京公网安备 11010802034615号
经营许可证编号:京B2-20210330
当评分卡建模的时候用的逻辑回归,最好是将连续变量变成分段变量,即字符变量。把字符变量,观测的种类达到10种以上的时候,建议分下类,最好每个变量(无论数值还是字符)控制在3-7段之间,这是我的建议哈,要是你领导叫你分8段,你就千万就要听领导的。
然后,我来说下,我这里的最优分段怎么就是最优的呢?
01字符变量
先发这张图给粘上来,然后我就用简单粗暴的语言解释最优是怎么最优的。就是先把每种情况都列出来,刚开始每一种情况都是一类,然后你还要输入因变量,所以1中就是找出最优的二元分割方法,把原来的一大群先分两大类,然后第2的套路还是跟1一样的,知道分成5份。你问我二元分割最好的指标是什么,你还记得我之前写的代码之前都有带“基尼系数”,“iv值”吗,就是按照这个指标去分的啦。然后这里还要说一点就是,你要是一个变量,总共就1、2、3、4种情况,然后还要最优分段分五份这不是为难嘛。假设你觉得4种情况的分层没有特点,想分的有特点一点,那就可以试着分成3份,2份。分出来的结果对比一下iv值,要是3份的iv值比4份还高或者一样的话,那就是3份还要好些,因为我们都知道变量分段越多iv值越高。
02数值变量
这是数值变量最优分段的图,其实套路跟字符变量很像,但是数值变量就多了顺序,所以还是有点跟字符有点不像。首先连续变量被分为大量等距的小分段,譬如区间是100的变量,然后就分成50段,那么就是1-2就是一组。那按照跟刚才的字符变量一样的分法类似,就是先分两份,只是对于字符变量多了顺序。但是这里这里要注意一点就是,你本来1、2、3代表的是类的话,在这里就需要把他转成字符,就不要是数值丢进去分段。同样的,要是你不知道分几段的时候,试几次,看下iv值,取一个你觉得最好的iv值。
[卖萌蔬菜动图特殊用途]
我是分割线
好的,两种变量的分类也就这样了啦,好像也没写多少字哦,那就贴代码吧。
options mlogic;
options nomlogic;
%macro gvalue(binds,m_value);
proc sql noprint;
%local i j R N;/*生成局部变量*/
select max(bin)into:R from &binds;/**/
select sum(total) into: N from &binds;/**/
%do i=1 %to &R;
%local N_&i._1 N_&i._2 N_&i._s N_s_1 N_s_2;
Select sum(Ni1) into :N_&i._1 from &BinDS where Bin =&i ;
Select sum(Ni2) into :N_&i._2 from &BinDS where Bin =&i ;
Select sum(Total) into :N_&i._s from &BinDS where Bin =&i ;
Select sum(Ni1) into :N_s_1 from &BinDS ;
Select sum(Ni2) into :N_s_2 from &BinDS ;
%end;
quit;
/* 检查缺失值 */
%do i=1 %to &R;
%do j=1 %to 2;
%local N_&i._&j;
%if (&&N_&i._&j=.) or (&&N_&i._&j=0) %then %do ;
%let &M_Value=.;
%return;
%end;
%end;
%end;
%do i=1 %to &r;
%local E_&i;
%let E_&i=0;
%do j=1 %to 2;
%let E_&i = %sysevalf(&&E_&i - (&&N_&i._&j/&&N_&i._s)*%sysfunc(log(%sysevalf(&&N_&i._&j/&&N_&i._s))) );
%end;
%let E_&i = %sysevalf(&&E_&i/%sysfunc(log(2)));
%end;
%local E;
%let E=0;
%do j=1 %to 2;
%let E=%sysevalf(&E - (&&N_s_&j/&N)*%sysfunc(log(&&N_s_&j/&N)) );
%end;
%let E=%sysevalf(&E / %sysfunc(log(2)));
%local Er;
%let Er=0;
%do i=1 %to &r;
%let Er=%sysevalf(&Er+ &&N_&i._s * &&E_&i / &N);
%end;
%let &M_Value=%sysevalf(1 - &Er/&E);
%return;
%mend;
%macro CalcMerit(BinDS, ix, M_Value);
%local n_11 n_12 n_21 n_22 n_1s n_2s n_s1 n_s2;
proc sql noprint;
select sum(Ni1) into :n_11 from &BinDS where i<=&ix;
select sum(Ni1) into :n_21 from &BinDS where i> &ix;
select sum(Ni2) into : n_12 from &BinDS where i<=&ix ;
select sum(Ni2) into : n_22 from &binDS where i> &ix ;
select sum(total) into :n_1s from &BinDS where i<=&ix ;
select sum(total) into :n_2s from &BinDS where i> &ix ;
