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Measures Of Population Stability and Instability

Author

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  • Tom, Daniel

Abstract

A popularly used PSI treats all variables as categorical, regardless of bin ordering. Also, bin boundaries and the number of bins could affect the PSI quantity. We build our PSI without requiring binning, distinguishes numeric shifts from categorical redistribution, and unify the two for mixed numeric/categorical variables.

Suggested Citation

  • Tom, Daniel, 2022. "Measures Of Population Stability and Instability," MPRA Paper 117818, University Library of Munich, Germany, revised 04 Jul 2023.
    • Handle: RePEc:pra:mprapa:117818
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    File URL: https://mpra.ub.uni-muenchen.de/117818/1/Measures_of_Population_Stability%2020230704.pdf
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    More about this item

    Keywords

    Modeling; Time; Vintage; Shift; Redistribution; Stability; Instability; Mid-CDF; Jensen-Shannon; AABC; PSI; Numeric; Missing; Mixed; Ordinal; Categorical;
    All these keywords.

    JEL classification:

    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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