g_info_woe(G;S;X;Y)
Returns the information theoretic value weight of evidence
(WoE) of X
provided Y
.
(Available as of version 10.42)
Function type
Vector only
Description
The weight of evidence (WoE) is defined as:
when the value Xi occurs at least twice in the column X. If the value Xi occurs exactly once, then info_WOE(i) is defined to be 0.
g_info_woe(G;S;X;Y)
may be used for transforming a categorical or
unordered column into a numerical ordered column.
Syntax
g_info_woe(G;S;X;Y)
Input
Argument | Type | Description |
---|---|---|
G |
any | A space- or comma-separated list of column names Rows are in the same group
if their values for all of the columns listed in If If any of the columns listed in |
S |
integer | The name of a column in which every row evaluates to a 1 or 0, which determines
whether or not that row is selected to be included in the calculation If
If any of the values in
|
X |
any | A column name This column contains categorical or unordered data. |
Y |
integer or decimal | A column name This column must only contain values of 0 or 1. |
Return Value
For every row in each group defined by G
(and for those rows where
S
=1, if specified),
g_info_woe(G;S;X;Y)
returns a numeric value in which larger values
indicate a greater chance of observing Y=1 and smaller values indicate a
greater change of observing Y=0.
Example
The following example uses the function g_info_woe(G;S;X;Y)
to transform
the categorical columns job
and education
in the table
pub.demo.mleg.uci.bankmarketing into the numerical columns
iwoe_job
and iwoe_education
. These numerical columns can
then be used by g_logreg(G;S;Y;XX;Z)
and
score(XX;M;Z)
.
<base table="pub.demo.mleg.uci.bankmarketing"/> <willbe name="y01" value="y='yes'"/> <willbe name="iwoe_job" value="g_info_woe(;;job;y01)" format="dec:5"/> <willbe name="iwoe_education" value="g_info_woe(;;education;y01)" format="dec:5"/> <note>The iwoe columns have transformed text columns into numerical columns that can be used to model</note> <willbe name="model" value="g_logreg(;;y01;1,iwoe_job,iwoe_education;)"/> <willbe name="score" value="score(1,iwoe_job,iwoe_education;model;)" format="dec:5"/> <colord cols="job,education,iwoe_job,iwoe_education,score"/>