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%macro liftchart(dsin,probvar,dvvar,dslift);
proc sort data=&dsin;
by descending &probvar;
run;
%local p ntot;
proc sql noprint;
select sum(&dvvar) into:p from &dsin;
select count(*) into:ntot from &dsin;
quit;
%let n=%eval(&ntot-&p);/total negative(good)/
data &dslift;
set &dsin nobs=nn;
by descending &probvar;
retain tile 1 sump 0 totp 0 sumn 0 totn 0;
tile_size=ceil(nn/10);
tileper=tile/10;
label tileper=”percent of population”;
label tilep=”percent of population”;
if &dvvar=1 then sump=sump+&dvvar;
else sumn=sumn+1;
pper=sump/&p;
/positive %/
nper=sumn/&n;
/negative %/
label pper=”percent of positive”;
label nper=”percent of negative”;
if n=tile*tile_size then do;
output;
if tile<10 then tile=tile+1;
end;
keep tileper pper nper;
run;
data temp;
tileper=0;
pper=0;
nper=0;
run;
data &dslift;
set temp &dslift;
run;
%mend;
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%macro plotlift(dslift);
goptions reset=global gunit=pct border cback=white
colors=(black blue green red)
ftitle=swissb ftext=swiss htitle=6 htext=4;
symbol1 color=red interpol=join value=dot height=3;
proc gplot data=&dslift;
plot pper*tileper /haxis=0 to 1 by 0.1 vaxis=0 to 1 by 0.1 hminor=3 vminor=1
vref=0.2 0.4 0.6 0.8 1.0
lvref=2 cvref=blue caxis=blue ctext=red;
run;quit;
goptions reset=all;
%mend;
libname loan “D:\2019XYT”;
proc contents data=loan.practice_2_fa(drop=v_5) out=a;run;
proc sql noprint;
select name into:var separated by ‘ ‘ from a;quit;
%let varlist=&var.;
proc logistic data=loan.practice_2_fa outest=model_parms;
model v_5(event=’1’)=&var./selection=stepwise sls=0.05 sle=0.05;
output out=pred_probs p=pred_v_5;
run;
/use the macro/
%let dsin=pred_probs;
%let probvar=pred_v_5;
%let dvvar=v_5;
%let dslift=liftchartds;
%liftchart(&dsin,&probvar,&dvvar,&dslift);
proc print data=&dslift;
run;
%plotlift(&dslift);