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Sql KXEN中的回归系数_Sql_Statistics_Sas_Regression - Fatal编程技术网

Sql KXEN中的回归系数

Sql KXEN中的回归系数,sql,statistics,sas,regression,Sql,Statistics,Sas,Regression,我们正在考虑开始使用kxen在客户数据上建立逻辑回归模型。到目前为止,我们一直使用SAS和R studio,我很难清楚地理解Kxen中使用的K2R包的逻辑 1) 如果我想在sql中构建评分函数,如何从Kxen-(beta,intercept)中获得回归系数 已获取以下sql代码(随附部分代码): 选择$key、$target\u变量,强制转换((大小写) 当$target_variable我最终能够找到答案时,它出现了: 用于稳健回归的KXEN K2R引擎与SAS或R不完全可比,因为它们使用不同

我们正在考虑开始使用kxen在客户数据上建立逻辑回归模型。到目前为止,我们一直使用SAS和R studio,我很难清楚地理解Kxen中使用的K2R包的逻辑

1) 如果我想在sql中构建评分函数,如何从
Kxen-(beta,intercept)
中获得回归系数

已获取以下sql代码(随附部分代码):

选择$key、$target\u变量,强制转换((大小写)

当$target_variable我最终能够找到答案时,它出现了: 用于稳健回归的KXEN K2R引擎与SAS或R不完全可比,因为它们使用不同的逻辑。KXEN回归引擎基于使用Vapniks定理的结构风险最小化,在分数计算中转换预测值(分数未标准化)然后在不同的评分箱上使用一组逻辑斯蒂方程得到目标变量的概率,从0到1标准化。因此无法从KXEN中提取回归系数。而且评分到概率也不是严格单调函数

SELECT $key, $target_variable, CAST( (CASE 
    WHEN $target_variable <= -1.32354053933e0 THEN 0.0e0
    WHEN $target_variable <= -3.245405264555e-1 THEN 0.0e0
    WHEN $target_variable <= -3.235405393301e-1 THEN  ( 2.283134417281e-3*$target_variable+7.409696685844e-4 ) 
    WHEN $target_variable <= -2.673812457267e-1 THEN  ( 4.065409082516e-5*$target_variable+1.543635190092e-5 ) 
    WHEN $target_variable <= -"2.673250302176e-1 THEN  ( 4.057282329758e1*"$target_variable"+1.084841700789e1 ) 
    ..... [more code here]
    ELSE 0.0e0
    END) AS FLOAT )
AS PROBA0 
into [table_name]
FROM 
(
    SELECT $key, ( 2.191922889118e-2 + CAST( (CASE 
        WHEN ( "predictor1" IS NULL OR "predictor1" = ''  ) THEN -6.39011247354e-3
        WHEN "predictor1" <= -2.432307283e0 THEN -1.541583426389e-1
        WHEN "predictor1" <= 9.41313103e-1 THEN  ( 9.932069236689e-2*"predictor1"+8.742010175092e-2 ) 
        WHEN "predictor1" <= 1.696595422e0 THEN  ( 4.169961790129e-2*"predictor1""+2.454336172985e-1 ) 
        WHEN "predictor1" >= 1.696595402e0 THEN 3.16180997712e-1
        ELSE -6.39011247354e-3
    END) AS FLOAT)+
CAST( (CASE 
    WHEN ( "predictor2" IS NULL OR "predictor2" = ''  ) THEN 3.937894402762e-3
    WHEN "predictor2" <= -9.99550198e-1 THEN -2.797353866946e-2
    WHEN "predictor2" <= -1.27770581e-1 THEN  ( 2.918798485695e-2*"predictor2""+1.201317665409e-3 ) 
    WHEN "predictor2" <= 3.78487285e-1 THEN  ( 2.547969219572e-2*"predictor2"+6.997428207111e-3 ) 
    ...... [more code here]

) AS $target_varialbe FROM [table_name]
) TMPTABLE0