A financial services manager wants to assess the probability that certain clients will default on their Home Equity Line of Credit (HELOC). A former employee left the code listed below.
proc logistic data = MYDIR.HELOC des outest=MSG;
model DEFAULT = amount job_code years_at_residence;
run;
proc score data = MYDIR.RECENT_HELOC
out = SCORED_HELOC
score = MSG
type = parms;
var Amount Job_code Years_at_residence;
run;
The training data set is named HELOC, while a similar data set of more recent clients is named RECENT_HELOC. Which SAS data steps will calculate the predicted probability of default on recent clients? (Choose two.)

Question

A financial services manager wants to assess the probability that certain clients will default on their Home Equity Line of Credit (HELOC). A former employee left the code listed below.
proc logistic data = MYDIR.HELOC des outest=MSG;
 model DEFAULT = amount job_code years_at_residence;
run;
proc score data = MYDIR.RECENT_HELOC
 out = SCORED_HELOC
 score = MSG
 type = parms;
 var Amount Job_code Years_at_residence;
run;
The training data set is named HELOC, while a similar data set of more recent clients is named RECENT_HELOC. Which SAS data steps will calculate the predicted probability of default on recent clients? (Choose two.)

Accepted Answer

A. data NEW_PROB;
 set SCORED_HELOC;
 p=1/(1+exp(-DEFAULT));
run; B. data NEW_PROB;
 set SCORED_HELOC;
 ODDS = exp(DEFAULT);
 p = ODDS / (1+ODDS);
run;

Answer

C. data NEW_PROB;
 set SCORED_HELOC;
 p=(1+exp(DEFAULT))/exp(DEFAULT);
run;

Answer

D. data NEW_PROB;
 set SCORED_HELOC;
 p = DEFAULT / (1+DEFAULT);
run;

A financial services manager wants to assess the probability that certain clients will default on their Home Equity Line of Credit (HELOC). A former employee left the code listed below. proc…

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