Variable Binning (X1)

Variable Binning X1; The SGRender Procedure WoE Bad Good 5 4 3 2 1 Group Final 1 2 3 4 5 Group Fine (IV=2.822) -10.0 -7.5 -5.0 -2.5 0.0 WoE Fine Binning (WoE) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Group Coarse (IV=2.700) 0 25,000 50,000 75,000 100,000 125,000 Bin Count Coarse Binning (WoE) The SGRender Procedure WoE Bad Good 5 4 3 2 1 Group Final Good = 79,305 Good = 4,509 Good = 3,246 Good = 360 Good = 0 Bad = 43,044 Bad = 4,225 Bad = 14,232 Bad = 8,379 Bad = 17,480 WoE = 0.610 WoE = 0.064 WoE = 0.064 WoE = -1.479 WoE = -1.479 WoE = -3.148 WoE = -3.148 WoE = -10.463 WoE = 0.610 WoE = 0.064 WoE = -1.479 WoE = -3.148 WoE = -10.463 1 2 3 4 5 Group Fine (IV=2.822) -10.0 -7.5 -5.0 -2.5 0.0 WoE Fine Binning (WoE) Good = 5,576 Bad = 3,173 Good = 5,797 Bad = 2,942 Good = 5,728 Bad = 3,029 Good = 5,412 Bad = 3,330 Good = 5,523 Bad = 3,187 Good = 5,561 Bad = 3,189 Good = 5,623 Bad = 3,125 Good = 6,195 Bad = 2,483 Good = 5,536 Bad = 3,195 Good = 5,476 Bad = 3,237 Good = 5,769 Bad = 2,946 Good = 5,515 Bad = 3,336 Good = 5,761 Bad = 2,980 Good = 5,833 Bad = 2,892 Good = 4,509 Bad = 4,225 Good = 1,221 Bad = 7,515 Good = 2,025 Bad = 6,717 Good = 360 Bad = 8,379 Good = 0 Bad = 8,741 Good = 0 Bad = 8,739 WoE = 0.914 WoE = 0.502 WoE = 0.502 WoE = 0.525 WoE = 0.525 WoE = 0.549 WoE = 0.549 WoE = 0.555 WoE = 0.555 WoE = 0.636 WoE = 0.636 WoE = 0.671 WoE = 0.671 WoE = 0.701 WoE = 0.701 WoE = 0.659 WoE = 0.659 WoE = 0.678 WoE = 0.678 WoE = 0.587 WoE = 0.587 WoE = 0.563 WoE = 0.563 WoE = 0.549 WoE = 0.549 WoE = 0.485 WoE = -1.200 WoE = -1.818 WoE = -9.769 WoE = -9.770 WoE = 0.563 WoE = 0.678 WoE = 0.636 WoE = 0.485 WoE = 0.549 WoE = 0.555 WoE = 0.587 WoE = 0.914 WoE = 0.549 WoE = 0.525 WoE = 0.671 WoE = 0.502 WoE = 0.659 WoE = 0.701 WoE = 0.064 WoE = -1.818 WoE = -1.200 WoE = -3.148 WoE = -9.770 WoE = -9.769 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Group Coarse (IV=2.700) 0 25,000 50,000 75,000 100,000 125,000 Bin Count Coarse Binning (WoE)

X1 (Coarse Binning)

