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