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adjn258
‎06-13-2022
  • 13 Posts
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Re: logistic regression: sign of estimates/coefficients

by Calcite | Level 5 in Statistical Procedures
‎06-12-2022 09:09 AM
‎06-12-2022 09:09 AM
Apologies for this question - i re-read your answer, i think you ve already answered this. ... View more

Re: logistic regression: sign of estimates/coefficients

by Calcite | Level 5 in Statistical Procedures
‎06-12-2022 09:00 AM
‎06-12-2022 09:00 AM
Just to clarify more, that is, all other variables, being constant. ... View more

Re: logistic regression: sign of estimates/coefficients

by Calcite | Level 5 in Statistical Procedures
‎06-12-2022 08:59 AM
‎06-12-2022 08:59 AM
Thank you. But the idea of weightage (of what I am trying to derive) is - what is the relative importance of each factor in the equation, since it will be used for scoring - can you please tell me what would be the best way to arrive at that? ... View more

Re: logistic regression: sign of estimates/coefficients

by Calcite | Level 5 in Statistical Procedures
‎06-12-2022 08:39 AM
‎06-12-2022 08:39 AM
Thanks you for all your inputs! i think you have it spot on! I was worried that maybe it is not possible statistically, that signs can be opposite. But it seems more of a worry for business usage from credit scoring view.   I have a further question -  if one sign is opposite, how do I determine the weight of each factor in the final model? Currently, I am standardizing all factors (X-mean/std) and then rerunning the logistic equation - then I take the absolute value of the coefficients to arrive at the weights. I have a feeling this is probably not the best way, i am going wrong somewhere. ... View more

logistic regression: sign of estimates/coefficients

by Calcite | Level 5 in Statistical Procedures
‎06-09-2022 04:27 PM
‎06-09-2022 04:27 PM
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?  ... View more

Re: SAS: logistic regression - weight of evidence transformation

by Calcite | Level 5 in Statistical Procedures
‎06-09-2022 03:57 PM
‎06-09-2022 03:57 PM
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. ... View more

SAS: logistic regression - weight of evidence transformation

by Calcite | Level 5 in Statistical Procedures
‎06-09-2022 03:50 PM
‎06-09-2022 03:50 PM
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?       ... View more

How to insert dates between 2 dates in column to make dates continuous...

by Calcite | Level 5 in SAS Programming
‎03-23-2022 10:53 AM
‎03-23-2022 10:53 AM
Need help with inserting rows between 2 dates in a column to fill missing periods. Also the below columns: 1) value '0' in a pre-existing column (Column A) where new rows were added 2) a column to indicate where new rows which were added (Column B)   Dataset (This is just an illustration, the dataset is huge with many customers)    Customer            Date                   Column A                  1            Jan'2018                   123                              1            May2018                   456              1            July'2018                   567              2            Mar'2019                    0               2            Jun'2019                   789   Desired dataset:    Customer     Date           Column A      Column B         1            Jan'2018          123                 .         1            Feb'2018            0                New         1            Mar'2018            0                New         1            Apr'2018             0                New         1           May'2018          456                 .         1           Jun'2018             0                 New         1           Jul'2018            567                 .         2           Mar'2019             0                  .         2            Apr'2019             0               New         2           May'2019            0               New         2           Jun'2019            789               .   ... View more

Merging 2 datasets (with dates as column names in one of the datasets)...

by Calcite | Level 5 in SAS Programming
‎03-19-2022 02:16 PM
‎03-19-2022 02:16 PM
I am trying to merge 2 datasets. Please provide help with how to do this: dataset A contains customer and start date dataset B contains column headings as dates and info for each each customer under each date. Illustration of Dataset A, Dataset B and desired output (I want to pull 24 months information from start date (till most recent month) and assign it as M1,M2,M3.....M24) Dataset A customer     Start date                  1              1April2018                  2              1July2018      Dataset B Customer      1April 2018     1May2018    June2018   July2018  Aug2018  Sep2018  ...... Mar2022       1                      1                      2                3                   4                5             6        ......    2                      -                      -                 -                    7                8             9         ......   Desired output Customer     Start date          M1      M2     M3     M4..........  M24      1              1April2018        1          2        3         4  ........      1              1May2018         2         3        4         5  ......      1              1June2018        3         4        5         6  ......     .          .      1              Mar'2020           .          .       .            . ............      2              1July2018         7          8        9             .........      2              1Aug'2019         8          9      10  ..................      .      .      .      .   ... View more

Re: How to merg datasets with column names as dates. Need help with sy...

by Calcite | Level 5 in SAS Programming
‎03-19-2022 01:51 PM
‎03-19-2022 01:51 PM
This problem was slightly restated: In dataset A, the start date keeps incrementing, for example, Dataset A Cust Start_date 1 Apr18 1 May18 . . 1 Mar22 2 ... and so on Dataset B remains the same - it is the master dataset with all info for all dates for all customers so the desired output needs to be like (remember there are large number of customers and i had taken 2 customers just for illustration) Cust Start_Date M1 M2 M3 ...... M24 1 Apr'18 1 2 3 .... 1 May'18 2 3 4 ..... 1 Jun'18 . . . . 1 Mar'22 . . . ... View more

Re: How to merg datasets with column names as dates. Need help with sy...

by Calcite | Level 5 in SAS Programming
‎03-19-2022 12:54 PM
‎03-19-2022 12:54 PM
(remember there are large number of customers and i had taken 2 customers just for illustration) further, In dataset A, the start date keeps incrementing to cover all dates till the latest month, for example, Dataset A Cust  Start_date 1       Apr18 1      May18 . . 1    Mar22 2   ... and so on   so the desired output needs to be like:   Cust  Start_Date  M1   M2   M3 ...... M24 1        Apr'18         1      2      3   .... 1       May'18         2      3     4   ..... 1       Jun'18 .        . .        . 1       Mar'22 ... View more

Re: How to merg datasets with column names as dates. Need help with sy...

by Calcite | Level 5 in SAS Programming
‎03-19-2022 12:50 PM
‎03-19-2022 12:50 PM
That is actually not the case.    In dataset A, the start date keeps incrementing, for example,   Dataset A Cust  Start_date 1       Apr18 1      May18 . . 1    Mar22 2   ... and so on   so the desired output needs to be like (remember there are large number of customers and i had taken 2 customers just for illustration)   Cust  Start_Date  M1   M2   M3 ...... M24 1        Apr'18         1      2      3   .... 1       May'18         2      3     4   ..... 1       Jun'18 .        . .        . 1       Mar'22 ... View more

How to merg datasets with column names as dates. Need help with syntax

by Calcite | Level 5 in SAS Programming
‎03-19-2022 05:39 AM
‎03-19-2022 05:39 AM
  I am trying to merge 2 datasets. Please provide help with how to do this: dataset A contains customer and start date dataset B contains column headings as dates and info for each each customer under each date. Illustration of Dataset A, Dataset B and desired output (I want to pull 24 months information from start date and assign it as M1,M2,M3.....M24) Dataset A customer     Start date                  1              1April2018                  2              1July2018      Dataset B Customer      1April 2018     1May2018    June2018   July2018  Aug2018  Sep2018  ...... Mar2022       1                      1                      2                3                   4                5             6        ......    2                      -                      -                 -                    7                8             9         ......   Desired output Customer     Start date          M1      M2     M3     M4..........  M24      1              1April2018        1          2        3         4  ........      2              1July2018         7          8        9             .........   ... View more
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