Prediction After Random Forest

[eggle005]

Hi.   Is there a way in SAS to generate predicted values after running a random forest model?  I've looked at the HPFOREST documentation and I don't see a way of doing this.   I've done something similar with CART with Proc HPSPLIT, but I couldn't find a similar way to do it for Random Forests.  Thank you.

[WendyCzika · Accepted solution]

You should be able to use the SCORE statement to create a data set with the predicted values for the training data: https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hpforest_syntax08.htm

Or you can use the SAVE statement to create an analytic store ("astore") file that allows you to score new data using that generated file in HP4SCORE: https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hpforest_syntax07.htm

and https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hp4score_toc.htm  

Hope that helps.