m*******e
发帖数: 44 | 1 Hi Can Somebody help me out with some question about CHAID? Thanks in
advance. (sorry, I cannot type Chinese)
1. Can CHAID be used when dependent variable is continuous?
2. Can you have examples that can show me how to use CHAID to find the
potential interactions between explanatory factors based on the "tree" graph
?
3. Can CART be used to ID the potential interations?
Really appreciate. |
|
w**********y
发帖数: 1691 | 2 CART by default uses gini index as critical for splitting, while CHAID uses
Chi-square; CART generates a binary tree, while CHAID allows mutli branches
. For some reasons, CHAID has been popularly used in commercial banks.
However, both of them are only greedy algorithms.
It is not hard to enforce monotonicity in a tree or boosting tree model.
Monotonic spline regression is also used, as I know, in some big insurance
companies.
During the interview process, it is important to fig out the level ... 阅读全帖 |
|
w******t
发帖数: 471 | 3 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 4 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 5 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 6 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 7 Please IM me if you are interested.
JOB DESCRIPTION – Risk Modeling Statistician
POSITION DESCRIPTION
• Provide statistical analytics supports to credit risk, fraud
detection, and other operation in the consumer lending business.
• Develop risk management models and strategies.
QUALIFICATION REQUIREMENTS
• Master’s Degree in a quantitative discipline of Statistics or Math
or Bachelor Degree in Statistics or Math with 2-6 years’ experience in
financial risk analysis.
• 2-6... 阅读全帖 |
|
w******t
发帖数: 471 | 8 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
|
w******t
发帖数: 471 | 9 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 10 Please IM me if you are interested.
JOB DESCRIPTION – Risk Modeling Statistician
POSITION DESCRIPTION
• Provide statistical analytics supports to credit risk, fraud
detection, and other operation in the consumer lending business.
• Develop risk management models and strategies.
QUALIFICATION REQUIREMENTS
• Master’s Degree in a quantitative discipline of Statistics or Math
or Bachelor Degree in Statistics or Math with 2-6 years’ experience in
financial risk analysis.
• 2-6... 阅读全帖 |
|
s**********y
发帖数: 38 | 11 非常感谢! 请问还有别的软件吗? 公司要求GLM, LOGISTIC REGRESSION , CART,
我会点CHAID. 请问cart 跟CHAID 差不多吗? |
|
c***z
发帖数: 6348 | 12 My understanding for CART vs CHAID is that CART uses the aggressors, while
CHAID uses the predicted responses to split.
Could not find a reference now...
Nice to know spline, learned something new. :)
Otherwise, I agree with weekendsunny totally. |
|
w******t
发帖数: 471 | 13 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senior... 阅读全帖 |
|
w******t
发帖数: 471 | 14 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senior... 阅读全帖 |
|
w******t
发帖数: 471 | 15 Please IM me if you are interested.
JOB DESCRIPTION – Risk Modeling Statistician
POSITION DESCRIPTION
• Provide statistical analytics supports to credit risk, fraud
detection, and other operation in the consumer lending business.
• Develop risk management models and strategies.
QUALIFICATION REQUIREMENTS
• Master’s Degree in a quantitative discipline of Statistics or Math
or Bachelor Degree in Statistics or Math with 2-6 years’ experience in
financial risk analysis.
• 2-6... 阅读全帖 |
|
w******t
发帖数: 471 | 16 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
w******t
发帖数: 471 | 17 Hi, there:
Here we have a risk analytics/modeling position open in Chicago downtown
area. The company is a top consumer lending company in sub-prime area
. We are looking for analytics professional with background in statistics,
SAS, risk modeling (experience preferred but not required.)
Company prefer candidates who already has H1B and may sponsor green card
later. However, if the candidate has good background, we also welcome
candidates who have not applied H1B yet.
JOB DESCRIPTION – Senio... 阅读全帖 |
|
R*********9
发帖数: 342 | 18 Job ID: 875797
Decision Scientist
http://careers.microsoft.com/careers/en/gbl/home.aspx
Decision Scientist
Interested in working on strategic initiatives that allow for creativity and
room for growth? Are you an expert in statistical analysis? Are you a
strong believer in using data to drive the best business decisions? Are you
passionate about your work and believe you can make a difference?
The Risk Analytics team is responsible for evaluating online transactions
for potential fraud. Our job... 阅读全帖 |
|
TX
发帖数: 468 | 19 JOB RESPONSIBILITIES:
Extract data from various sources.
Design and program SAS/SQL code to prepare data for analysis and modeling.
Document existing and new SAS and SQL code processes.
