KS 的问题 - Statistics版 - 未名存档

本页内容为未名空间相应帖子的节选和存档，一周内的贴子最多显示50字，超过一周显示500字访问原贴

Statistics版 - KS 的问题

相关主题
● sample size vs. number of regressors	● any regression model with high prediction accuracy?
● 请教如何用R做Cox model的k-fold cross-validation	● ks 只有28%
● R里面用predict()的问题	● 今天和一个阿三聊segmented logistic regression
● 急问：用stata或R算predicted probabiltiy (logistic regressi	● [合集] Variable selection with 2000 + variables.
● 帮内推：中西部 marketing analyst and modeler	● model的predictors之间有multi-colinearity怎么办？
● interaction 在 predictive modeling中的意义	● How to predict patient's hospital admission next year?
● 这段R logistic regression code有没有问题？	● residual～predict plot出现这个样子，说明了什么？
● multicollinearity和 predicion model	● ROC: multiple measurements for each subject?

相关话题的讨论汇总
话题: ks话题: segment话题: model话题: population话题: segments

进入Statistics版参与讨论

1

(共1页)

z**l 发帖数: 82	1 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd sengment is 30. Two models validate on the total population (segment 1 & segment 2), the KS will be 50. 谁能统计的理论解释这个现象？
A*******s 发帖数: 3942	2 possible. one case is that u segment the population on a powerful predictor in the model. Then within each segment, that predictor has less variability than in the whole population, and thus lower the predictive power of the model. 【在 z**l 的大作中提到】 : 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd : sengment is 30. Two models validate on the total population (segment 1 & : segment 2), the KS will be 50. : 谁能统计的理论解释这个现象？
d*****s 发帖数: 1407	3 segmentation is designed to improve the overall ranking performance, is not it? 【在 z**l 的大作中提到】 : 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd : sengment is 30. Two models validate on the total population (segment 1 & : segment 2), the KS will be 50. : 谁能统计的理论解释这个现象？
t********l 发帖数: 996	4 Build model for different segment will improve the predictive power on each segment rather than build just one model for the overall population. It is normal to see KS on combined segments is larger than KS on each segment.　Especially two segments are in different cycle bucket having different default rate, in the model that predicts the default rate, the combined KS will be larger than any one of the KS but that combined KS does not make sense.
z**l 发帖数: 82	5 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd sengment is 30. Two models validate on the total population (segment 1 & segment 2), the KS will be 50. 谁能统计的理论解释这个现象？
A*******s 发帖数: 3942	6 possible. one case is that u segment the population on a powerful predictor in the model. Then within each segment, that predictor has less variability than in the whole population, and thus lower the predictive power of the model. 【在 z**l 的大作中提到】 : 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd : sengment is 30. Two models validate on the total population (segment 1 & : segment 2), the KS will be 50. : 谁能统计的理论解释这个现象？
d*****s 发帖数: 1407	7 segmentation is designed to improve the overall ranking performance, is not it? 【在 z**l 的大作中提到】 : 两个segments分别作model,KS for the 1st segement is 40, the KS for the 2nd : sengment is 30. Two models validate on the total population (segment 1 & : segment 2), the KS will be 50. : 谁能统计的理论解释这个现象？
t********l 发帖数: 996	8 Build model for different segment will improve the predictive power on each segment rather than build just one model for the overall population. It is normal to see KS on combined segments is larger than KS on each segment.　Especially two segments are in different cycle bucket having different default rate, in the model that predicts the default rate, the combined KS will be larger than any one of the KS but that combined KS does not make sense.
z**l 发帖数: 82	9 If the two segments have the total different distributions, we cannot build one model on the total populations.Usually,the model built on the total population cannot beat the models built on the different segments.
K******Q 发帖数: 62	10 想请问下Two models validate on the total population (segment 1 & 2）是指two models分别validate on the total population,还是two models selected vars combine together to validate on the total pop?

1

(共1页)

进入Statistics版参与讨论

相关主题
● ROC: multiple measurements for each subject?	● 帮内推：中西部 marketing analyst and modeler
● model和variables都sig.但每个category都不sig	● interaction 在 predictive modeling中的意义
● 帮我看看这个logistic regression output包子谢	● 这段R logistic regression code有没有问题？
● 做logistic regression，cases很少但是predictor很多	● multicollinearity和 predicion model
● sample size vs. number of regressors	● any regression model with high prediction accuracy?
● 请教如何用R做Cox model的k-fold cross-validation	● ks 只有28%
● R里面用predict()的问题	● 今天和一个阿三聊segmented logistic regression
● 急问：用stata或R算predicted probabiltiy (logistic regressi	● [合集] Variable selection with 2000 + variables.

相关话题的讨论汇总
话题: ks话题: segment话题: model话题: population话题: segments

未名新帖统计// 7月16日

#	版面	帖数(主题数)
-	全站	4871 (796)
1	Military	3777 (569)
2	Stock	341 (51)
3	Joke	117 (17)
4	History	116 (3)
5	Automobile	100 (9)
6	USANews	55 (9)
7	Midlife	45 (1)
8	Headline	41 (41)
9	Dreamer	33 (13)
10	FleaMarket	32 (20)
11	Living	30 (7)

* 这里只显示发帖超过25的版面，努力灌水吧:-)