Documentation Example 4 for PROC HPSPLIT
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: HPSPLEX4 */
/* TITLE: Documentation Example 4 for PROC HPSPLIT */
/* DESC: Predicting mortgage default */
/* */
/* PRODUCT: HPSTAT */
/* SYSTEM: ALL */
/* KEYS: */
/* PROCS: HPSPLIT */
/* */
/* SUPPORT: Joseph Pingenot */
/****************************************************************/
/* Convert variable names to mixed case */
data hmeq;
length Bad Loan MortDue Value 8 Reason Job $7
YoJ Derog Delinq CLAge nInq CLNo DebtInc 8;
set sampsio.hmeq;
run;
proc print data=hmeq(obs=10); run;
ods graphics on;
proc hpsplit data=hmeq maxdepth=5;
class Bad Delinq Derog Job nInq Reason;
model Bad(event='1') = Delinq Derog Job nInq Reason CLAge CLNo
DebtInc Loan MortDue Value YoJ;
prune costcomplexity;
partition fraction(validate=0.3 seed=123);
* Delete this comment and modify the file name as needed to run:
code file='hpsplexc.sas';
* Delete this comment and modify the file name as needed to run:
rules file='rules.txt';
run;
/* Uncomment and modify the file name as needed to run:
data scored;
set hmeq;
%include 'hpsplexc.sas';
run;
*/