Utilize database knowledge, programming skills and data manipulation / query
tools to produce actionable reports (e.g. list counts, ad hoc queries,
campaign summary reports, etc.) to meet client needs.
Conducts data and analytically-intensive tasks necessary to generate
analytic insights and recommendations to en... 阅读全帖 |
|
TX
发帖数: 468 | 20 JOB RESPONSIBILITIES:
Extract data from various sources.
Design and program SAS/SQL code to prepare data for analysis and modeling.
Document existing and new SAS and SQL code processes.
Utilize database knowledge, programming skills and data manipulation / query
tools to produce actionable reports (e.g. list counts, ad hoc queries,
campaign summary reports, etc.) to meet client needs.
Conducts data and analytically-intensive tasks necessary to generate
analytic insights and recommendations to en... 阅读全帖 |
|
TX
发帖数: 468 | 21 主要要求：经济, 统计, 及其他定量分析硕士毕业, 学过统计课程, 熟悉SAS编程, 接
触过SQL, 熟练英语, 如果感兴趣， 请把中文或英文简历发到 X*****[email protected]
统计分析师 Statistical Analyst - Beijing
Company: Javelin / Enterprise Spectrum （Headquarter in Dallas，USA）， An
Omnicom Group Inc. (宏盟集团) agency
Website： http://www.javelinmarketinggroup.com/ or http://www.enterprisespectrum.com/
Job Type: Full-Time
Start date：July - Sept， 2011
City: Beijing
OFFICE LOCATION:
北京市朝阳区百子湾路16号 邮编：100022
SUMMARY:
Enterprise Spectrum can provide... 阅读全帖 |
|
E***X
发帖数: 885 | 22 I posted this for Jason, the best recruiter I have ever met. Please contact
him directly at h*[email protected].
Work for an International Management Consulting Company as a “Sr. Business
Intelligence Analytics Analyst”
The Sr. Analyst will be assigned to work at major banks such as Bank of
America, Wells Fargo, CitiBank, Fannie Mae, and Freddie Mac in the area of
structured financial products such as MBS, CDO, CDS, CMO, Fixed Income
Derivatives, etc.
Our client seeks candidates with banking... 阅读全帖 |
|
R*********9
发帖数: 342 | 23 Job ID: 875797
Decision Scientist
http://careers.microsoft.com/careers/en/gbl/home.aspx
Decision Scientist
Interested in working on strategic initiatives that allow for creativity and
room for growth? Are you an expert in statistical analysis? Are you a
strong believer in using data to drive the best business decisions? Are you
passionate about your work and believe you can make a difference?
The Risk Analytics team is responsible for evaluating online transactions
for potential fraud. Our job... 阅读全帖 |
|
R*********9
发帖数: 342 | 24 Job ID:875790
Decision Scientist
http://careers.microsoft.com/careers/en/gbl/home.aspx
Interested in working on strategic initiatives that allow for creativity and
room for growth? Are you an expert in statistical analysis? Are you a
strong believer in using data to drive the best business decisions? Are you
passionate about your work and believe you can make a difference?
The Risk Analytics team is responsible for evaluating online transactions
for potential fraud. Our job is to provide quanti... 阅读全帖 |
|
n**m
发帖数: 4 | 25 如有兴趣，请联系如下联系人：
Jason Hung Vu
The Leverage Group
139 East 23rd Street
New York, NY 10010
Ph. 212-330-6400
Alternate Cell number for out of office: 201-839-6319
Send me a LinkedIn invitation: http://www.linkedin.com/in/hungvunewyork
职位信息如下：
#1 Job Description (4 positions at trading firms and broker-dealers)
Position: Quantitative Analytics Researcher II in the Portfolio Analytics
Group of Financial Engineering
Location: Boston or New York City
Position Description:
Working in a strong team whic... 阅读全帖 |
|
E***X
发帖数: 885 | 26 I posted this for Jason, the best recruiter I have ever met. Please contact
him directly at h*[email protected].
Work for an International Management Consulting Company as a “Sr. Business
Intelligence Analytics Analyst”
The Sr. Analyst will be assigned to work at major banks such as Bank of
America, Wells Fargo, CitiBank, Fannie Mae, and Freddie Mac in the area of
structured financial products such as MBS, CDO, CDS, CMO, Fixed Income
Derivatives, etc.
Our client seeks candidates with banking... 阅读全帖 |
|
i******y
发帖数: 21 | 27 Our clients, the top management consulting firms, working for international
banks in the Capital Markets and Banking group are seeking:
The Analytics and Business Intelligence Group is responsible for the
design and development of complex, profile based,analytics. The group
performs
business analysis functions with a strong emphasis on designing analytical
models,
and management reporting within the operations and compliance functions for
the
financial services industry.
