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.
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.
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