based on that measure variables for segmentation modeling , cause i believe they can discriminate my data well. I am looking for something besides Proc univariate, means for stats / Varclus or PCA for variable selection, any idea? Thank you in advance ... View more

Hi all, What would be the appropriate way to screen out weak predictors so as to later on fit a state space model? Is there any other test (more advanced and accurate) besides correlations that would help me select the strongest variables in the case where my dependent as well as my independent variables are of continuous type? (lets say sales as Y and different media spends as X(s)?) Thank you in advance ... View more