select sum(Ni1) into :n_s1 from &BinDS;
select sum(Ni2) into :n_s2 from &BinDS;
quit;
%local N E1 E2 E Er;
%let N=%eval(&n_1s+&n_2s);
%let E1=%sysevalf(-( (&n_11/&n_1s)*%sysfunc(log(%sysevalf(&n_11/&n_1s))) +
(&n_12/&n_1s)*%sysfunc(log(%sysevalf(&n_12/&n_1s)))) / %sysfunc(log(2)) ) ;
%let E2=%sysevalf(-( (&n_21/&n_2s)*%sysfunc(log(%sysevalf(&n_21/&n_2s))) +
(&n_22/&n_2s)*%sysfunc(log(%sysevalf(&n_22/&n_2s)))) / %sysfunc(log(2)) ) ;
%let E =%sysevalf(-( (&n_s1/&n )*%sysfunc(log(%sysevalf(&n_s1/&n ))) +
(&n_s2/&n )*%sysfunc(log(%sysevalf(&n_s2/&n )))) / %sysfunc(log(2)) ) ;
%let Er=%sysevalf(1-(&n_1s*&E1+&n_2s*&E2)/(&N*&E));
%let &M_value=&Er;
%return;
%mend;
%macro BestSplit(BinDs, BinNo);
%local mb i value BestValue BestI;
proc sql noprint;
select count(*) into: mb from &BinDs where Bin=&BinNo;
quit;
%let BestValue=0;
%let BestI=1;
%do i=1 %to %eval(&mb-1);
%let value=;
%CalcMerit(&BinDS, &i, Value);
%if %sysevalf(&BestValue<&value) %then %do;
%let BestValue=&Value;
%let BestI=&i;
%end;
%end;
data &BinDS;
set &BinDS;
if i<=&BestI then Split=1;
else Split=0;
drop i;
run;
proc sort data=&BinDS;
by Split;
run;
data &BinDS;
retain i 0;
set &BinDs;
by Split;
if first.split then i=1;
else i=i+1;
run;
%mend;
%macro CandSplits(BinDS, NewBins);
proc sort data=&BinDS;
by Bin PDV1;
run;
%local Bmax i value;
proc sql noprint;
select max(bin) into: Bmax from &BinDS;
%do i=1 %to &Bmax;
%local m&i;
create table Temp_BinC&i as select * from &BinDS where Bin=&i;
select count(*) into:m&i from Temp_BinC&i;
%end;
create table temp_allVals (BinToSplit num, DatasetName char(80), Value num);
run;quit;
%do i=1 %to &Bmax;
%if (&&m&i>1) %then %do;
%BestSplit(Temp_BinC&i, &i);
data temp_trysplit&i;
set temp_binC&i;
if split=1 then Bin=%eval(&Bmax+1);
run;
Data temp_main&i;
set &BinDS;
if Bin=&i then delete;
run;
Data Temp_main&i;
set temp_main&i temp_trysplit&i;
run;
%let value=;
%GValue(temp_main&i, Value);
proc sql noprint;
insert into temp_AllVals values(&i, "temp_main&i", &Value);
run;quit;
%end;
%end;
proc sort data=temp_allVals;
by descending value;
run;
data _null_;
set temp_AllVals(obs=1);
call symput("bin", compress(BinToSplit));
run;
Data &NewBins;
set Temp_main&Bin;
drop split;
run;
/* Clean the workspace */
/*proc datasets nodetails nolist library=work;*/
/* delete temp_AllVals %do i=1 %to &Bmax; Temp_BinC&i temp_TrySplit&i temp_Main&i %end; ; */
/*run;*/
/*quit;*/
%mend;
%macro BinContVar(DSin, IVVar, DVVar, MMax, Acc, DSVarMap);
%local VarMax VarMin;
