I used the Data Partition node to divide my data in three sets: 50% to train, 30% to validate and 20% to test. So yes, I'm also creating a Test partition with the Data Partition node. I exported the scored database (by using a Save Data node) to SAS Enterprise and used a macro to calculate the KS and ROC index there, problem solved! However, the easiest way to do this is as mentioned earlier by another user: using the database as a test base on your modelling flow. Thanks for the help!
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