Weight of Evidence

Definition

Weight of Evidence is a variable transformation applied to characteristics

Formula

$w_{ij} = log( \frac{ \frac{g_{ij}} {G_j} } {\frac{b_{ij}} {B_j}} )$

where

• $g_{ij}$ is the number of goods with attribute i of characteristic j
• $b_{ij}$ is the number of bads with attribute i of characteristic j
• $G_{j}$ is the are total numbers of goods in the sample with characteristic j
• $B_{j}$ is the are total numbers of bads in the sample with characteristic j