data dat;
do i = 1 to 10000;
X1 = 10 + 3*rannor(0);
X2 = 20 + 2*ranuni(0);
X3 = 15 - exp(2*rannor(0));
X4 = 35 + 2*ranexp(0);
y=round(ranuni(0));
output; end; drop i;
run;
proc logistic data=dat outest=logist descending;
model y=x1 x2 x3 x4/
outroc=roc
stb
scale=none;
output out=valid P=score;
run;
proc npar1way edf data=valid;
class y;
var score;
run;
do i = 1 to 10000;
X1 = 10 + 3*rannor(0);
X2 = 20 + 2*ranuni(0);
X3 = 15 - exp(2*rannor(0));
X4 = 35 + 2*ranexp(0);
y=round(ranuni(0));
output; end; drop i;
run;
proc logistic data=dat outest=logist descending;
model y=x1 x2 x3 x4/
outroc=roc
stb
scale=none;
output out=valid P=score;
run;
proc npar1way edf data=valid;
class y;
var score;
run;
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