Generates score code for a model that is created by the COUNTREG procedure.
specifies the name of the parameter estimations ODS output data. This ParameterEstimates data set is created when PROC COUNTREG executes. To capture this data set, use the ODS OUTPUT statement before PROC COUNTREG executes.
Tip | In the PROC COUNTREG code, include the PREDICTION= and PREOBZERO= options in the OUTPUT statement. |
specifies the fileref that defines the location of the macro output files.
Default | The SAS log |
specifies a prefix for the predicted dependent variable. The variable is named in the PRED= option of the PROC COUNTREG OUTPUT= statement. When is prefix is applied to the dependent variable, this new name becomes the prediction variable.
Default | P_ |
specifies a prefix for a particular variable. This variable indicates the probability that the response variable will take on the value of zero as a result of the zero-generating process. The variable is named in the PROBZERO= option of the PROC COUNTREG OUTPUT= statement. When the prefix is applied to the probability zero variable, this new name becomes the probability zero variable.
Default | PHI_ |
ods output ParameterEstimates=CntReg.ParameterEstimates;
%let MyProj = C:\Users\sasdemo; libname CntReg "&MyProj.\CountReg\Test"; options fmtsearch = (CntReg.formats); proc format library = CntReg cntlout = phf_fmt; value $ Gender_fmt 'Male' = 'Man' 'Female' = 'Woman'; value HO_fmt 0 = 'No' 1 = 'Yes'; run; data CntReg.phf; length CarType $ 5; label CarType = 'Type of Car'; length Gender $ 6; format Gender $ Gender_fmt.; label Gender = 'Gender Identification'; /* This variable name will test how the macro will resolve name conflicts */ length Estimate $ 6; label Estimate = 'Gender Identification (Copy)'; label AgeDriver = 'Driver Age'; format HomeOwner HO_fmt.; call streaminit(27513); do PolicyId = 00001 to 00099; StartYr = 2000 + rand('table', 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1); do ExpYr = StartYr to 2011; EExp = rand('uniform'); MyOffset = 0; select (rand('table', 0.499, 0.299, 0.199, 0.003)); when (1) do; CarType = 'SEDAN'; fCarType = 0; end; when (2) do; CarType = 'TRUCK'; fCarType = 0.5; end; when (3) do; CarType = 'SPORT'; fCarType = 1.0; end; otherwise CarType = ' '; end; AgeDriver = 18 + rand('binomial',0.375, 72); fAgeDriver = 0.0123 * (AgeDriver - 17); HomeOwner = rand('bernoulli', 0.25); if (HomeOwner eq 0) then fHomeOwner = 0.7; else if (HomeOwner eq 1) then fHomeOwner = 0; if (HomeOwner eq 1) then do; IS = round(rand('uniform') * 5) - 2.5; fIS = -0.0456 * IS * IS; end; if (EExp lt 0.5) then do; Gender = 'Male'; fGender = 0; end; else if (EExp lt 0.9) then do; Gender = 'Female'; fGender = -1.5; end; else Gender = ' '; Estimate = Gender; if (missing(HomeOwner) eq 0 and missing(IS) eq 0) then mu_zero = 0.987 + fHomeOwner + fIS; else mu_zero = 0.987; phi = cdf('normal', mu_zero, 0, 1); if (rand('bernoulli', phi) eq 0) then do; if (missing(CarType) eq 0 and missing(AgeDriver) eq 0 and missing(Gender) eq 0) then mu = 2 + fCarType + fAgeDriver + fGender; else mu = 2; nClaim = rand('poisson', exp(mu)); end; else nClaim = 0; output; end; end; drop fCarType fAgeDriver fHomeOwner fGender; drop mu_zero mu; run;