proc sql noprint;
select min(&IVVar), max(&IVVar) into :VarMin, :VarMax from &DSin;
quit;
%local Mbins i MinBinSize;
%let Mbins=%sysfunc(int(%sysevalf(1.0/&Acc)));
%let MinBinSize=%sysevalf((&VarMax-&VarMin)/&Mbins);
%do i=1 %to %eval(&Mbins);
%local Lower_&i Upper_&i;
%let Upper_&i = %sysevalf(&VarMin + &i * &MinBinSize);
%let Lower_&i = %sysevalf(&VarMin + (&i-1)*&MinBinSize);
%end;
%let Lower_1 = %sysevalf(&VarMin-0.0001);
%let Upper_&Mbins=%sysevalf(&VarMax+0.0001);
data Temp_DS;
set &DSin;
%do i=1 %to %eval(&Mbins-1);
if &IVVar>=&&Lower_&i and &IVVar < &&Upper_&i Then Bin=&i;
%end;
if &IVVar>=&&Lower_&Mbins and &IVVar <= &&Upper_&MBins Then Bin=&MBins;
keep &IVVar &DVVar Bin;
run;
data temp_blimits;
%do i=1 %to %Eval(&Mbins-1);
Bin_LowerLimit=&&Lower_&i;
Bin_UpperLimit=&&Upper_&i;
Bin=&i;
output;
%end;
Bin_LowerLimit=&&Lower_&Mbins;
Bin_UpperLimit=&&Upper_&Mbins;
Bin=&Mbins;
output;
run;
proc sort data=temp_blimits;
by Bin;
run;
proc freq data=Temp_DS noprint;
table Bin*&DVvar /out=Temp_cross;
table Bin /out=Temp_binTot;
run;
proc sort data=temp_cross;
by Bin;
run;
proc sort data= temp_BinTot;
by Bin;
run;
data temp_cont;
merge Temp_cross(rename=count=Ni2 ) temp_BinTot(rename=Count=total) temp_BLimits ;
by Bin;
Ni1=total-Ni2;
PDV1=bin;
label Ni2= total=;
if Ni1=0 then output;
else if &DVVar=1 then output;
drop percent &DVVar;
run;
data temp_contold;
set temp_cont;
run;
proc sql noprint;
%local mx;
%do i=1 %to &Mbins;
select count(*) into : mx from Temp_cont where Bin=&i;
%if (&mx>0) %then %do;
select Ni1, Ni2, total, bin_lowerlimit, bin_upperlimit into :Ni1,:Ni2,:total, :bin_lower, :bin_upper
from temp_cont where Bin=&i;
%if (&i=&Mbins) %then %do;
select max(bin) into :i1 from temp_cont where Bin<&Mbins;
%end;
%else %do;
select min(bin) into :i1 from temp_cont where Bin>&i;
%end;
%if (&Ni1=0) or (&Ni2=0) or (&total=0) %then %do;
update temp_cont set Ni1=Ni1+&Ni1 ,
Ni2=Ni2+&Ni2 ,
total=total+&Total
where bin=&i1;
%if (&i<&Mbins) %then %do;
update temp_cont set Bin_lowerlimit = &Bin_lower
where bin=&i1;
%end;
%else %do;
update temp_cont set Bin_upperlimit = &Bin_upper
where bin=&i1;
%end;
delete from temp_cont where bin=&i;
%end;
%end;
%end;
quit;
proc sort data=temp_cont;
by pdv1;
run;
%local m;
data temp_cont;
set temp_cont;
i=_N_;
Var=bin;
Bin=1;
call symput("m", compress(_N_));
run;
%local Nbins ;
%let Nbins=1;
%DO %WHILE (&Nbins <&MMax);
%CandSplits(temp_cont, Temp_Splits);
Data Temp_Cont;
set Temp_Splits;
run;
