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SPSS Modeler - Weight of Evidence and Information Value calculation

  • 1.  SPSS Modeler - Weight of Evidence and Information Value calculation

    Posted Mon January 30, 2023 10:38 AM
    Edited by Kristen Park Mon January 30, 2023 02:42 PM
    Hi all,

    Is there a way to easily/automatically obtain the Weight of Evidence and Information Value (metrics which are widely used in credit risk/scoring modeling) for a large number of variables?
    Also is it possible to rank the variables' importance using the Information Value or some other (user defined) statistic in the feature selection or in some other way?

    Thank you.

    #SPSSModeler

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    El K
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