Re: Characteristic Analysis : Variable Stability

Posted by Ujjawal on May 02, 2015; 4:09pm
URL: http://spssx-discussion.165.s1.nabble.com/Characteristic-Analysis-Variable-Stability-tp5729471p5729473.html

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".