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Klsung
‎04-26-2018
  • 2 Posts
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Re: Scorecard node- Probability of default

by Calcite | Level 5 in SAS Data Science
‎04-26-2018 09:13 AM
‎04-26-2018 09:13 AM
I actually building a credit scorecard follow below example. http://support.sas.com/documentation/cdl/en/emcsgs/66024/HTML/default/viewer.htm#n1v5134v7m0mwvn1f5dd90upf9fj.htm The utilmate goal is to implement the scoring at other systems. Thus, I need to know the sas code To derive the credit score and event probabilities of 1(ie default). I can easily find the sas code in the result>scoring section. However, I can’t see any sas code for calculating the event probabilities. Any idea on this ? ... View more

Scorecard node- Probability of default

by Calcite | Level 5 in SAS Data Science
‎04-25-2018 08:22 PM
‎04-25-2018 08:22 PM
1. How can I know the probability of default(I.e. event probability for “1”) at the training/validate dataset? 2. Can I get the sas code for calculating the PD at the scorecard result node? ... View more
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