How to output a propensity score using proc hpforest?

[lcritch]

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.

[Ksharp]

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.