KS Statstic?

ScottD

I'm exploring using Rapid Miner for classifying credit data with a binominal label for good or bad borrowers.

At my company we normally use logistic regression and compare KS statistics to compare different LR models.

I wanted to see how I could compute a KS statistic in Rapid Miner to compare the models developed in RM to the ones we are already using with the same measure.

I couldn't find a KS option in the software but if someone knows a solution, it would be greatly appreciated.

MariusHelf

Actually, if the measure is not included in the Performance (Regression) operator, you are out of luck, unless you want to fire up your preferred text editor and do some java or javascript coding.

Best regards,
Marius