This command is available with the Predictive Analytics Module. Click here for more information about how to activate the module.
For the chart for a training data set, each point on the chart represents a distinct fitted event probability. The highest event probability is the first point on the chart and appears leftmost. The other points on the chart are in order of decreasing event probability.
where is the number of rows where the fitted probability is greater than the threshold and N is the total number of rows. For details on the thresholds, go to Methods and Formulas for the Receiver Operating Characteristic (ROC) curve chart for Fit Model and Discover Key Predictors with TreeNet® Classification.
Use the same steps as the training set case, but calculate the event probabilities from the cases for the test set.
Use the same steps as the training data set procedure, but calculate the event probabilities from the cases for the cross-validated data.