Dear Sir/Madam I would like to know how can i call out the validate probability value using HP4SCORE procedure. i used the sampsio.HMEQ  data sample to run it on HPForest as below:    HPForest Procedure : proc hpsample data= sampsio.HMEQ out=hmeq sampobs=1788 seed=1234567 partition; Class Bad Delinq Derog Job nInq Reason ; run; proc hpforest data=hmeq maxtrees= 500 vars_to_try=4 seed=600 trainfraction=0.7 maxdepth=50 leafsize=6 alpha= 0.05; target Bad/ level=binary; input Delinq Derog Job nInq Reason / level=nominal; Partition roleVar=_partind_(train='1' validate='0') ; ods output fitstatistics = fit; save file = "/&outdir./Cars.sas"; run; proc hp4score data=hmeq; id Bad; score file="/&outdir./Cars.sas" out=Score123; run; proc print data=Score123 (obs=100); run;   The output of the hp4score procedure only display the P_Bad0 ,PBad1&I_BAD. ( Please refer to the attachment) and there is no Validate dataset probability output for validate.     Question #1 : What does I_Bad means for my HPForest output based on the script above?    Similarity, applying the same data set to  HPSPLIT procedure, the scored data produces the probability value for Train and Validate, please see below:      SAS Code used: data hmeq; length Bad Loan MortDue Value 8 Reason Job $7 YoJ Derog Delinq CLAge nInq CLNo DebtInc 8; set sampsio.hmeq; run; proc print data=hmeq(obs=10); run; /* HPSLIT procedure */ ods graphics on; proc hpsplit data=hmeq maxdepth=5; class Bad Delinq Derog Job nInq Reason; model Bad(event='1') = Delinq Derog Job nInq Reason CLAge CLNo DebtInc Loan MortDue Value YoJ; prune costcomplexity; partition fraction(validate=0.3 seed=1234567); /* grow gini; */ code file="/&outdir/hpsplexc.sas"; run; data scored; set hmeq; %include '/&outdir/hpsplexc.sas'; run; /* Sample 100 records to view */ proc print data =WORK.scored (obs=500); run;     Question # 2 How and what have i missed in my HPForest coding which cause me not be able to call out the validation probability just like HPSPLIT, the score output has both Train( P_Bad0, P_Bad1) and Validate (V_Bad0 , V_Bad1) .   Kindly advice,  Many thanks for your great help !! thanks! Jimmy ... View more

Hi Guys i'm new to SAS programming and currently i am using SAS Studio ( not Viyay) .   My question is , how do i split train and validate data using the codes below?  The output results from this scripts only show training data portion and not validate portion. Kindly guide me on this.  Many thanks!   SAS Code:  %MACRO HPFOREST(VARS=); PROC HPFOREST DATA=WORK.ABC MAXTREES=500 VARS_TO_TRY=&VARS.; TARGET AAA / LEVEL= BINARY; INPUT AA BB CC DD  /LEVEL=INTERVAL; ods output FitStatistics = fitstats_vars&Vars.(rename=(Miscoob=VarsToTry&Vars.)); run; %mend; %hpforest(vars=all); %hpforest(vars=40); %hpforest(vars=26); %hpforest(vars=7); %hpforest(vars=2); data fitstats; merge fitstats_varsall fitstats_vars40 fitstats_vars26 fitstats_vars7 fitstats_vars2; rename Ntrees=Trees; label VarsToTryAll = "Vars=All"; label VarsToTry40 = "Vars=40"; label VarsToTry26 = "Vars=26"; label VarsToTry7 = "Vars=7"; label VarsToTry2 = "Vars=2"; run; /*PLOT MISCLASSIFICATION RATE VS VARIABLE TRY*/; proc sgplot data=fitstats; title "Misclassification Rate for Various VarsToTry Values"; series x=Trees y = VarsToTryAll/lineattrs=(Color=black); series x=Trees y=VarsToTry40/lineattrs=(Pattern=ShortDash Thickness=2); series x=Trees y=VarsToTry26/lineattrs=(Pattern=ShortDash Thickness=2); series x=Trees y=VarsToTry7/lineattrs=(Pattern=MediumDashDotDot Thickness=2); series x=Trees y=VarsToTry2/lineattrs=(Pattern=LongDash Thickness=2); yaxis label='OOB Misclassification Rate'; run;     ... View more