Characteristic Analysis : Variable Stability

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Characteristic Analysis : Variable Stability

Ujjawal
What is the calculation of "Score Points" in characteristics analysis report (model stability analysis)? Is it the average of predicted probability falling in a particular variable cohort?
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Re: Characteristic Analysis : Variable Stability

Art Kendall
There are many dialects of statistics and methodology terminology.  Sometimes different discipline-culture use the same words in different ways.  Often different disciplines have different terminologies for identical procedures.

Please try to provide a more detailed version of your question.
What is the nature of your cases? How many do you have?
What are the names, meanings, levels of measurement, missing data and valid data values.

What questions are you using the data to answer?
Art Kendall
Social Research Consultants
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Re: Characteristic Analysis : Variable Stability

Ujjawal
I developed a predictive attrition model based on logistic regression last year. I need to monitor model this year. I need to know whether the population has changed over time. Population stability Index is a very popular index in finance industry to measure it. This index shows population has changed over time. To understand what causes a shift in distribution, there is another index called characteristic analysis which checks variable distribution over time. It also tells if a variable changes by 10 points, how much scoring would be affected.
Characteristic Analysis = (Recent %-  Standard%) * Scoring Points
I want to understand the calculation for "Scoring Points".
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Re: Characteristic Analysis : Variable Stability

David Marso
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"I want to understand the calculation for "Scoring Points". "
Sorry Ajjawal,
Please clarify what this has to do with SPSS.
It seems completely specific to the measuring instrument you are utilizing.
Consider the context of your question and that nobody here knows what you are working with.
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Ujjawal wrote
I developed a predictive attrition model based on logistic regression last year. I need to monitor model this year. I need to know whether the population has changed over time. Population stability Index is a very popular index in finance industry to measure it. This index shows population has changed over time. To understand what causes a shift in distribution, there is another index called characteristic analysis which checks variable distribution over time. It also tells if a variable changes by 10 points, how much scoring would be affected.
Characteristic Analysis = (Recent %-  Standard%) * Scoring Points
I want to understand the calculation for "Scoring Points".
Please reply to the list and not to my personal email.
Those desiring my consulting or training services please feel free to email me.
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