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Date:         Wed, 6 Sep 2006 17:15:53 -0700
Reply-To:     fnaqvi@GMAIL.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         fnaqvi@GMAIL.COM
Subject:      Re: Enterprise miner problem
Comments: To:
In-Reply-To:  <BAY123-F27C5EA30FF846C75B08FBDDE310@phx.gbl>
Content-Type: text/plain; charset="iso-8859-1"


Thanks you all for a kind discussions. I haven't use STEPWISE selection model. i have found the other ways. Now come to the point, How do I calculate Gini for the tree and neural network? (while tree has been developed using CHAID). I need to calculate Gini for my training set, and 15 other test set, can I automate this process in EM or manually?

Second, How do I clculate area under the ROC ( generated from Enterprise miner)?



toby dunn wrote:

> David , > > > I never said that there were not better approaches. In fact I would > advocate strongly not to use StepWise Reg. On the other hand many places > refuse to change until there is sufficient forces to make them change. So a > bad modeling practice just like bad coding practices or bad programs get > carried forward until such time as there is enough force to invoke change. > Ussually in business this comes down to money or conforming to state or > federal regulations. > > > > > Toby Dunn > > When everything is coming at you all at once, your in the wrong lane. > > A truly happy person is someone who can smile and enjoy the scenery on a > detour. > > > > > > From: David L Cassell <davidlcassell@MSN.COM> > Reply-To: David L Cassell <davidlcassell@MSN.COM> > To: SAS-L@LISTSERV.UGA.EDU > Subject: Re: Enterprise miner problem > Date: Wed, 6 Sep 2006 14:21:44 -0700 > > tobydunn@HOTMAIL.COM replied to Sig: > >>I have to wonder who still believes strongly enough in step-wise methods > >>to create demand for an easy method to invoke them? As an analogy for > >>step-wise model selection methods, imagine a program that selects > >>medical treatments for patients. Say it computes a cost-minimization > >>criterion for ranking treatment plans, and that many medical specialists > >>have reported that the program often selects inferior treatment plans. > >>Would you use the program to select a treatment plan for your disease? > > > > >Sig , > > > >Why, it is the only known model that has been proven to even work some of > >the times. I remember in economics some one ( I think Freeman ) says you > >dont stop using a model until you have a better one. If in fact that model > >does perform poorly enough then the model and its assumptions should be in > >fact checked. If the business using said model loses enough mony or gets > >wrapped up in lawsuites due to the model then it will change or the > >business > >will go, even slowly, out of business. So I guess what I am saying is that > >it does not matter whether they believe in stepwise selection but rather do > >they believe in the model created by stepwise methods enough to keep using > >it. If they do till have faith in it then it hangs around, if not then > >they > >redo the model hopefully with someone who knows what they are doing this > >time. > > BZZZTT! Wrong! > > But thank you for playing! We have some lovely parting gifts > including a home version of our game... > > :-) :-) > > >Why, it is the only known model that has been proven to even work some of > >the times. > > That is just not true. > > It was sort of true back in the 70' and 80's when we lacked > computing power to do more complex approaches. But even then, > the formulas were not statistically valid and the intermediate steps > all needed to be checked to avoid Bad Things. > > Now, even if you are in a situation where you need such a model > building approach, there are LASSO, LARS, ... And there are other > model building approaches! > > > Sig's point is correct. It's a bad thing to do, but too many people > have yet to figure out that they should do something else. Remember > Cassell's Paradigm Law: "It takes a minimum of 15 years to effect > a paradigm shift in any field." So, as long as Old Guys sit around in > classrooms and say in a quaking voice, "Back in my day, we ALL used > stepwise selection. And an abacus..." > > David, who hiked to school through five feet of snow, uphill, each way... > -- > David L. Cassell > mathematical statistician > Design Pathways > 3115 NW Norwood Pl. > Corvallis OR 97330 > > _________________________________________________________________ > Check the weather nationwide with MSN Search: Try it now! >

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