Problem Note 54733: Using indeterminate values causes incorrect values for "count of bads" and for NO_OF_DEFAULTS in model monitoring measures
In SAS® Credit Scoring for banking, a subject with an outcome variable value other than 0 or 1 is an indeterminate target. An indeterminate can be treated as good when development data details are calculated.
However, if there are indeterminate values, then the count of bads is incorrect. The count of total bads is increased for every indeterminate account or customer. As a result, the calculated NO_OF_DEFAULTS value that is used to calculate model monitoring measures is also incorrect.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS Credit Scoring for Banking | Microsoft Windows Server 2008 for x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2008 R2 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2008 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8.1 Pro 32-bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8.1 Pro | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8.1 Enterprise x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8.1 Enterprise 32-bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8 Pro x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8 Pro 32-bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8 Enterprise x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows 8 Enterprise 32-bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft® Windows® for x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2012 Datacenter | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2012 R2 Datacenter | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2012 R2 Std | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Microsoft Windows Server 2012 Std | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Enterprise 32 bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Enterprise x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Home Premium 32 bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Home Premium x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Professional 32 bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Professional x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Ultimate 32 bit | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Ultimate x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| 64-bit Enabled AIX | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| 64-bit Enabled Solaris | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| HP-UX IPF | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Linux for x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
| Solaris for x64 | 5.3 | 5.4 | 9.4 TS1M1 | 9.4 TS1M1 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
In SAS® Credit Scoring for Banking, using indeterminate values causes incorrect values for "count of bads" and for NO_OF_DEFAULTS in model monitoring measures.
| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2014-11-28 10:23:06 |
| Date Created: | 2014-11-28 05:02:44 |
