Hello, I would like to build a decision tree using proc hpsplit. My dataset has 13,000 observations and data are weighted, so I need to take the weights into account. Is it possible to add weight statement in proc hpsplit? I used ChatGPT to generate a potential SAS code and resulted in: proc hpsplit data=sorted_data seed=12345 method=tree(splitrule=gini) maxdepth=3;
class target;
model target = var1 var2 var3 / weight=FINALWGT_LP;
output out=out_tree predicted=predicted_prob predlevel=predicted_level;
run; When I ran this code, I got syntax error messages for the text in green. However, after modifying the SAS code and removing all text in green, I was able to produce a tree (not sure how correct it is, but seemed to work). Unfortunately, this updated code was not taking weights into account anymore. Can I incorporate the weight statement into proc hpsplit? OR is there another procedure better suited for decision trees taking into account data weights? I appreciate any guidance!
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