Thanks for the reply. I did not specify a specific tool precisely because I am open to suggestions. I am only aware of HPSPLIT, which, as you mentioned, does not allow processing by group. This is precisely the reason I thought I may have to use macros. If needed, I could try mode complex methods (e.g., random forests), but I am afraid it may not be feasible because the dataset has over 100,000,000 observartions and a few hundred groups. Would you happen to be aware of alternatives to HPSPLIT that could handle this volume of information by group?
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