Hi, Reeza, Thanks for looking into this issue. SAS9.1 on my local computer. SAS EG 4.3 on the server. The macro I posted here is actually a part of a big macro to evaluate model performance. I deleted a majority part to show the problem point. The purpose of 'filename lst_out' and 'proc printto print = lst_out new;' (line 24, 25 in log file) is to output the result and grab a number (ks_score, " at Maximum = ") from the outputted document and put it into a macro variable (&ks_score) which will be used in the report later. If the result was not able to be outputted, then nothing can be grabbed, therefore no value can be assigned to the macro variable. Here is the original full macro: %macro calculation (data = , score = , y = ); options nonumber nodate orientation = landscape linesize = 160 nocenter formchar = "|----|+|---+=|-/\<>*" formdlim=' ' ls = 150; *** DEFAULT GROUP NUMBER FOR REPORT ***; %let grp = 10; data _tmp1 (keep = &y &score); set &data; where &y in (1, 0) and &score ~= .; run; filename lst_out temp; proc printto new print = lst_out; run; *** CONDUCT NON-PARAMETRIC TESTS ***; ods output wilcoxonscores = _wx; ods output kolsmir2stats = _ks; proc npar1way wilcoxon edf data = _tmp1; class &y; var &score; run; proc printto; run; proc sort data = _wx; by class; run; *** CALCULATE ROC AND GINI ***; data _null_; set _wx end = eof; by class; array a{2, 3} _temporary_; if _n_ = 1 then do; a[1, 1] = n; a[1, 2] = sumofscores; a[1, 3] = expectedsum; end; else do; a[2, 1] = n; end; if eof then do; auc = (a[1, 2] - a[1, 3]) / (a[1, 1] * a[2, 1]) + 0.5; if auc <= 0.5 then auc = 1 - auc; gini = 2 * (auc - 0.5); call execute('%let auc = '||put(auc, 10.4)||';'); call execute('%let gini = '||put(gini, 10.4)||';'); end; run; *** CALCULATE KS ***; data _null_; set _ks; if _n_ = 1 then do; ks = nvalue2 * 100; call execute('%let ks = '||put(ks, 10.4)||';'); end; run; *** CAPTURE SCORE POINT FOR MAX KS ***; data _null_; infile lst_out; input @" at Maximum = " ks_score; output; call execute('%let ks_score = '||put(ks_score, 10.4)||';'); stop; run; proc summary data = _tmp1 nway; class &y; output out = _data_ (drop = _type_ _freq_) mean(&score.) = mean var(&score.) = variance; run; *** CALCULATE DIVERGENCE ***; data _null_; set _last_ end = eof; array a{2, 2} _temporary_; if _n_ = 1 then do; a[1, 1] = mean; a[1, 2] = variance; end; else do; a[2, 1] = mean; a[2, 2] = variance; end; if eof then do; divergence = (a[1, 1] - a[2, 1]) ** 2 / ((a[1, 2] + a[2, 2]) / 2); call execute('%let divergence = '||put(divergence, 10.4)||';'); end; run; *** CAPTURE THE DIRECTION OF SCORE ***; ods listing close; ods output spearmancorr = _cor; proc corr data = _tmp1 spearman; var &y; with &score; run; ods listing; data _null_; set _cor; if &y >= 0 then do; call symput('desc', 'descending'); end; else do; call symput('desc', ' '); end; run; %put &desc; proc rank data = _tmp1 out = _tmp2 groups = &grp ties = low; var &score; ranks rank; run; proc summary data = _last_ nway; class rank; output out = _data_ (drop = _type_ rename = (_freq_ = freq)) min(&score) = min_score max(&score) = max_score sum(&y) = bads; run; proc sql noprint; select sum(bads) into :bcnt from _last_; select sum(freq) - sum(bads) into :gcnt from _last_; quit; proc sort data = _last_ (drop = rank); by &desc min_score; run; data _data_; set _last_; by &desc min_score; i + 1; percent = i / 100; good = freq - bads; odds = good / bads; hit_rate = bads / freq; retain cum_bads cum_freq; cum_bads + bads; cum_freq + freq; cum_hit_rate = cum_bads / cum_freq; cat_rate = bads / &bcnt; retain cum_cat_rate; cum_cat_rate + cat_rate; format symbol $4.; if i = 1 then symbol = 'BAD'; else if i = &grp - 1 then symbol = 'V'; else if i = &grp then symbol = 'GOOD'; else symbol = '|'; run; proc printto print = "%upcase(%trim(&score))_SEPARATION_REPORT.TXT" new; run; proc report data = _last_ spacing = 1 split = "/" headline nowd; column("GOOD BAD SEPARATION REPORT FOR %upcase(%trim(&score)) IN DATA %upcase(%trim(&data))/ MAXIMUM KS = %trim(&ks) AT SCORE POINT %trim(&ks_score)/ ( AUC STATISTICS = %trim(&auc), GINI COEFFICIENT = %trim(&gini), DIVERGENCE = %trim(&divergence) )/ /" percent symbol min_score max_score good bads freq odds hit_rate cum_hit_rate cat_rate cum_cat_rate); define percent / noprint order order = data; define symbol / "" center width = 5 center; define min_score / "MIN/SCORE" width = 10 format = 9.4 analysis min center; define max_score / "MAX/SCORE" width = 10 format = 9.4 analysis max center; define good / "GOOD/#" width = 10 format = comma9. analysis sum; define bads / "BAD/#" width = 10 format = comma9. analysis sum; define freq / "TOTAL/#" width = 10 format = comma9. analysis sum; define odds / "ODDS" width = 10 format = 8.2 order; define hit_rate / "BAD/RATE" width = 10 format = percent9.2 order center; define cum_hit_rate / "CUMULATIVE/BAD RATE" width = 10 format = percent9.2 order; define cat_rate / "BAD/PERCENT" width = 10 format = percent9.2 order center; define cum_cat_rate / "CUMU. BAD/PERCENT" width = 10 format = percent9.2 order; rbreak after / summarize dol skip; run; proc printto; run; %mend ;
... View more
