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Tips:Gini Coefficient in SAS

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Gini coefficient is one of the many model statistics which is commonly used in data mining. However, it is not a part of the the proc logistic outputs. Most fortunately, Gini coefficient can be calculated easily by taking twice the c statistics and substracting 1 from it.

Gini = 2*C statistics - 1

Hope this will help those who need it.

Submitted by Murphy Choy from Singapore. Contact me at my Discussion Page.

ROC Analysis Gini Index