Help understanding how Lift curves are calculated

SDF1 — Wed, 29 May 2019 18:10:37 GMT

Dear JMPers,

(computer details: I have JMP Pro 14 on a W7 Enterprise, 64-bit computer.)

I am trying to better understand how JMP actually calculates a Lift curve. I understand conceptually the ROC and Lift curves, but I'm having a hard time calculating a Lift curve myself. The JMP help/support page (https://www.jmp.com/support/help/14-2/lift-curve.shtml#1276958) isn't all that helpful in understanding how it takes the probability column from your prediction and turning it into a Lift curve. I have a table where I've sorted it according to the probability that the outcome is True based on my model, and want to now calculate "by hand" (i.e. using a column formula or multiple columns) the Lift curve. It would be great to actually see an example.

Any help on this is much appreciated.

Thanks!,

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Help understanding how Lift curves are calculated