User : Chris
Date : 12MAY2003:08:51:55
Notes:
"EM Workspace" :
Input Data Settings:
Fit Statistic Training Validation Test Akaike's Information Criterion 1665.4330624 . . Average Squared Error 0.1987311718 0.1988206347 0.204111031 Average Error Function 0.5770481258 0.5752822719 0.5925783353 Degrees of Freedom for Error 1413 . . Model Degrees of Freedom 11 . . Total Degrees of Freedom 1424 . . Divisor for ASE 2848 2150 2158 Error Function 1643.4330624 1236.8568845 1278.7840476 Final Prediction Error 0.2018253585 . . Maximum Absolute Error 0.9807931273 0.9513083205 0.9825489928 Mean Square Error 0.2002782651 0.1988206347 0.204111031 Sum of Frequencies 1424 1075 1079 Number of Estimate Weights 11 . . Root Average Sum of Squares 0.4457927453 0.4458930754 0.4517864882 Root Final Prediction Error 0.4492497729 . . Root Mean Squared Error 0.4475245972 0.4458930754 0.4517864882 Schwarz's Bayesian Criterion 1723.3065384 . . Sum of Squared Errors 565.98637725 427.46436458 440.47160481 Sum of Case Weights Times Freq 2848 2150 2158 Misclassification Rate 0.3139044944 0.328372093 0.3160333642 Total Profit for BAD 452 342 361 Average Profit for BAD 0.3174157303 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Fit Statistic Training Validation Test Akaike's Information Criterion 1702.3402228 . . Average Squared Error 0.1884140763 0.20629268 0.2098287231 Average Error Function 0.5513835052 0.5912328542 0.6029404376 Degrees of Freedom for Error 1358 . . Model Degrees of Freedom 66 . . Total Degrees of Freedom 1424 . . Divisor for ASE 2848 2150 2158 Error Function 1570.3402228 1271.1506365 1301.1454642 Final Prediction Error 0.2067282575 . . Maximum Absolute Error 0.9993101248 0.9758885141 0.9782838827 Mean Square Error 0.1975711669 0.20629268 0.2098287231 Sum of Frequencies 1424 1075 1079 Number of Estimate Weights 66 . . Root Average Sum of Squares 0.4340669031 0.4541945398 0.4580706529 Root Final Prediction Error 0.4546737925 . . Root Mean Squared Error 0.4444897827 0.4541945398 0.4580706529 Schwarz's Bayesian Criterion 2049.5810789 . . Sum of Squared Errors 536.60328941 443.52926194 452.81038442 Sum of Case Weights Times Freq 2848 2150 2158 Misclassification Rate 0.2914325843 0.343255814 0.3392029657 Total Profit for BAD 452 342 361 Average Profit for BAD 0.3174157303 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Fit Statistic Training Validation Test Akaike's Information Criterion 1644.4959589 . . Average Squared Error 0.195686321 0.1965345493 0.2057414868 Average Error Function 0.566887626 0.5672732881 0.5912031272 Degrees of Freedom for Error 1409 . . Model Degrees of Freedom 15 . . Total Degrees of Freedom 1424 . . Divisor for ASE 2848 2150 2158 Error Function 1614.4959589 1219.6375694 1275.8163484 Final Prediction Error 0.1998528147 . . Maximum Absolute Error 0.9980081472 0.9628759504 0.9627875788 Mean Square Error 0.1977695679 0.1965345493 0.2057414868 Sum of Frequencies 1424 1075 1079 Number of Estimate Weights 15 . . Root Average Sum of Squares 0.4423644663 0.4433221732 0.453587353 Root Final Prediction Error 0.4470490071 . . Root Mean Squared Error 0.444712905 0.4433221732 0.453587353 Schwarz's Bayesian Criterion 1723.4143352 . . Sum of Squared Errors 557.31464223 422.54928096 443.99012851 Sum of Case Weights Times Freq 2848 2150 2158 Misclassification Rate 0.3174157303 0.32 0.3271547729 Total Profit for BAD 452 342 361 Average Profit for BAD 0.3174157303 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Imputation tables:
Order: Impute first then replace
Default imputation values:
