PROC HPSPLIT using Bootstrapped Samples

Fri, 10 May 2019 16:58:48 GMT

Hey community,

I have a sample that I am running through HPSPIT for a binary (one-split) decision tree. I was planning to run a bunch of bootstrap versions of the set through the procedure and record what the value it is splitting on for the single continuous predictor. I created a reproachable example below.

Issue, PROC HPSPLIT seems not to have a BY statement option. I suppose a work around is using wrap around piece of code that feeds the Replicate value into a where statement. I could probably figure that out, but I am a realist and know it would take me over an hour to get it to work, so I am soliciting you all's help to write it.

Second issue, since you all are very savvy, I was also going to see if you could figure out a way to pull out the split value for each bootstrap sample. The current code just has B=5, but say if I bump it up to 50, could you all help create an automated way to pull out all of the split values and put them into a working SAS file. Let me know if you have questions!!

proc surveyselect data=sashelp.heart out=heart_boot NOPRINT 
        seed=1                                         
	method=urs 
	samprate=1                          
        outhits
	rep = 5; 
run;


data heart_boot_trim;
	set heart_boot;
	keep Replicate status ageatstart;
run;

ods graphics on;
ods trace on;
proc hpsplit data=heart_boot_trim maxdepth=1 ;
/*	by Replicate; */  /*doesn't work*/
        class Status;
        model Status (event='Dead') = AgeAtStart;
       prune costcomplexity;
       partition fraction(validate=0.3 seed=1234);
       rules file='rules.txt';
run;
ods graphics off;
ods trace off;

Re: PROC HPSPLIT using Bootstrapped Samples

Fri, 10 May 2019 20:54:56 GMT

Well I put the macro wrapper around it so it runs the different bootstrap samples, but still looking for a way to pull out the split value on the age variable. So for the below code I would like the split value for the 5 generated trees - ideally placed into a file. As you can see, the code outputs a file with the tree steps, but given my code overwrites the outputted file. Note sure if getting it to output 5 files and scrapping the values out of those is a good idea or if ODS TRACE can be used to find the pieces.

Thanks!

proc surveyselect data=sashelp.heart out=heart_boot NOPRINT 
     seed=1                                         
     method=urs 
     samprate=1                          
     outhits
     rep = 5; 
run;

ods graphics on;
data heart_boot_trim;
	set heart_boot;
	keep Replicate status ageatstart;
run;

ods graphics on;
%macro run_model;
     %do i=1 %to 5;
proc hpsplit data=heart_boot_trim maxdepth=1 ;
	where replicate = &i;
/*	by Replicate; */
   class Status;
   model Status (event='Dead') = AgeAtStart;
   prune costcomplexity;
   partition fraction(validate=0.3 seed=1234);
   rules file='rules&&i.txt';
run;
	%end;
	%mend run_model;
%run_model;

So the desired file would have something like:

Sample Split_Value

1 45.340

2 47.150

3 45.170

4 46.020

5 45.340

topic Re: PROC HPSPLIT using Bootstrapped Samples in SAS Procedures

PROC HPSPLIT using Bootstrapped Samples

Re: PROC HPSPLIT using Bootstrapped Samples