Using Proc IML for credit risk validation

Validation step is crucial for a scorecard in credit risk industry. Gunter and Peter mentioned in their fantastic book [Ref. 1] that cumulative accuracy profile (CAP) and receiver operating characteristic (ROC) are two popular methods. Thus, the value…

SAS 9.3 to be released in July 2011 (maybe ;-)

Well this may just be a rumor but at the excellent SAS Users Group of New Zealand (SUNZ) quarterly meeting (yes I did present it was mentioned that SAS 9.3 maybe released in July of this year. No details on whether it will just be foundation, or foundation and platform components.  Or whether it will be all […]

The Reviewer Is Always Right

…about something …and it’s up to you to figure out what. At SGF I had the honor of participating in a panel discussion titled “So You Want to Be a SAS Press Author!”  The panel was organized by Nancy Brucken, moderated by Michael Raithel and included authors Art Carpenter, Cynthia Zender, and Mike Molter. During […]

Job Postings Have a Place

A few of the things that my mother drilled into me as a kid really did stick. One of them is that everything has a place and when you put an item in the appropriate place, you can always find it.

Today, I received a few messages about job posti…

Job Postings Have a Place

A few of the things that my mother drilled into me as a kid really did stick. One of them is that everything has a place and when you put an item in the appropriate place, you can always find it. Today, I received a few messages about job postings […]