Fit Statistic Training Validation Test Akaike's Information Criterion 1629.9090278 . . Average Squared Error 0.1970110346 0.1951690659 0.2031285138 Average Error Function 0.5701927766 0.563726985 0.5848042941 Degrees of Freedom for Error 1421 . . Model Degrees of Freedom 3 . . Total Degrees of Freedom 1424 . . Divisor for ASE 2848 2150 2158 Error Function 1623.9090278 1212.0130178 1262.0076667 Final Prediction Error 0.1978428897 . . Maximum Absolute Error 0.9961446637 0.9638925947 0.9630574649 Mean Square Error 0.1974269621 0.1951690659 0.2031285138 Sum of Frequencies 1424 1075 1079 Number of Estimate Weights 3 . . Root Average Sum of Squares 0.4438592508 0.4417794312 0.4506978077 Root Final Prediction Error 0.4447953347 . . Root Mean Squared Error 0.4443275393 0.4417794312 0.4506978077 Schwarz's Bayesian Criterion 1645.692703 . . Sum of Squared Errors 561.08742643 419.61349161 438.35133286 Sum of Case Weights Times Freq 2848 2150 2158 Misclassification Rate 0.3244382022 0.3227906977 0.3225208526 Total Profit for BAD 452 342 361 Average Profit for BAD 0.3174157303 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Optimization plot:
Fit Statistic Training Validation Test [ TARGET=BAD ] . . . Average Profit 0.27 0.27 0.29 Misclassification Rate 0.27 0.28 0.29 Average Error 0.53 0.54 0.57 Average Squared Error 0.18 0.19 0.19 Sum of Squared Errors 606.46 465.14 486.79 Root Average Squared Error 0.43 0.43 0.44 Root Final Prediction Error 0.45 . . Root Mean Squared Error 0.44 0.43 0.44 Error Function 1785.49 1364.36 1426.57 Mean Squared Error 0.19 0.19 0.19 Maximum Absolute Error 0.98 0.95 0.97 Final Prediction Error 0.20 . . Divisor for ASE 3348.00 2510.00 2510.00 Model Degrees of Freedom 96.00 . . Degrees of Freedom for Error 1578.00 . . Total Degrees of Freedom 1674.00 . . Sum of Frequencies 1674.00 1255.00 1255.00 Sum Case Weights * Frequencies 3348.00 2510.00 2510.00 Akaike's Information Criterion 1977.49 . . Schwarz's Baysian Criterion 2498.09 . .
Confusion Matrix (Assessed Partition=VALIDATION)
Model assessment plot:
Fit Statistic Training Validation Test Average Squared Error 0.22 0.22 0.22 Sum of Squared Errors 617.06 466.39 481.08 Root Average Squared Error 0.47 0.47 0.47 Maximum Absolute Error 0.68 0.68 0.68 Divisor for ASE 2848.00 2150.00 2158.00 Total Degrees of Freedom 1424.00 . . Misclassification Rate 0.32 0.32 0.33 Number of Estimated Weights 1.00 . . Sum of Frequencies 1424.00 1075.00 1079.00 Sum Case Weights * Frequencies 2848.00 2150.00 2158.00
LEAF
ID N V N % V 1 % V 0 % 1 % 0
1 1424 1075 31.81 68.19 31.74 68.26
Target information
Name: BAD
Label:
Measurement: binary
Tree settings
Confusion Matrix (Assessed Partition=VALIDATION)
Data sets:
Fit Statistic Training Validation Test Akaike's Information Criterion 1572.4632967 . . Average Squared Error 0.1960866071 0.1996476961 0.2120835677 Average Error Function 0.5680694614 0.5759982067 0.6101011668 Degrees of Freedom for Error 1373 . . Model Degrees of Freedom 4 . . Total Degrees of Freedom 1377 . . Divisor for ASE 2754 2150 2158 Error Function 1564.4632967 1238.3961444 1316.5983179 Final Prediction Error 0.1972291365 . . Maximum Absolute Error 0.9967935362 0.9628342136 0.9667716885 Mean Square Error 0.1966578718 0.1996476961 0.2120835677 Sum of Frequencies 1377 1075 1079 Number of Estimate Weights 4 . . Root Average Sum of Squares 0.4428166744 0.4468195341 0.4605253171 Root Final Prediction Error 0.444104871 . . Root Mean Squared Error 0.4434612405 0.4468195341 0.4605253171 Schwarz's Bayesian Criterion 1593.3739467 . . Sum of Squared