%let MyProj = C:\Users\sasdemo; libname CntReg "&MyProj.\CountReg\Test"; options fmtsearch = (CntReg.formats); /* Original Model */ %let model = 1; /* Build the model and deliver the required ODS datasets */ ods output ParameterEstimates = CntReg.ParameterEstimates_&model.; proc countreg data = CntReg.phf; class CarType Gender HomeOwner; model nClaim = CarType AgeDriver Gender / dist = poisson; zeromodel nClaim ~ HomeOwner IS * IS / link = normal; output out = CntReg.phf_pred_&model. predicted = Pred_nClaim probzero = Phi_nClaim; run; ods output close; /* Define the fileref for the output syntax */ filename ThisFile "&MyProj.\CountReg\Test\ScoreCode_&Model..sas"; /* Invoke the macro */ %mm_countreg_create_scorecode( ParamEst = CntReg.ParameterEstimates_&Model., FileRef = ThisFile, PredPrefix = MyPred_, PZPrefix = MyPhi_ ); /* Execute the score codes within a DATA STEP */ data CntReg.phf_pred_compare; set CntReg.phf_pred_&Model.; %include ThisFile; IsMiss_Pred_nClaim = missing(Pred_nClaim); IsMiss_Phi_nClaim = missing(Phi_nClaim); IsMiss_MyPred_nClaim = missing(MyPred_nClaim); IsMiss_MyPhi_nClaim = missing(MyPhi_nClaim); if (IsMiss_Pred_nClaim eq 0 and IsMiss_MyPred_nClaim eq 0) then MyDiffPred = MyPred_nClaim - Pred_nClaim; if (IsMiss_Phi_nClaim eq 0 and IsMiss_MyPhi_nClaim eq 0) then MyDiffPhi = MyPhi_nClaim - Phi_nClaim; run; proc contents data = CntReg.phf_pred_compare; run; /* If the score codes work correctly, then the MyDifference variable should be a constant variable of all zero values */ proc freq data = CntReg.phf_pred_compare; tables _WARN_; run; proc tabulate data = CntReg.phf_pred_compare; class IsMiss_Pred_nClaim IsMiss_MyPred_nClaim IsMiss_Phi_nClaim IsMiss_MyPhi_nClaim; var Pred_nClaim MyPred_nClaim MyDiffPred Phi_nClaim MyPhi_nClaim MyDiffPhi; table IsMiss_Pred_nClaim * IsMiss_MyPred_nClaim * (n nmiss mean*f=e22. stddev*f=e22. min*f=e22. max*f=e22.), (Pred_nClaim MyPred_nClaim MyDiffPred); table IsMiss_Phi_nClaim * IsMiss_MyPhi_nClaim * (n nmiss mean*f=e22. stddev*f=e22. min*f=e22. max*f=e22.), (Phi_nClaim MyPhi_nClaim MyDiffPhi); run; quit;
/**********************************************************************/ /* Begin scoring code for COUNTREG */ /* Model: ZIP */ /* Created By: sasdemo */ /* Date: April 26, 2013 */ /* Time: 09:27:39 */ /**********************************************************************/ LENGTH _WARN_ $ 4; _WARN_ = ' '; LABEL _WARN_ = "Warnings"; _nInputMiss = 0; /**********************************************************************/ /* Check the continuous predictors */ /**********************************************************************/ IF ( MISSING( AgeDriver ) EQ 1 ) THEN _nInputMiss = _nInputMiss + 1; IF ( MISSING( IS ) EQ 1 ) THEN _nInputMiss = _nInputMiss + 1; _nInputOutRange = 0; /**********************************************************************/ /* Check the CLASS predictors */ /**********************************************************************/ LENGTH _UFormat_1 $ 5 ; LABEL _UFormat_1 = "Formatted Value of CarType" ; IF ( MISSING( CarType ) EQ 0 ) THEN DO; _UFormat_1 = STRIP( PUT( CarType , $5. ) ); IF ( _UFormat_1 NOTIN ( "SEDAN" , "SPORT" , "TRUCK" ) ) THEN _nInputOutRange = _nInputOutRange + 1; END; ELSE _nInputMiss = _nInputMiss + 1; LENGTH _UFormat_2 $ 5 ; LABEL _UFormat_2 = "Formatted Value of Gender" ; IF ( MISSING( Gender ) EQ 0 ) THEN DO; _UFormat_2 = STRIP( PUT( Gender , $GENDER_FMT5. ) ); IF ( _UFormat_2 NOTIN ( "Man" , "Woman" ) ) THEN _nInputOutRange = _nInputOutRange + 1; END; ELSE _nInputMiss = _nInputMiss + 1;
LENGTH _UFormat_3 $ 3 ; LABEL _UFormat_3 = "Formatted Value of HomeOwner" ; IF ( MISSING( HomeOwner ) EQ 0 ) THEN DO; _UFormat_3 = STRIP( PUT( HomeOwner , HO_FMT3. ) ); IF ( _UFormat_3 NOTIN ( "No" , "Yes" ) ) THEN _nInputOutRange = _nInputOutRange + 1; END; ELSE _nInputMiss = _nInputMiss + 1; /**********************************************************************/ /* Set _WARN_ value */ /**********************************************************************/ _VALID2SCORE = 1; LABEL _VALID2SCORE = "Is this record valid to be scored? 1=Yes, 0=No" ; IF ( _nInputMiss GT 0 ) THEN DO; SUBSTR(_WARN_,1,1) = 'M'; _VALID2SCORE = 0; END; IF ( _nInputOutRange GT 0 ) THEN DO; SUBSTR(_WARN_,2,1) = 'U'; _VALID2SCORE = 0; END; /**********************************************************************/ /* Calculate scores only if current record contains valid values */ /**********************************************************************/ IF ( _VALID2SCORE EQ 1 ) THEN DO; _NU_MODEL = 0 ; _NU_ZEROMODEL = 0 ; _NU_MODEL = _NU_MODEL + 7.889048183464800E-01 ; IF ( _UFormat_1 EQ "SEDAN" ) THEN DO; _NU_MODEL = _NU_MODEL - 4.983426513164500E-01 ; END; IF ( _UFormat_1 EQ "SPORT" ) THEN DO; _NU_MODEL = _NU_MODEL + 4.985885591940500E-01 ; END; _NU_MODEL = _NU_MODEL + 1.227923016048900E-02 * AgeDriver ; IF ( _UFormat_2 EQ "Man" ) THEN DO; _NU_MODEL = _NU_MODEL + 1.503894036936300E+00 ; END; _NU_ZEROMODEL = _NU_ZEROMODEL + 9.925866013120000E-01 ;
IF ( _UFormat_3 EQ "No" ) THEN DO; _NU_ZEROMODEL = _NU_ZEROMODEL + 6.905739218180000E-01 ; END; _NU_ZEROMODEL = _NU_ZEROMODEL - 4.346588113784800E-02 * IS * IS ; _LOG_TAIL_P_ = LOGSDF( 'NORMAL' , _NU_ZEROMODEL ); IF ( (_NU_MODEL + _LOG_TAIL_P_) LE 709.780 ) THEN MyPred_nClaim = EXP( _NU_MODEL + _LOG_TAIL_P_ ); ELSE MyPred_nClaim = .; MyPhi_nClaim = 1 - EXP( _LOG_TAIL_P_ ); END; /* END (_VALID2SCORE EQ 1) IF BLOCK */ LABEL MyPred_nClaim = "Predicted value of nClaim" ; LABEL MyPhi_nClaim = "Probability of nClaim being zero as a result of the zero-generating process" ; DROP _nInputMiss _VALID2SCORE _NU_MODEL; DROP _NU_ZEROMODEL _LOG_TAIL_P_; DROP _nInputOutRange _UFormat_1 _UFormat_2 _UFormat_3 ; /**********************************************************************/ /* End scoring code for COUNTREG */ /**********************************************************************/