Software

In several earlier editions of KDnuggets mention was made of SAS macros that have been written for speedy development of predictive models for 0/1target variables. There is news about these macros.

A new macro was produced together with Matt Redlon of fingerhut.com. The macro Collin reduces multicollinearity among predictors by iterative automatic removal of variables according to four criteria in a linear regression analysis.
- The core transformation macro, Optibin, now has improved class boundary management, stores information about transformed variables, and allows the predictor data to be processed in chunks, speeding up the analysis.
- The macro Interact also stores information about transformed variables.
- The macro M_Spec has received a major overhaul and now translates a logistic regression model on transformed variables (including interaction dummies) to SAS code in terms of the original variables, using the information stored by the Optibin and Interact macros. So that the model specified can be run on any similar file for an assessment test or for production.

For more specific information see:
http://members.brabant.chello.nl/~c.vanbrunschot/macros.html

Clemens van Brunschot