OPTBINNING Procedure

This example illustrates how you can use the OPTBINNING procedure to save a model table and then use the model table later to score a data table. Assume that you already have the input data table mylib.datain and the input parameter table mylib.parms loaded into your CAS session, as in the section Getting Started: OPTBINNING Procedure.

The following statements run PROC OPTBINNING to generate a scoring model, and the CODE statement outputs the score file score.txt to the current local directory:

proc optbinning
   data=mylib.datain
   param=mylib.parms
   adjustfactor=0.2;
code file="score.txt";
run;

The following DATA step creates a data set in which each observation contains the customer’s age, cash reserves, and income:

data test;
   input name $ age cash income;
datalines;
a  20   500  2300
b  23  1000  3000
;
run;

You can include the score file in the following DATA statement, or you can paste the contents of the file inside the DATA statement to do the scoring, as follows:

data out;
   set test;
   %inc "score.txt";
run;

You can see the scoring results shown in Output 27.1.1 by using the PRINT statement:

proc print data=out; run;

In Output 27.1.1, the generated columns GRP_AGE, GRP_CASH, and GRP_INCOME contain the bin numbers for the matching characteristic for each customer. For example, the GRP_AGE column has the bin numbers for the age characteristic. The generated columns WOE_AGE, WOE_CASH, and WOE_INCOME contain the weight of evidence (WOE) values for the matching characteristic for each customer. For example, the WOE_AGE column has the WOE values for the age characteristic.