C - Stat Calculation Code for Validation and OOT

/* STEP - 1 Modeling for Development Dataset */



proc logistic data=DEV outmodel=logist_param descending;

model depvar=&var_r. /

outroc=roc

stb

scale=none

lackfit

selection=stepwise sle=.05 sls=.001;

output out=est_dev P=score;

run;



/* KS */

proc npar1way edf data=devscr;

class depvar;

var score;

run;





/* STEP - 2 Modeling for Validation Dataset */



proc logistic descending inmodel =logist_param;

score data = VAL out = est_val;

run;



/* KS */

proc npar1way data = est_val edf;

class depvar;

var P_1;

run;



/* STEP - 3 Modeling for OOT Validation Dataset */

proc logistic descending inmodel =logist_param;

score data = OOT out = est_val_OOT;

run;



/* KS */

ODS GRAPHICS on;

proc npar1way data = est_val_OOT edf;

class depvar;

var P_1;

run;





/* STEP - 4 C Statistic for Validation and Out of Time Sample DataSet */



%macro C_stat(input,var1,var2,output);



data d nd (rename=(&var1.=&var1._2 &var2.=&var2._2));

set &input.;

if &var1. then output d; else output nd;

run;



proc sql;

create table pairs as select a.&var1.,a.&var2.,b.&var1._2,b.&var2._2

from d as a, nd as b;

quit;



data class;

set pairs;

if &var2. gt &var2._2 then concordant =1; else concordant =0;

if &var2. = &var2._2 then tied =1; else tied =0;

if &var2. lt &var2._2 then discordant =1; else discordant =0;



proc summary data = class;

output out = sum

sum(concordant)=concordant

sum(tied)=tied;

run;



data &output.;set sum;

C = (concordant+tied)/_freq_;

run;

%mend;





%C_stat(est_val,depvar,p_1,C_for_val_data);

%C_stat(est_val_OOT,depvar,p_1,C_for_oot_data);