%let NBins=%eval(&NBins+1);
%end;
data temp_Map1 ;
set temp_cont(Rename=Var=OldBin);
drop Ni2 PDV1 Ni1 i ;
run;
proc sort data=temp_Map1;
by Bin OldBin ;
run;
data temp_Map2;
retain LL 0 UL 0 BinTotal 0;
set temp_Map1;
by Bin OldBin;
Bintotal=BinTotal+Total;
if first.bin then do;
LL=Bin_LowerLimit;
BinTotal=Total;
End;
if last.bin then do;
UL=Bin_UpperLimit;
output;
end;
drop Bin_lowerLimit Bin_upperLimit Bin OldBin total;
run;
proc sort data=temp_map2;
by LL;
run;
data &DSVarMap;
set temp_map2;
Bin=_N_;
run;
/* Clean the workspace */
/*proc datasets nodetails library=work nolist;*/
/* delete temp_bintot temp_blimits temp_cont temp_contold temp_cross temp_ds temp_map1*/
/* temp_map2 temp_splits;*/
/*run; quit;*/
%mend;
%macro ApplyMap2(DSin, VarX, NewVarX, DSVarMap, DSout);
%local m i;
proc sql noprint;
select count(Bin) into:m from &DSVarMap;
quit;
%do i=1 %to &m;
%local Upper_&i Lower_&i Bin_&i;
%end;
data _null_;
set &DSVarMap;
call symput ("Upper_"||left(_N_), UL);
call symput ("Lower_"||left(_N_), LL);
call symput ("Bin_"||left(_N_), Bin);
run;
Data &DSout;
set &DSin;
IF &VarX < &Upper_1 Then &NewVarX=&Bin_1;
%do i=2 %to %eval(&m-1);
if &VarX >= &&Lower_&i and &VarX < &&Upper_&i Then &NewVarX=&&Bin_&i;
%end;
if &VarX >= &&Lower_&i Then &NewVarX=&&Bin_&i;
DROP &VarX.;
Run;
%mend;
%macro var_namelist(data=,coltype=,tarvar=,dsor=);
%let lib=%upcase(%scan(&data.,1,'.'));
%let dname=%upcase(%scan(&data.,2,'.'));
%global var_list var_num;
proc sql ;
create table &dsor. as
select name
from sashelp.VCOLUMN
where left(libname)="&lib." and left(memname)="&dname." and type="&coltype." and lowcase(name)^=lowcase("&tarvar.") and lowcase(name)^="appl_id";
quit;
%mend;
%macro pub_best(data=,tarvar=,MMax=,ACC=,DSout=);
proc datasets lib=work;
delete _all_;
run;
%var_namelist(data=&data.,coltype=num,tarvar=&tarvar.,dsor=aa);
data _null_;
set aa;
call symput (compress("var"||left(_n_)),compress(name));
call symput(compress("n"),compress(_n_));
run;
%do i=1 %to &n.;
%put &&Var&i.;
%BinContVar(DSin=&data., IVVar=&&Var&i., DVVar=&tarvar.,MMax=&MMax., ACC=&Acc., DSVarMap=AA_1);
%ApplyMap2(DSin=&data., VarX=&&Var&i., NewVarX=N_&&Var&i., DSVarMap=AA_1, DSout=&DSout.);
%END;
%MEND;
[分割线]
这代码有点长,你就直接复制到sas里面看吧。
data=填入原始的数据集
tarvar=因变量;
MMax=分几组;
Acc=刚才是分几组,譬如你是1-100,那么你设定的是0.01,那就是分成100组,建议acc设定在0.01-0.05之间;
DSout=输出数据集。
代码是我调试好的,可以直接用。
数据分析咨询请扫描二维码
若不方便扫码,搜微信号:CDAshujufenxi
CDA数据分析师 出品 作者:李诗怡 1. IF:基础条件判断(最常用) 作用:根据指定条件的真(TRUE)或假(FALSE),返回两种不同 ...
