Hi,

Try this. Not very efficient though.

%MACRO ROC(INPUT=,TARGET=,PRED=,ACTUAL=);

/************************************ SORTING IN DESCENDING ORDER *************************************/

PROC SORT DATA=&INPUT; BY DESCENDING ⌖ RUN;

/************************************ CREATING ROC ORDER *************************************/

DATA &INPUT; SET &INPUT; ROC_ORDER = _N_; CALL SYMPUT('ROC_COUNTS',_N_); RUN;

/************************************* INCREMENT GAPS AND LIMIT CALCULATION **************************************/

%LET INCREMENT_GAP = %SYSEVALF(&ROC_COUNTS/20,FLOOR);

%DO I = 1 %TO 20;

%IF &I = 1 %THEN %DO; %LET LIMIT_&I = %EVAL(1+&INCREMENT_GAP); %END;

%ELSE %DO; %LET J = %EVAL(&I-1); %LET LIMIT_&I = %EVAL(&&LIMIT_&J+&INCREMENT_GAP); %END;

%END;

/************************************************* ROC COMPUTATION **************************************************/

DATA &INPUT; SET &INPUT;

IF ROC_ORDER <= &LIMIT_1 THEN ROC_GROUP = 1; ELSE IF &LIMIT_1 < ROC_ORDER <= &LIMIT_2 THEN ROC_GROUP = 2; ELSE IF &LIMIT_2 < ROC_ORDER <= &LIMIT_3 THEN ROC_GROUP = 3; ELSE IF &LIMIT_3 < ROC_ORDER <= &LIMIT_4 THEN ROC_GROUP = 4; ELSE IF &LIMIT_4 < ROC_ORDER <= &LIMIT_5 THEN ROC_GROUP = 5; ELSE IF &LIMIT_5 < ROC_ORDER <= &LIMIT_6 THEN ROC_GROUP = 6; ELSE IF &LIMIT_6 < ROC_ORDER <= &LIMIT_7 THEN ROC_GROUP = 7; ELSE IF &LIMIT_7 < ROC_ORDER <= &LIMIT_8 THEN ROC_GROUP = 8; ELSE IF &LIMIT_8 < ROC_ORDER <= &LIMIT_9 THEN ROC_GROUP = 9; ELSE IF &LIMIT_9 < ROC_ORDER <= &LIMIT_10 THEN ROC_GROUP = 10; ELSE IF &LIMIT_10 < ROC_ORDER <= &LIMIT_11 THEN ROC_GROUP = 11; ELSE IF &LIMIT_11 < ROC_ORDER <= &LIMIT_12 THEN ROC_GROUP = 12; ELSE IF &LIMIT_12 < ROC_ORDER <= &LIMIT_13 THEN ROC_GROUP = 13; ELSE IF &LIMIT_13 < ROC_ORDER <= &LIMIT_14 THEN ROC_GROUP = 14; ELSE IF &LIMIT_14 < ROC_ORDER <= &LIMIT_15 THEN ROC_GROUP = 15; ELSE IF &LIMIT_15 < ROC_ORDER <= &LIMIT_16 THEN ROC_GROUP = 16; ELSE IF &LIMIT_16 < ROC_ORDER <= &LIMIT_17 THEN ROC_GROUP = 17; ELSE IF &LIMIT_17 < ROC_ORDER <= &LIMIT_18 THEN ROC_GROUP = 18; ELSE IF &LIMIT_18 < ROC_ORDER <= &LIMIT_19 THEN ROC_GROUP = 19; ELSE ROC_GROUP = 20;

RUN;

/******************************************************* ASSIGNMENT OF VALUES ********************************************************/

PROC SQL NOPRINT;

%DO I = 1 %TO 20;

SELECT COUNT(*) INTO: TPSUM&I FROM &INPUT WHERE ROC_GROUP <= &I AND &PRED = 1 AND &ACTUAL = 1; SELECT COUNT(*) INTO: TPCOUNT&I FROM &INPUT WHERE &PRED = 1 AND &ACTUAL = 1; SELECT COUNT(*) INTO: FPSUM&I FROM &INPUT WHERE ROC_GROUP <= &I AND &PRED = 1 AND &ACTUAL = 0; SELECT COUNT(*) INTO: FPCOUNT&I FROM &INPUT WHERE &PRED = 1 AND &ACTUAL = 0;

%END; QUIT;

DATA &INPUT._ROC; %DO I = 0 %TO 20;

%IF &I = 0 %THEN %DO;

ROC = &I; TPSUM = 0; TPCOUNT = 0; TPR = 0; FPSUM = 0; FPCOUNT = 0; FPR = 0; BASE_TPR = 0; BASE_FPR = 0;

%END; %ELSE %DO;

ROC = &I; TPSUM = &&TPSUM&I; TPCOUNT = &&TPCOUNT&I; TPR = TPSUM/TPCOUNT; FPSUM = &&FPSUM&I; FPCOUNT = &&FPCOUNT&I; FPR = FPSUM/FPCOUNT; BASE_TPR = &I/20; BASE_FPR = &I/20; %END; OUTPUT; %END; RUN;

SYMBOL INTERPOL=JOIN;

PROC GPLOT DATA = &INPUT._ROC; PLOT TPR*FPR BASE_TPR*BASE_FPR/OVERLAY; RUN; QUIT;

GOPTIONS RESET=ALL; %MEND;

Regards, Murphy

On Tue, Oct 14, 2008 at 9:45 AM, paul wilson <paulwilsn@yahoo.com> wrote:

> Hi, > > Would anyone be able to provide an example of a code needed to produce ROC > & Gains/Lift charts in SAS? > > Thanks a lot in advance!! >