How to output a propensity score using proc hpforest?

lcritch — Thu, 18 Apr 2019 02:41:44 GMT

I am running a random forest procedure using proc hpforest, but would like to output the out of bag predicted probability (ie propensity score) that is generated .. any help is appreciated.

Re: How to output a propensity score using proc hpforest?

Ksharp — Thu, 18 Apr 2019 14:15:23 GMT

Assume your train table was

y  x1  x2
1  2    5
0  12  8
................

Your test table was
    x1    x2
    7       15
     2      23
  ..........


And combine them together
data have;
 set train test;
run;

and use HAVE table in proc hpforest :

proc hpforest data=have 
.........



In output table you would see the Y from test table have been imputed.

topic Re: How to output a propensity score using proc hpforest? in SAS Procedures

How to output a propensity score using proc hpforest?

Re: How to output a propensity score using proc hpforest?