I got a piece of code on SAS that predicts consumer behavior. So far I did 50 samples with 50 logistic regression by hand, but I'd like to automate this process. Steps are as follows:
- Create a table with all client having value "1"
- Create a table with all client having value "0"
- (below code starts here) Start a loop that:
- Get a sample of 3000 people from client having value "1"
- Get a sample of 3000 people from client having value "0"
- Join those two tables
- Logistic regression which should get as output (ROC value, and Maximum Likelihood Estimates)
- Get a all probabilities in the same file MODELE_RESULTS
You'll find below a piece of the code. Can you advice me on how to loop this logistic regression 50 times please? So far I can't make it work... I'm beginner in SQL
%macro RunReg (DSName, NumVars) ;
%do i=1 %to &NumVars
/* Create a 3000 people sample called TOP_1*/
PROC SURVEYSELECT DATA= TOP_1
OUT= ALEA_1
METHOD=SRS
N=3000;QUIT;
/* Create a 3000 people sample called TOP_0*/
PROC SURVEYSELECT DATA= TOP_0
OUT= ALEA_0
METHOD=SRS
N=3000;QUIT;
/*Append both tables */
PROC SQL;
CREATE TABLE BOTH_SAMPLES As
SELECT * FROM TOP_1
OUTER UNION CORR
SELECT * FROM TOP_0;QUIT;
/* Logistic regression*/DATA WORK.&DSName noprint
Outset=PE(rename(x&i=Value)); Model Y = x&I;
SET WORK.APPEND_TABLE(IN=__ORIG) WORK.BASE_PREDICT_2; __FLAG=__ORIG; __DEP=TOP_CREDIT_HABITAT_2017;
if not __FLAG then TOP_CREDIT_HABITAT_2017=.;RUN;
PROC SQL;
CREATE VIEW WORK.SORTTempTableSorted AS
SELECT *
FROM WORK.TMP0TempTableAddtnlPredictData;QUIT;TITLE;TITLE1 "Résultats de la régression logistique";FOOTNOTE;FOOTNOTE1 "Généré par le Système SAS (&_SASSERVERNAME, &SYSSCPL) le %TRIM(%QSYSFUNC(DATE(), NLDATE20.)) à %TRIM(%SYSFUNC(TIME(), TIMEAMPM12.))";
PROC LOGISTIC DATA=WORK.SORTTempTableSorted
PLOTS(ONLY)=NONE
; CLASS age_classe (PARAM=EFFECT) Flag_bq_principale (PARAM=EFFECT) flag_univers_detenus (PARAM=EFFECT) csp_1 (PARAM=EFFECT) SGMT_FIDELITE (PARAM=EFFECT) situ_fam_1 (PARAM=EFFECT); MODEL TOP_CREDIT_HABITAT_2017 (Event = '1')=top_situ_particuliere top_chgt_csp_6M top_produit_monetaire_bloque top_CREDIT top_chgt_contrat_travail_6M top_credit_CONSO top_credit_HABITAT top_produit_monetaire_dispo top_VM_autres top_Sicav top_produit_epargne_logement top_Predica top_ferm_prod_6M top_ouv_prod_6M top_produit_Assurance top_produit_Cartes top_produit_Credit "moy_surface_financière_6M"n moy_surf_financiere_ecart_6M moy_encours_dav_6M moy_encours_dav_ecart_6M moy_monetaire_dispo_6M moy_monetaire_dispo_ecart_6M moy_emprunts_6M moy_emprunts_ecarts_6M moy_sicav_6M moy_sicav_ecart_6M moy_vm_autres_6M moy_vm_autres_ecart_6M moy_predica_6M moy_predica_ecart_6M moy_bgpi_6M moy_bgpi_ecart_6M moy_epargne_logement_6M moy_epargne_logement_ecart_6M "moy.an_mt_flux_cred_norme_B2"n "moy.an_mt_op_cred_ep_a_terme"n "moy.an_mt_op_debit_ep_a_terme"n "moy.an_mt_ope_credit_depot"n "moy.an_mt_ope_credit_ep_a_vue"n "moy.an_mt_ope_debit_depot"n "moy.an_mt_ope_debit_ep_a_vue"n "moy.an_mt_pmts_carte_etr"n "moy.an_mt_remise_chq"n "moy.an_mt_paie_carte"n "moy.an_mt_paie_chq"n "moy.an_nb_paie_carte"n "moy.an_nb_paie_chq"n "moy.an_mt_ret_carte_Aut_bq"n "moy.an_mt_ret_carte_CRCA"n "moy.an_mt_ret_carte_etr"n "moy.an_nb_flux_cred_normeB2"n "moy.an_nb_ope_credit_ep_a_terme"n "moy.an_nb_ope_debit_ep_a_terme"n "moy.an_nb_ope_credit_depot"n "moy.an_nb_ope_credit_ep_a_vue"n "moy.an_nb_ope_debit_depot"n "moy.an_nb_ope_debit_ep_a_vue"n "moy.an_nb_pmts_carte_etr"n "moy.an_nb_remise_chq"n "moy.an_nb_ret_carte_Aut_bq"n "moy.an_nb_ret_carte_CRCA"n "moy.an_nb_ret_carte_etr"n "moy.an_nb_ret_carte"n "moy.an_mt_factu_ttc"n "moy.an_mt_reduc_ttc"n "moy.an_mt_rist_ttc"n "moy.an_mt_mvt_domicilie_mktg"n "moy.an_nb_mvt_M_domicilie_mktg"n top_produit_Epargne top_ouverture_reclam age_classe Flag_bq_principale flag_univers_detenus csp_1 SGMT_FIDELITE situ_fam_1 / SELECTION=STEPWISE
SLE=0.05 SLS=0.05 INCLUDE=0 LINK=LOGIT
OUTROC=_PROB_
ALPHA=95 EXPEST
PARMLABEL
CORRB
NOPRINT
; OUTPUT OUT=WORK.PREDLogRegPredictions(LABEL="Statistiques et prédictions de régression logistique pour WORK.APPEND_TABLE" WHERE=(NOT __FLAG)) PREDPROBS=INDIVIDUAL;RUN;QUIT;
%end;
%mend;DATA WORK.PREDLogRegPredictions;
set WORK.PREDLogRegPredictions;
TOP_CREDIT_HABITAT_2017=__DEP;
_FROM_=__DEP;
DROP __DEP;
DROP __FLAG;RUN ;QUIT ;
