PROC HPGENSELECT: How to score the original dataset / append Predicted Values and Residuals

[Bear85]

In PROC HPGENSELECT, how to score the original dataset / append predicted values and residuals to the right? For example, the code below would produce OutDsn with only 2 columns (Pred1 and Resid1). And I'd like OutDsn = InDsn + 2 columns appended to the right of it? Thanks for the insights!

PROC HPGENSELECT data=inDsn FCONV=1E-8 MAXITER=500 ITSUMMARY;
CLASS Credit(ref = "A1") ;
MODEL Loss = Credit / dist= Gamma link=log;
WEIGHT ECD;
OUTPUT out=outDsn Predicted = Pred1 Residual = Resid1 ;
ODS OUTPUT ParameterEstimates= PEs;
RUN;

[sbxkoenk · Accepted solution]

Hello,

Two possibilities here :

1. Use an ID statement and then merge with original data.
The ID is the identifier for the observation.
PROC HPGENSELECT -- OUTPUT statement :

The variables in the input data set are not included in the output data set to avoid data duplication for large data sets; however, variables that are specified in the ID statement are included.

2. Use the CODE statement :

The CODE statement writes SAS DATA step code for computing predicted values of the fitted model either to a file or to a catalog entry. This code can then be included in a DATA step to score new data.

Use this score code to score your original data ! Original explanatory variables will be kept.

Kind regards,

Koen