tag:blogger.com,1999:blog-7958828565254404797.post8775919749398551955..comments2019-12-05T23:49:39.500-08:00Comments on ListenData: SAS : Calculating KS StatisticsDeepanshu Bhallahttp://www.blogger.com/profile/09802839558125192674noreply@blogger.comBlogger9125tag:blogger.com,1999:blog-7958828565254404797.post-17607506362970860642019-11-27T00:46:09.046-08:002019-11-27T00:46:09.046-08:00Hi Deepanshu, I had a question in KS calculation. ...Hi Deepanshu, I had a question in KS calculation. So say I have downsampled my data to account for lower bads. Now say I want to calculate KS statistic, does it make sense to calculate KS on the downsampled data only? Or should be scale it up? in case we decide to go with latter, how do we do it as npar1way doesnt have any weight option. Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-44389572237564032232019-02-15T05:21:24.946-08:002019-02-15T05:21:24.946-08:00If we have two model with same KS , let's say ...If we have two model with same KS , let's say KS=40 , then how to select best model.pawanhttps://www.blogger.com/profile/05433188614310251675noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-67410145644498097422017-12-06T10:28:06.577-08:002017-12-06T10:28:06.577-08:00Hi,
I have a question regarding KS. Generally we ...Hi, <br />I have a question regarding KS. Generally we use KS to decide the score cut-off for the model. Can u tell me why do we always take minimum probability of that particular decile? Let's say the maximum segregation point lies somewhere in 3rd decile (assume the continuous case). If we take the minimum of 2 nd decile as score cut off we would have lost some events, instead of letting some non events in the model. Can u explain it to me in any other way?Arunansuhttps://www.blogger.com/profile/00078244849565826740noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-23260755172667870262016-09-15T10:49:29.441-07:002016-09-15T10:49:29.441-07:00It is 58 vs 60. 75 was based on a different datase...It is 58 vs 60. 75 was based on a different dataset. The first image was just to show how KS works. I forgot to update it when i added PROC NPAR1WAY in the article. Thanks!Deepanshu Bhallahttps://www.blogger.com/profile/09802839558125192674noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-16353583157428978172016-09-13T22:56:29.719-07:002016-09-13T22:56:29.719-07:00But why there is such a big difference in KS value...But why there is such a big difference in KS value, 75 vs 60?doonitieshttps://www.blogger.com/profile/08889919069827589899noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-41357582610990316142016-09-13T12:14:50.921-07:002016-09-13T12:14:50.921-07:00It is the D Statistic we use.It is the D Statistic we use.Deepanshu Bhallahttps://www.blogger.com/profile/09802839558125192674noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-79070910318557360532016-09-13T08:11:15.579-07:002016-09-13T08:11:15.579-07:00I'll appreciate if you can help me with these ...I'll appreciate if you can help me with these statistics - D, KS, KSa.<br />Sometimes in Banking industry, we do choose variable with KS greater than 2. Does KSa to be chosen in that case?doonitieshttps://www.blogger.com/profile/08889919069827589899noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-12952637325567914792016-09-11T23:40:39.702-07:002016-09-11T23:40:39.702-07:00Hi Deepanshu,
In the 2 sample test, which statist...Hi Deepanshu,<br /><br />In the 2 sample test, which statistic we can take to show that variable has KS? KS or D?what is D since you highlighted this?doonitieshttps://www.blogger.com/profile/08889919069827589899noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-49878618741737109192016-06-22T03:56:03.898-07:002016-06-22T03:56:03.898-07:00niceniceAnnahttps://www.blogger.com/profile/05734220215058808818noreply@blogger.com