Date: Fri, 25 May 2007 09:02:28 -0700
Reply-To: hansi_m <mytkolli@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: hansi_m <mytkolli@GMAIL.COM>
Subject: Re: k-s statistics
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On May 15, 1:20 am, davidlcass...@MSN.COM (David L Cassell) wrote:
> jonas.bile...@CHASE.COM replied:
> >On Fri, 11 May 2007 22:35:51 -0700, David L Cassell <davidlcass...@MSN.COM>
> > >mytko...@GMAIL.COM wrote:
> > >>Hi,
> > >>Is there anybody to tell me how to calculate the standard deviation of
> > >>K-Sstatistics?
> > >>Thanks,
> > >>Hansi
> > >Why on earth would you want to do that kind of computation?
> > >SAS already does the work to get theK-Sstatistic and the p-value
> > >you need. Plus, it's a royal pain to compute when things like ties
> > >occur...
> > >And why are you using aK-Sstatistic anyway? It is not generally
> > >the best choice for many comparisons, and it usually has a lot less
> > >power than other alternatives.
> > >So it might be useful for you to write back to SAS-L and explain
> > >why you need this anyway.
> > >HTH,
> > >David
> > >--
> > >David L. Cassell
> > >mathematical statistician
> > >Design Pathways
> >What alternatives would you suggest for binary models? KSstats are very
> >popular in Credit Models (risk, response). People go through enormous
> >efforts to calculateKSstatistics and lift plots in the credit industry
> >which always confuses me since PROC NPAR1WAY will generate 2 sampleKSand
> >there are a number of macros available for ROC curves.
> Well Jonas, that's why I asked what he wanted to use theK-Sstatistic
> As you know, it's popular in the credit industry and related fields where
> people end up with lift data. (It does bother me when people take their
> data, turn them into deciles, and *then* perform theK-Swork on the now-
> incredibly-tied data.)
> But you also know that people regularly write to SAS-L about theK-S
> when they should *not* be using it. For example, checking normality of
> residuals after regression. I've written a lot about alternatives and power
> of alternatives under such circumstances.
> So that's why I was concerned about the use. TheK-Sstatistic might be a
> reasonable choice, or it may not. But I doubt that the Original Poster
> wants to compute the standard error when SAS will get the p-value for
> David L. Cassell
> mathematical statistician
> Design Pathways
> 3115 NW Norwood Pl.
> Corvallis OR 97330
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Actually I do modeling for the credit industry. I do know that SAS
produces KS and its p. Sometimes KS come too small and one might be
interested still on the model, and of course you can choose p to make
the decision, but sometimes, especially when the audience (as it is
mostly the case with the financial apps) is far from undersanding the
significance of p, a standard deviation could be more acceptable for
Thanks anyway for all your thoughts.