Population Stability Index(PSI)
Updated: 2020-06-29
Population Stability Index
For each bin:
P
S
I
i
=
(
A
c
t
u
a
l
%
−
E
x
p
e
c
t
e
d
%
)
×
ln
(
A
c
t
u
a
l
%
/
E
x
p
e
c
t
e
d
%
)
PSI_i = (Actual\% - Expected\%)\times \ln(Actual\% / Expected\%)
P
S
I
i
=
(
A
c
t
u
a
l
%
−
E
x
p
e
c
t
e
d
%
)
×
ln
(
A
c
t
u
a
l
%
/
E
x
p
e
c
t
e
d
%
)
Total:
P
S
I
=
∑
(
P
S
I
i
)
PSI = \sum(PSI_i)
P
S
I
=
∑
(
P
S
I
i
)
Result:
PSI
Value Inference
<= 0.1
Insignificant change
0.1 – 0.25
minor change
> 0.25
Major shift in population