Need to specify a model step for a specified Area Under the Curve (AUC) using a lag function

[ugly_duck_ling]

I have a dataset that I need help with.

data help;
input modelstep var1 $ var2 $ var3 $ var4 $ var5 $ outcome auc;
datalines;
0 v1 v2 v3 v4 v5 1 0.003
1 v1 v2 v3 '' v5 1 0.004
2 v1 v2 v3 '' '' 1 0.007
3 '' v2 v3 '' '' 1 0.01 
4 '' '' v3 '' '' 1 0.02
0 v1 v2 '' v4 v5 2 0.005
1 v1 '' '' v4 v5 2 0.006
2 v1 '' '' '' v5 2 0.02
3 v1 '' '' '' '' 2 0.03
;
run;

This dataset represents an iterative process of backward selection of model variables where
I am required to identify (for each outcome) the model step at which a specified number of variables yields
an AUC difference of 0.01, and then specify the previous model step variables as my model of choice. I want to do that using a lag function to get the table outlined below.

Because every row represents a model step (that is a number of variables leading to the desired AUC difference,
I would like to specify the row just before the model leading to the AUC difference of 0.01 for each outcome.*/

Any help with that, please?

Thanks

[Ksharp]

data help;
input modelstep var1 $ var2 $ var3 $ var4 $ var5 $ outcome auc;
datalines;
0 v1 v2 v3 v4 v5 1 0.003
1 v1 v2 v3 . v5 1 0.004
2 v1 v2 v3 . . 1 0.007
3 . v2 v3 . . 1 0.01 
4 . . v3 . . 1 0.02
0 v1 v2 . v4 v5 2 0.005
1 v1 . . v4 v5 2 0.006
2 v1 . . . v5 2 0.02
3 v1 . . . . 2 0.03
;
run;

data want;
 set help;
 lag_auc1=lag(auc);  
 lag_auc2=lag2(auc); 
 lag_auc3=lag3(auc); 
 lag_auc4=lag4(auc); 

 dif_auc1=dif(auc);  
 dif_auc2=dif2(auc); 
 dif_auc3=dif3(auc); 
 dif_auc4=dif4(auc); 

 if outcome ne lag(outcome)  then call missing(lag_auc1,dif_auc1);
 if outcome ne lag2(outcome) then call missing(lag_auc2,dif_auc2);
 if outcome ne lag3(outcome) then call missing(lag_auc3,dif_auc3);
 if outcome ne lag4(outcome) then call missing(lag_auc4,dif_auc4);

run;

[ugly_duck_ling]

Thank you so much for the feedback. I have one more question.

If I wanted to specify the model step before which a 'dif_auc' was equal to 0.01, how can I code for that?

I am guessing:

if dif_auc= 0.01 then modelstep= _N_-1

I am not sure.

[Ksharp]

You want this ?

data help;
input modelstep var1 $ var2 $ var3 $ var4 $ var5 $ outcome auc;
datalines;
0 v1 v2 v3 v4 v5 1 0.003
1 v1 v2 v3 . v5 1 0.004
2 v1 v2 v3 . . 1 0.007
3 . v2 v3 . . 1 0.01 
4 . . v3 . . 1 0.02
0 v1 v2 . v4 v5 2 0.005
1 v1 . . v4 v5 2 0.006
2 v1 . . . v5 2 0.02
3 v1 . . . . 2 0.03
;
run;

data want;
 set help;
 lag_auc1=lag(auc);  
 lag_auc2=lag2(auc); 
 lag_auc3=lag3(auc); 
 lag_auc4=lag4(auc); 

 dif_auc1=dif(auc);  
 dif_auc2=dif2(auc); 
 dif_auc3=dif3(auc); 
 dif_auc4=dif4(auc); 

 if outcome ne lag(outcome)  then call missing(lag_auc1,dif_auc1);
 if outcome ne lag2(outcome) then call missing(lag_auc2,dif_auc2);
 if outcome ne lag3(outcome) then call missing(lag_auc3,dif_auc3);
 if outcome ne lag4(outcome) then call missing(lag_auc4,dif_auc4);


lag_modelstep=lag(modelstep);
if round(dif_auc1,1e-6) ne 0.01 or  outcome ne lag(outcome) then call missing(lag_modelstep);

run;

[PGStats]

Combine DO UNTIL() loops with BY processing instead of awkward LAG or DIF functions :

data want;
do until(last.outcome);
    set help; by outcome;
    if auc < 0.01 then lastStep = modelstep;
    end;
do until(last.outcome);
    set help; by outcome;
    if modelstep = lastStep then output;
    end;
drop lastStep;
run;

proc print noobs data=want; run;

All auc < 0.01 and no auc < 0.01 cases will be handled appropriately, i.e. by returning the last model and no model, respectively.