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Re: Weight of evidence (WOE)

Posted by DEBOER on Jan 05, 2012; 3:56pm
URL: http://spssx-discussion.165.s1.nabble.com/Weight-of-evidence-WOE-tp5122524p5123035.html

age good bad tot column% outcome woe infomationvalue 18-20 150355 4667 155022 4% 3% -0.4949 0.0119 21-41 2013941 46674 2060615 51% 2.3% -0.2027 0.0229 41+ 1840080 24434 1864514 46% 1.3% 0.3542 0.0484 tot 4004376 75775 4080151 100% 1.9% 0.0834 Ok, We have a variabel age, I do a crosstab in spss with age and default(0=good and 1=bad). I get outcome from bad/tot WOE= Ln(good)-Ln(goodtot(4004376)) -Ln(bad)+(Ln(badtot(75775)) Informationvalue= WOE*((good/goodtot)-(bad/badtot))