Summary of the Role:
The... 阅读全帖 |
|
TX
发帖数: 468 | 28 主要要求：经济, 统计, 及其他定量分析硕士毕业, 学过统计课程, 熟悉SAS编程, 接
触过SQL, 熟练英语, 如果感兴趣， 请把中文或英文简历发到 X*****[email protected]
统计分析师 Statistical Analyst - Beijing
Company: Javelin / Enterprise Spectrum （Headquarter in Dallas，USA）， An
Omnicom Group Inc. (宏盟集团) agency
Website： http://www.javelinmarketinggroup.com/ or http://www.enterprisespectrum.com/
Job Type: Full-Time
Start date：July - Sept， 2011
City: Beijing
OFFICE LOCATION:
北京市朝阳区百子湾路16号 邮编：100022
SUMMARY:
Enterprise Spectrum can provide... 阅读全帖 |
|
TX
发帖数: 468 | 29 JOB RESPONSIBILITIES:
Extract data from various sources.
Design and program SAS/SQL code to prepare data for analysis and modeling.
Document existing and new SAS and SQL code processes.
Utilize database knowledge, programming skills and data manipulation / query
tools to produce actionable reports (e.g. list counts, ad hoc queries,
campaign summary reports, etc.) to meet client needs.
Conducts data and analytically-intensive tasks necessary to generate
analytic insights and recommendations to en... 阅读全帖 |
|
|
o******6
发帖数: 538 | 31 ☆─────────────────────────────────────☆
beehappy (快乐蜜蜂) 于 (Fri Mar 6 15:28:24 2009) 提到:
下周有个电话面试，是我们LOCAL一家医疗保险公司，招一个4,5年经验的STATISTICIAN
，非PHD。我有过几年SAS PROGRAMMER经验，但是统计分析这块稍差点，不知一般要问
什么。JOB DESCRIPTION上写要求Experienced in using SAS to perform
multivariate analysis including regression model building, cluster analysis
(e.g. CART, CHAID, Two-Step, etc), and discriminant analysis
有人能给点信息吗？多谢
☆─────────────────────────────────────☆
doublefish (doublefish) 于 (Fri Mar 6 16:32:09 2009) 提到:
i |
|
|
l*********s
发帖数: 5409 | 33 CHAID is one of decision tree techniques. |
|
s**********y
发帖数: 38 | 34 Thank you very much for your suggestion.
My dependent variable is binary(1,0), I changed to (yes,no).It still doesn't
work. I use Factor function too. It works if I use method="anova". But this
is not CART, right?
I am trying to use Clementine. Is C&R tree CART? Which one is using Chaid?
Is there any video tutor I can learn how to use it? |
|
A*******s
发帖数: 3942 | 35 proc arboretum 就只是decision tree而已，比如说cart和chaid。我觉得是重写了代
码的，因为速度很快。手头没有别的data mining工具做比较，但是比weka之流的快N倍
。应该不是封装其他procedure这么简单。 |
|
A*******s
发帖数: 3942 | 36 i know there is a SAS macro for CHAID. Not sure if it can handle large
dataset.
decision
object |
|
d*******o
发帖数: 493 | 37 SAS is the good choice for large scale data. A 64bit SAS has excellent
memory management and basically can handle any size of datasets.
SAS 9.2 licenses PROC ARBORETUM, which is the foundation of SAS EM Decision
Tree Node. It supports AID, CHAID, XAID and CRT and code generation. It may
be used to train data and produce rules. |
|
d*******o
发帖数: 493 | 38 I agree with 2nd floor. Logistical regression is very popular in direct
marketing.
However, your question is identify '通过寄送catalog而增长的用户', not
whether this direct marketing method is effective or not. Now your target
variable has four levels: solicit and response; solicit and no-response;
ignore and response; ignore and no-response. Each has its expected profit(
revenue - campaign cost), negative or positive. Decision tree, such as CHAID
, may be a good choice to build rules.
Once you train and |
|
d*******o
发帖数: 493 | 39 (1)Logistic regression: I bet the dataset is heterogeneous(categorical +
numerous) and many values are missing. Have to do a lot of variable
aggregation, transformation and imputation. Amazingly still many ppl in
direct marketing are using it. Simply don't know why.
(2)Decision tree: CART/CHAID/C5.0/boosting and bagging
(3)SVM: way too slow. To run 50k+50K would kill most machines.
(4)Neural network: hard to explain.
