Looks like you do not have a variable that is assigned the role of Target.  I was able to find the 13.2 version of this tutorial & it requires that you do some preprocessing of the data: data mylib.vaerext_serious; set mylib.vaerext; if DISABLE='Y' or DIED='Y' or ER_VISIT='Y' or HOSPITAL='Y' then serious='Y'; else serious='N'; run;   Is this the data you are working with? ... View more