PROC HPSPLIT with a unbalanced outcome and 3 categories

[plf515]

Hello

With PROC HPSPLIT there are some options for dealing with dichotomous outcome variables that are very unbalanced.  But what if the outcome has 3 (or more) levels and they are unbalanced?  I could not find any options to deal with this. For instance, using SAS 9.4 on Windows I did this:

data new;
        set sashelp.bweight;
        count + 1;

		if weight < 1500 then bwcat = "1: Very low";
		else if weight < 2500 then bwcat = "2: low";
		else bwcat = "3: Normal";
run;

and then

proc hpsplit data = new seed = 123;
   class black boy married momedlevel momsmoke bwcat;
   model bwcat = black boy married momedlevel momsmoke momage momwtgain visit cigsperday;
   output out=hpsplout;
run;

the result is not good.  None of the very low BW babies are correctly classified, and less than 2% of the low BW babies are correctly classified. For a dichotomous outcome, we can play with the sensitivity level in scoring, but that has no real analogue here.

Any thoughts or suggestions are welcome. 

Peter