2026-10-30“不限专业可以考的证书”这个搜索词背后,通常藏着一个很实际的担心:专业不对口,想考个证拓宽出路,但怕报了名才发现有专业限 ...
2026-10-30先回答:能考的多是技能实操类证书 40岁、初中学历,能报的证书主要集中在四类:职业技能等级证书、专项职业能力证书、特种作业 ...
2026-10-3030岁考什么证好找工作,没有一张“通用答案”。同样的证书,对有行业经验的人和准备跨行的人,价值完全不同。更实际的思路是:先 ...
2026-10-30“专业职业技术资格证书”并不是一个正式名称,而是把好几种证书混在一起的口语说法。有人用它指会计、经济这类职称考试,有人指 ...
2026-10-30大学生能考的证书,大致分四类:通用基础类、职业资格类、专业技术资格类、岗位技能与行业认证类。真正要解决的问题不是“还有哪 ...
2026-10-30“需要考哪些证书”这个问题,没有统一答案。因为“需要”至少分三种:有的证书是入职准入,没有它连岗位门槛都进不去;有的证书 ...
2026-10-30“现在什么证含金量高好考一些”,这个问题里其实藏着两个容易打架的条件。含金量高的证书,往往有报考门槛、考试周期长;好考的 ...
2026-10-30“现在考什么证最吃香”,这个问题本身藏着一个容易踩的坑:不同人说“吃香”,指的往往不是同一件事。有人指考的人多、话题热; ...
2026-10-30文凭低,不等于没证可考,但选择空间确实窄一些。学历门槛明确的准入类资格,比如部分教师资格、法律职业资格、执业医师等,通常 ...
2026-10-30土建专业的大学生问“考什么证”,最容易踩的坑是把注册类证书当成在校目标。注册建造师、注册造价工程师、注册结构工程师、监理 ...
2026-10-30中年男人考证书,最怕两件事:一是年龄、学历卡在报名门槛外,白准备半年;二是考完发现岗位用不上,钱和时间都打了水漂。所以顺 ...
2026-10-30大专学历能考的证书不少,但真正值得投入时间的,是先确认“能不能报”,再看“考了对应什么岗位”。很多证书的报考条件里写着本 ...
2026-10-30“十大建议考的证书”这个问题,很难有一份对所有人都成立的名单。同一张证书,对会计专业大三学生、想转行做数据分析的运营、以 ...
2026-10-30“什么证书有用含金量高”这个问题,很难用一张榜单回答。同一本证书,对想进医院的人可能是硬门槛,对做运营的人却用不上;对已 ...
2026-10-30在职成年人问“考什么证书有用”,先要弄清自己需要哪一种“有用”。同一张证书,对想进入准入行业的人、想在本岗晋升的人、想转 ...
2026-10-30“女生能考的证书”真正要先回答的是“你现在的条件能报什么”。学历、专业、工作年限、是否在校、所在地区政策,直接决定你能不 ...
2026-10-30“女孩考什么证书比较好”这句话里,“比较好”其实藏着三种完全不同的标准:好考,看的是报考门槛低、备考周期短;好就业,看的 ...
2026-10-30先给结论:市场岗位没有一张通吃的证书。品牌传播、数字营销与投放、用户增长、用户研究、营销数据分析,这五条路径对应的工作任 ...
2026-10-30经济学专业考什么证书,没有统一答案。经济学毕业后去向很散:有人进银行、证券、基金,有人做财务审计,有人转数据分析与经营分 ...
2026-10-30