Programming the statistical procedures from SAS

Generate ROC from multiple variables for comparison

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Generate ROC from multiple variables for comparison

I have a problem that i cant seem to solve.

I want to compare models to find the optimal for separation of two groups.

I have a measurement that is the result of 5 variables. Each variable has 3 to 4 specific values. My total of combinations is therefore 3x4x3x3x3=324 combinations.

At the moment i am using a proc logistic to find the model with the biggest AUC to get the best sens/spec for separation of groups.

I am using a where statement to keep each variable stable

proc logistic data=sasuser.data;

where var1 in (2)and var2 in (8) and var3 in (0.5) and var4 in (0.3) and var5 in (2) ;

model group(event='1') = index_value / outroc=sasuser.data_rocstats3;

Run;

I tried to find a loop statement but it does not seem to work. How do i get sas to calculate the ROC curves for all combinations at once? At the moment i am just trying combinations at random to find the optimum but it must be possible to do a smarter solution

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