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Tips:Gini Coefficient in SAS

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The 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. Fortunately, the Gini coefficient can be calculated easily by taking twice the c statistics and subtracting 1 from it.

Gini = 2 * C statistics - 1

Hopefully this will help those who need it.


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

...Further reading: ROC Analysis and Gini Index