*--------------------------------------------------------------*; * Tree for Target= BAD; proc split data=EMDATA.PRTNEE26 validata= EMDATA.PRT7UVGH outtree= EMPROJ.TRE_LVGU outimportance=_imp nsurrs=2; ; target BAD / level= binary; input REASON JOB / level=nominal; input NINQ_XA9 / level=ordinal; input LOAN MORTDUE VALUE CLNO INDELINQ / level=interval; code group=cx1 metabase= EMPROJ.DMTWZRQN.CC; score role=TRAIN data=EMDATA.PRTNEE26 out=_emtrain outfit=_tfit; score role=VALID data=EMDATA.PRT7UVGH out=_emvalid outfit=_vfit; run; *--------------------------------------------------------------*; * Get class target event; proc freq data=EMDATA.PRTNEE26 noprint; format BAD BEST12.; tables BAD / out=EMPROJ.TMP_6PZP; run; proc sort data=EMPROJ.TMP_6PZP nothreads; by descending BAD; RUN; *--------------------------------------------------------------*; * Create DMDB from training data; proc dmdb batch data=_emtrain out=_null_ dmdbcat=_dmdb; class REASON(Ascending) JOB(Ascending) NINQ_XA9(Ascending) ; var LOAN MORTDUE VALUE CLNO DEBTINC INDELINQ P_BAD1 ; target DEBTINC; RUN; *--------------------------------------------------------------*; * Regression for Target= DEBTINC; title1 ' '; title2 '______________________________________________________________________________'; title3 'Target= DEBTINC : Regression'; proc dmreg data=_emtrain dmdbcat=_dmdb noprint outest=_est validata= _emvalid ; class REASON JOB NINQ_XA9 ; model DEBTINC = LOAN MORTDUE VALUE REASON JOB CLNO INDELINQ NINQ_XA9 P_BAD1 / error=normal; ; **** NO DECISION STATEMENT; code group=vx1 residual metabase= EMPROJ.DMTWZRQN.VC; score role=TRAIN data=_emtrain out=_st(keep=DEBTINC) outfit=_tfit; score role=VALID data=_emvalid out=_sv(keep=DEBTINC) outfit=_vfit; run;