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Date:         Tue, 21 Dec 2004 18:03:37 -0500
Reply-To:     shantanu Chandra <shantanuchandra@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         shantanu Chandra <shantanuchandra@HOTMAIL.COM>
Subject:      Re: Tools for Model performance tracking
In-Reply-To:  <446DDE75CFC7E1438061462F85557B0F0613E898@remail2.westat.com>
Content-Type: text/plain; format=flowed

Thanks Sig ! these metrics are more used at the model development stage. What I am looking for is to monitor performance at teh production stage. At that point I would not have the results available to really measure parameteres like c statistic, or Accuracy.... All I will have is the scores generated for the population. I was asking more on teh line of comaring these scores to, say, the scores generated last month and also the scores generated using the development sample... Do you guys know anything about this ?

Thanks, Shantanu

----Original Message Follows---- From: Sigurd Hermansen <HERMANS1@WESTAT.com> To: 'shantanu Chandra' <shantanuchandra@HOTMAIL.COM> Subject: RE: Tools for Model performance tracking Date: Mon, 20 Dec 2004 21:18:42 -0500

C: See http://kodiak.cs.cornell.edu/kddcup/metrics.html Sig

-----Original Message----- From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On Behalf Of shantanu Chandra Sent: Monday, December 20, 2004 6:55 PM To: SAS-L@LISTSERV.UGA.EDU Subject: Tools for Model performance tracking

Hi,

I am doing a study to find out the various methods and tools used to track the performance of models over a period of time. I have built a few marketing models for targeting customers ( linear and logistic models) and we will be using these to score the entire eligible population every month.

Now I am trying to see how to measure the perfiormance of the stability as well as the predictive power of the models over period of time. Can you suggest any literature that I can read ? Any methodology that is used commonly ? Any suggestions would be very helpful and greatly appreciated !

Thanks in advance. Shantanu Chandra


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