create dynamic model code using macro?

[csetzkorn]

Let us say I have a dataset like so:

ID X1 X2
1 1 1
2 1 0

Here Id indicates something to be modeled. The 0 and 1 in columns X1 and X2 indicate whether the indepedent varible should be used in the model (0=do not include, 1=include). So the model code to be produced would be:

PROC GLMSELECT data=TrainingData;
model DependentVariable
= 
X1
X2
/ selection = stepwise(select=SL choose=AICC);
run;

and

PROC GLMSELECT data=TrainingData;
	model DependentVariable
		= 
		X1
	/ selection = stepwise(select=SL choose=AICC);
run

respectivley. Ideally I would like to invoke a macro given the Id. The Id is then used to write and execute the modeling code. Btw the relvantTrainingData given Id can be easily initialised from anothe dataset. Any ideas how to achieve the above? Thanks!

[Reeza]

1. Create a macro for your regression that takes a variable list

2. In the data step, create a variable that has the values you need, ie 

ID X1 X2 Variable_List

1 1 1 X1 X2

2 1 0 X1

3. Pass those to the macro using CALL EXECUTE

[Astounding · Accepted solution]

If you are planning to use CALL EXECUTE, you don't really need to define a macro.  Here's one way:

data _null_;

set have;

call execute('PROC GLMSELECT data=TrainingData;') ;

call execute('model Dependentvariable =') ;

array indeps {*} X1 X2 and a bunch more;

do _n_=1 to dim(indeps);

   if indeps{_n_} = 1 then do;

      varname = vname(indeps{_n_});

      call execute(varname);

   end;

end;

call execute ('/ selection = stepwise(select=SL choose=AICC); run;') ;

run;

Obviously it's untested, so it might need to be debugged.