Modeling and Multivariate Methods - SAS

636 Comparing Model Performance Chapter 25
Additional Example of Model Comparison
Compare the Models
1. Select Analyze > Modeling > Model Comparison.
2. Select all columns that begin with Prob and click Y, Predictors.
3. Click OK.
The Model Comparison report appears (Figure 25.7).
Figure 25.7 Initial Model Comparison Report
The report shows that the Partition model has slightly higher values for Entropy RSquare and
Generalized RSquare and a slightly lower value for Misclassification Rate.
4. Select ROC Curve from the Model Comparison red triangle menu.
ROC curves appear for each Type, one of which is shown in Figure 25.8.
Figure 25.8 ROC Curve for Medium
Examining all the ROC curves, you see that the two models are similar in their predictive ability.
5. Select AUC Comparison from the Model Comparison red triangle menu.
AUC Comparison reports appear for each Type, one of which is shown in Figure 25.9.