Label (Coarse) Group Total Bad Good Percent Bad Rate Good Rate WoE IV
[01] (-INF, -0.9979] 1 8,678 2,483 6,195 4.97% 28.61% 71.39% 0.914 0.039
[02] (-0.9979, -0.9926]   8,851 3,336 5,515 5.06% 37.69% 62.31% 0.502 0.012
[03] (-0.9926, -0.9841]   8,713 3,237 5,476 4.99% 37.15% 62.85% 0.525 0.013
[04] (-0.9841, -0.9723]   8,710 3,187 5,523 4.98% 36.59% 63.41% 0.549 0.015
[05] (-0.9723, -0.9567]   8,750 3,189 5,561 5.01% 36.45% 63.55% 0.555 0.015
[06] (-0.9567, -0.9373]   8,757 3,029 5,728 5.01% 34.59% 65.41% 0.636 0.020
[07] (-0.9373, -0.9148]   8,715 2,946 5,769 4.99% 33.80% 66.20% 0.671 0.022
[08] (-0.9148, -0.8880]   8,725 2,892 5,833 4.99% 33.15% 66.85% 0.701 0.024
[09] (-0.8880, -0.8574]   8,741 2,980 5,761 5.00% 34.09% 65.91% 0.659 0.021
[10] (-0.8574, -0.8234]   8,739 2,942 5,797 5.00% 33.67% 66.33% 0.678 0.022
[11] (-0.8234, -0.7852]   8,748 3,125 5,623 5.01% 35.72% 64.28% 0.587 0.017
[12] (-0.7852, -0.7438]   8,749 3,173 5,576 5.01% 36.27% 63.73% 0.563 0.015
[13] (-0.7438, -0.6978]   8,731 3,195 5,536 5.00% 36.59% 63.41% 0.549 0.015
[14] (-0.6978, -0.6470]   8,742 3,330 5,412 5.00% 38.09% 61.91% 0.485 0.012
[15] (-0.6470, -0.5772] 2 8,734 4,225 4,509 5.00% 48.37% 51.63% 0.064 0.000
[16] (-0.5772, -0.4559] 3 8,742 6,717 2,025 5.00% 76.84% 23.16% -1.200 0.064
[17] (-0.4559, -0.3126]   8,736 7,515 1,221 5.00% 86.02% 13.98% -1.818 0.131
[18] (-0.3126, -0.1404] 4 8,739 8,379 360 5.00% 95.88% 4.12% -3.148 0.289
[19] (-0.1404, 0.0632] 5 8,739 8,739 0 5.00% 100.00% 0.00% -9.769 0.977
[20] (0.0632 , +INF)   8,741 8,741 0 5.00% 100.00% 0.00% -9.770 0.978
TOTAL   174,780 87,360 87,420 100.00% 49.98% 50.02%   2.700

X1 (Fine Binning)

Label (Fine) Group Total Bad Good Percent Bad Rate Good Rate WoE IV
[01] (-INF, -0.6470] 1 122,349 43,044 79,305 70.00% 35.18% 64.82% 0.610 0.253
[02] (-0.6470, -0.5772] 2 8,734 4,225 4,509 5.00% 48.37% 51.63% 0.064 0.000
[03] (-0.5772, -0.3126] 3 17,478 14,232 3,246 10.00% 81.43% 18.57% -1.479 0.186
[04] (-0.3126, -0.1404] 4 8,739 8,379 360 5.00% 95.88% 4.12% -3.148 0.289
[05] (-0.1404 , +INF) 5 17,480 17,480 0 10.00% 100.00% 0.00% -10.463 2.093
TOTAL   174,780 87,360 87,420 100.00% 49.98% 50.02%   2.822

Information Value by Group Step

Information Value by Group Step; The SGPlot Procedure 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Number of Group 0.0 0.5 1.0 1.5 2.0 2.5 Information Value Select IV The SGPlot Procedure STEP = 1 IV = 0.000 STEP = 2 IV = 2.138 STEP = 2 IV = 2.138 STEP = 3 IV = 2.732 STEP = 3 IV = 2.732 STEP = 4 IV = 2.807 STEP = 4 IV = 2.807 STEP = 5 IV = 2.822 STEP = 5 IV = 2.822 STEP = 6 IV = 2.831 STEP = 6 IV = 2.831 STEP = 7 IV = 2.836 STEP = 7 IV = 2.836 STEP = 8 IV = 2.837 STEP = 8 IV = 2.837 STEP = 9 IV = 2.838 STEP = 9 IV = 2.838 STEP = 10 IV = 2.839 STEP = 10 IV = 2.839 STEP = 11 IV = 2.839 STEP = 11 IV = 2.839 STEP = 12 IV = 2.839 STEP = 12 IV = 2.839 STEP = 13 IV = 2.839 STEP = 13 IV = 2.839 STEP = 14 IV = 2.839 STEP = 14 IV = 2.839 STEP = 15 IV = 2.839 STEP = 15 IV = 2.839 STEP = 16 IV = 2.839 STEP = 16 IV = 2.839 STEP = 17 IV = 2.839 STEP = 17 IV = 2.839 STEP = 18 IV = 2.839 STEP = 18 IV = 2.839 STEP = 19 IV = 2.839 STEP = 19 IV = 2.839 STEP = 20 IV = 2.700 STEP = 5 Select = 2.822 X = 5 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Number of Group 0.0 0.5 1.0 1.5 2.0 2.5 Information Value Select IV

PROC FORMAT;

/* X1 */

VALUE X1F
LOW - -0.6470 = '[01] (-INF, -0.6470]'
-0.6470< - -0.5772 = '[02] (-0.6470, -0.5772]'
-0.5772< - -0.3126 = '[03] (-0.5772, -0.3126]'
-0.3126< - -0.1404 = '[04] (-0.3126, -0.1404]'
-0.1404< - HIGH = '[05] (-0.1404 , +INF)' ;RUN;