SAS代码－决策树法选择变量重要性输出

%let lib=temp;
data credit_model;
set &lib..credit_model;
run;

%let NumSamples = 5;       /* number of bagging resamples */
/* 2. Generate many bootstrap samples */
proc surveyselect data=credit_model NOPRINT seed=1
     out=sample(rename=(Replicate=SampleID))
     method=srs              /* resample with replacement注意：此处采用bagging无放回抽样 */
     samprate=0.8              /* each bootstrap sample has N observations */
     outall                    /*将未选入的也放入样品集中标示*/
     /* OUTHITS                 option to suppress the frequency var */
     reps=&NumSamples;       /* generate NumSamples bootstrap resamples */
run;
/*输出变量的重要性排序*/

%macro splitselectvar(dsin,methold,dsout);
proc sql noprint;
 select name into :var_num separated by ' '
    from sashelp.vcolumn 
    where libname=UPPER('work') and m