Errors 540.02251594 429.24254659 457.67633916 Sum of Case Weights Times Freq 2754 2150 2158 Misclassification Rate 0.3180827887 0.311627907 0.3382761816 Total Profit for BAD 436 342 361 Average Profit for BAD 0.3166303558 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Statistic Label of Statistic TRAINING1 TRAINING2 TRAINING3 _STAGE_ Training Stage 0.00 1.00 2.00 _SSE_ Sum of Squared Errors 590.59 589.46 588.62 _RMSE_ Root Mean Squared Error 0.66 0.66 0.66 _ACCU_ Accuracy 68.34 68.41 68.41 _AIC_ Akaike's Information Criterion -1151.68 -1140.32 -1128.28 _SBC_ Schwarz's Bayesian Criterion -1115.09 -1067.13 -1018.50 _PROF_ Total Profit 436.00 436.00 436.00 _APROF_ Average Profit 0.32 0.32 0.32 _IC_ Investment Cost 0.00 0.00 0.00 _ROI_ Return on Investment 0.00 0.00 0.00
Confusion Matrix (Assessed Partition=VALIDATION)
Fit Statistic Training Validation Test Akaike's Information Criterion 1644.3102145 . . Average Squared Error 0.1946745954 0.1965702018 0.2063636757 Average Error Function 0.5647156652 0.5673141164 0.5925956925 Degrees of Freedom for Error 1406 . . Model Degrees of Freedom 18 . . Total Degrees of Freedom 1424 . . Divisor for ASE 2848 2150 2158 Error Function 1608.3102145 1219.7253502 1278.8215045 Final Prediction Error 0.1996591512 . . Maximum Absolute Error 0.9970106777 0.9587972272 0.956642827 Mean Square Error 0.1971668733 0.1965702018 0.2063636757 Sum of Frequencies 1424 1075 1079 Number of Estimate Weights 18 . . Root Average Sum of Squares 0.4412194413 0.443362382 0.4542726887 Root Final Prediction Error 0.4468323525 . . Root Mean Squared Error 0.4440347659 0.443362382 0.4542726887 Schwarz's Bayesian Criterion 1739.0122662 . . Sum of Squared Errors 554.43324776 422.62593388 445.3328121 Sum of Case Weights Times Freq 2848 2150 2158 Misclassification Rate 0.3153089888 0.3172093023 0.3299351251 Total Profit for BAD 452 342 361 Average Profit for BAD 0.3174157303 0.3181395349 0.3345690454
Confusion Matrix (Assessed Partition=VALIDATION)
Optimization plot:
Fit Statistic Training Validation Test [ TARGET=BAD ] . . . Average Profit 0.27 0.27 0.29 Misclassification Rate 0.25 0.27 0.30 Average Error 0.53 0.54 0.57 Average Squared Error 0.18 0.18 0.20 Sum of Squared Errors 593.31 458.31 490.37 Root Average Squared Error 0.42 0.43 0.44 Root Final Prediction Error 0.45 . . Root Mean Squared Error 0.44 0.43 0.44 Error Function 1769.56 1358.03 1440.46 Mean Squared Error 0.19 0.18 0.20 Maximum Absolute Error 0.99 0.99 0.98 Final Prediction Error 0.20 . . Divisor for ASE 3348.00 2510.00 2510.00 Model Degrees of Freedom 115.00 . . Degrees of Freedom for Error 1559.00 . . Total Degrees of Freedom 1674.00 . . Sum of Frequencies 1674.00 1255.00 1255.00 Sum Case Weights * Frequencies 3348.00 2510.00 2510.00 Akaike's Information Criterion 1999.56 . . Schwarz's Baysian Criterion 2623.20 . .
Confusion Matrix (Assessed Partition=VALIDATION)
Model assessment plot:
Fit Statistic Training Validation Test Average Squared Error 0.22 0.22 0.22 Sum of Squared Errors 617.06 466.39 481.08 Root Average Squared Error 0.47 0.47 0.47 Maximum Absolute Error 0.68 0.68 0.68 Divisor for ASE 2848.00 2150.00 2158.00 Total Degrees of Freedom 1424.00 . . Misclassification Rate 0.32 0.32 0.33 Number of Estimated Weights 1.00 . . Sum of Frequencies 1424.00 1075.00 1079.00 Sum Case Weights * Frequencies 2848.00 2150.00 2158.00
LEAF
ID N V N % V 1 % V 0 % 1 % 0
1 1424 1075 31.81 68.19 31.74 68.26
Target information
Name: BAD
Label:
Measurement: binary
Tree settings
Confusion Matrix (Assessed Partition=VALIDATION)
End Report