Measures Of Population Stability and Instability

Daniel Tom

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Modeling; Time; Vintage; Shift; Redistribution; Stability; Instability; Mid-CDF; Jensen-Shannon; AABC; PSI; Numeric; Missing; Mixed; Ordinal; Categorical (search for similar items in EconPapers)
JEL-codes: C65 (search for similar items in EconPapers)
Date: 2022-01-01, Revised 2023-07-04
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:117818

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