Conclusion: the final predicative model would be an assemble of multiple
decis |
|
TX
发帖数: 468 | 40 Statistical Analyst position in Dallas area
Advertising / Marketing industry
Main Requirement: SAS Data Step, SAS Macro, SQL
Master in Applied Statistics/Economics/Marketing
If interested, please PM
JOB RESPONSIBILITIES:
Extract data from various sources.
Design and program SAS/SQL code to prepare data for analysis and modeling.
Document existing and new SAS and SQL code processes.
Utilize database knowledge, programming skills and data manipulation / query
tools to produce actionable reports (e... 阅读全帖 |
|
A*******s
发帖数: 3942 | 41 来自主题: Statistics版 - 请教... 偷懒地请教一下，这个方法和CHAID有啥区别和联系？谢谢了 |
|
TX
发帖数: 468 | 42 主要要求：经济, 统计, 及其他定量分析硕士毕业, 学过统计课程, 熟悉SAS编程, 接
触过SQL, 熟练英语, 如果感兴趣， 请把中文或英文简历发到 X*****[email protected]
统计分析师 Statistical Analyst - Beijing
Company: Javelin / Enterprise Spectrum （Headquarter in Dallas，USA）， An
Omnicom Group Inc. (宏盟集团) agency
Website： http://www.javelinmarketinggroup.com/ or http://www.enterprisespectrum.com/
Job Type: Full-Time
Start date：July - Sept， 2011
City: Beijing
OFFICE LOCATION:
北京市朝阳区百子湾路16号 邮编：100022
SUMMARY:
Enterprise Spectrum can provide... 阅读全帖 |
|
A*******s
发帖数: 3942 | 43 continuous-
pros: simple, only 1 df
cons: may not have linear relationship, doesn't make sense sometimes
catogorical-
pros: fit data better, makes sense
cons: for m-level variable, u have m-1 df, could be overfitting. when m is
too large, cannot have stable estimates for different intercepts. hard to
implement it in production
something in between-
treat it as ordinal/categorical and do binning, grouping or clustering
levels by using bivariate relationship (between Y and X). CART, CHAID,
Greenac... 阅读全帖 |
|
a****g
发帖数: 8131 | 44 看你的目的了
要不要试试cart或者chaid |
|
z**********i
发帖数: 12276 | 45 没用过CART或CHAID,能给展开讲讲吗?
多谢!! |
|
D*********Y
发帖数: 3382 | 46 CHAID和CART的最主要区别是不是就是一个是multi-sub nodes，一个是binary sub
nodes。
algorithm上有什么区别吗？
这个decision tree怎么来决定哪个predictor作为first layer split呢？
谢谢！ |
|
c***z
发帖数: 6348 | 47 呵呵，确实logit model应该更适合这个问题
不过tree也可以的:)
但是问题是CART算法是完全根据gini impurity来split的
所以比较差的一个方法是re-bucketing数据，不过你每次run都需要rebucket
比较好的一个方法是修改算法，除了gini最大，还要保证monotonic
更好的办法是用CHAID算法，因为它基于factor analysis: At each split, the
algorithm looks for the predictor variable that if split, most "explains"
the category response variable.
当然，可能还有更好的办法，如果你知道，请分享一下啦 |
|
r*****d
发帖数: 346 | 48 受教了。
一直以为decision tree就是decision tree, 原来CART是一种，CHAID也是一种。
还有就是spline regression,
from wiki, "I-splines can be used as basis splines for regression analysis
and data transformation when monotonicity is desired (constraining the
regression coefficients to be non-negative for a non-decreasing fit, and non
-positive for a non-increasing fit)." |
|
a*****4
发帖数: 986 | 49 有兴趣站内联系,不知道有没有人发过
Marketing Analytics Analyst
Salary to $90K
Burlington Massachusetts
Relocation Assistance Available
H1B Candidates Eligible
The Marketing Analytics Analyst will assist in designing, managing and
interpreting the results of large-scale client database analyses, including
customer profiling, segmentation studies, post-program measurement, and
other ad-hoc projects.
The successful candidate will have solid experience evaluating large amounts
of consumer data and culling out key in... 阅读全帖 |
|
a*****4
发帖数: 986 | 50 有兴趣站内联系,不知道有没有人发过
Marketing Analytics Analyst
Salary to $90K
Burlington Massachusetts
Relocation Assistance Available
H1B Candidates Eligible
The Marketing Analytics Analyst will assist in designing, managing and
interpreting the results of large-scale client database analyses, including
customer profiling, segmentation studies, post-program measurement, and
other ad-hoc projects.
The successful candidate will have solid experience evaluating large amounts
of consumer data and culling out key in... 阅读全帖 |
|
