smbinning.logitrank {smbinning}

Logistic Regression Ranking

Description

It runs all the possible logistic models for a given set of characteristics (chr) and then rank them from highest to lowest performance based on AIC. Important Note: This function may take time depending on the datset size and number of variables used in it. The user should run it at the end of the modeling process once variables have been pre-selected in previous steps.

Usage

smbinning.logitrank(y, chr, df)

Arguments

y

Binary dependent variable.

chr

Vector with the characteristics (independent variables).

df

Data frame.

Value

The command smbinning.logitrank returns a table with the combination of characteristics and their corresponding AIC and deviance. The table is ordered by AIC from lowest (best) to highest.

Examples

# Load library and its dataset
library(smbinning) # Load package and its data

# Example: Best combination of characteristics
smbinning.logitrank(y="fgood",chr=c("chr1","chr2","chr3"),df=smbsimdf3)