Hi I have a data set of around 80K customers. I have classified these customers as GOOD, BAD or INDETERMINATE based on their payment history for the Last 12 months. Each customer is assigned a Clssification od either Good, Bad or Indeterminiate, in the same file I have Application Scores for these customers (i.e. each has a score assigned to them from 0 to 100). I want to test the reliability of these scores in terms of the classification I did for these customers (i.e. to be sure that more bads are at lower scores and goods at higher scores.). Could somebody help me with the code that I could use to get a lift curve and/or K-S Curve, Gini, ROC etc or analysis of cumulative goods vs Bad. Sample Application Score Score Range Classification 10 0-10 Bad 30 21-30 Bad 68 61-70 Good 12 11-20 Good Also, is there a way to determinethe cut-off that I can come up with for the application score that I could use to accept or reject cistomer (maybe a reverse cumulative distribution for the bad)? I have tried a lot to try to get codes for SAS but unsuccessful, please HELP!
... View more