Skip to Content
author's profile photo Former Member
Former Member

Somers'd is been used in SAP PA as an indicator (KI). But Why?

Hello Everyone,

I have been researching on the quality metrics been used by SAP PA. and Predictive Power (Ki) model performance metric.' Ki 'which is quality metrics is actually Somers'd . But why it has been used ?

Predictive Power (Ki) corresponds to the proportion of information contained in the target variable that the explanatory variables are able to explain.

Somers' delta is a nonparametric measure of the strength and direction of association that exists between an ordinal dependent variable and an ordinal independent variable.

It is not confirmed that all the variable will ordinal ??


Can anyone have an explanation why this quality metric is been used ?

Add a comment
10|10000 characters needed characters exceeded

Assigned Tags

Related questions

2 Answers

  • Best Answer
    author's profile photo Former Member
    Former Member
    Posted on Jul 18, 2016 at 08:57 AM

    Hi Yashi,

    1. SAP BusinessObjects Predictive Analytics uses KI as a performance indicator. KI is 2*AUC - 1 and AUC is a widely used non-parametric order statistic measure. The choice of [-1, +1] values for KI instead of [0 ; 1] for AUC is that it is always easier for an non-advanced user to understand that -1 is bad and +1 is good 😉. Otherwise, optimizing a model based on KI or AUC is the same.

    2. KI or AUC , roughly speaking, measures how higher score values map to positive target values (the opposite is also true, lower scores should map to negative cases). The input variables are not always ordinal, but when their categories are ordered by their target profit (percentage of positive cases inside each category), their encoding is.

    3. I looked at the wikipedia definition of Somers-D - it seems to be equal to 2*AUC - 1 for logistic regression , which corresponds to the KI formula. Not sure though that this is always the case for any distribution.

    Add a comment
    10|10000 characters needed characters exceeded

  • Posted on Jul 18, 2016 at 08:31 AM

    Hi Yashi, can you please elaborate why you are making a relation between the KI and Somers' delta? Thanks & regards Antoine

    Add a comment
    10|10000 characters needed characters exceeded

Before answering

You should only submit an answer when you are proposing a solution to the poster's problem. If you want the poster to clarify the question or provide more information, please leave a comment instead, requesting additional details. When answering, please include specifics, such as step-by-step instructions, context for the solution, and links to useful resources. Also, please make sure that you answer complies with our Rules of Engagement.
You must be Logged in to submit an answer.

Up to 10 attachments (including images) can be used with a maximum of 1.0 MB each and 10.5 MB total.