Sorry this is the code that's creating errors /**********************************/ /*INFORMATION VALUE CALCULATION*/ /*******************************/ DATA META_VARIABLESET; SET EMWS2.META_VARIABLESET (KEEP=NAME NEWROLE); WHERE NEWROLE NE 'REJECTED'; RUN; proc sql noprint; select distinct name into :all_vars separated by ' ' from META_VARIABLESET; select count(*) into :num_vars from META_VARIABLESET; quit; %put There are --&num_vars.-- variables, listed below...; %put --&all_vars.--; /********************************/ /*Information Value Calculation*/ /******************************/ /* Check levels */ %let tiers = 10; ods output nlevels=checkfreq; proc freq data=TRAINING nlevels; tables &all_vars. /noprint; run ; ods output close; data usevars; set checkfreq; where nlevels >= &tiers.; row_num = _n_; length str_var $34; str_var = strip(cat("'", strip(tablevar), "'")); run ; %macro woe_prep; proc sql noprint; select count(*) into :max_iters from usevars; quit; %put &max_iters.; %do i = 1 %to &max_iters.; proc sql noprint; select tablevar, str_var into :a, 😛 from usevars where row_num = & i.; quit; %let this_var = &a.; %let str_var = &b.; %put &this_var.; %put &str_var.; data temp; length tablevar $32.; set TRAINING (keep = TARGET &this_var.); tablevar = & str_var.; run; proc rank data=temp out=temp groups=& tiers.; var & this_var.; ranks var_rank; run; proc sql; create table temp2 as select tablevar, var_rank, avg(& this_var.) as mean_origv, min(& this_var.) as min_origv, max(& this_var.) as max_origv, count(*) as custs, sum(case when target = 1 then 1 else 0 end) as good, sum(case when target = 0 then 1 else 0 end) as bad, sum(case when & this_var. = . then 1 else 0 end) as miss_val from temp group by 1, 2 order by 1, 2; quit; %if &i. = 1 %then %do; data outstack; set temp2; run; %end; %if &i. >= 2 %then %do; data outstack; set outstack temp2; run; %end; %end; %mend woe_prep; %woe_prep; proc sql; create table outstack_tots as select tablevar, sum(custs) as tot_custs, sum(good) as tot_good, sum(bad) as tot_bad, sum(miss_val) as tot_miss from outstack group by 1 order by 1; quit ; proc sort data=outstack; by tablevar var_rank; run ; proc sort data=outstack_tots; by tablevar; run ; data woe; merge outstack outstack_tots; by tablevar; dist_good = good / tot_good; dist_bad = bad / tot_bad; woe = log(dist_good / dist_bad) * 100; pre_iv = (dist_good - dist_bad) * log(dist_good / dist_bad); run ; proc sql; create table iv as select tablevar, sum(pre_iv) as iv, sum(good) as tot_good, sum(bad) as tot_bad, sum(custs) as tot_custs, sum(miss_val) as tot_miss from woe group by 1 order by 2 desc; quit ; proc npar1way data=MT.BNA_HC_BGRE_BUILD_BALANCED edf noprint; var &all_vars.; class target; output out=ks_out (keep= _var_ _D_ rename=(_var_=tablevar _D_=ks)); run ; proc sort data=ks_out; by tablevar; run ; proc sort data=iv; by tablevar; run ; data &init._iv_&model._&vers.; merge iv (in=a) ks_out; by tablevar; if a = 1; run ; proc sort data=&init._iv_&model._&vers.; by descending iv; run
