The QUANTSELECT Procedure

PARTITION Statement

PARTITION <option>;

The PARTITION statement specifies how observations in the input data set are logically partitioned into disjoint subsets for model training, validation, and testing. Either you can designate a variable in the input data set and a set of formatted values of that variable to determine the role of each observation, or you can specify proportions to use for random assignment of observations for each role.

An alternative to using a PARTITION statement is to provide a variable named _ROLE_ in the input data set to define roles of observations in the input data. For more information about the _ROLE_ variable, see the description of the OUTDESIGN= option and see the section OUTPUT Statement. The QUANTSELECT procedure ignores all observations whose _ROLE_ values are not equal to TRAIN, TEST, or VALIDATE. If you specify the PARTITION statement, then the _ROLE_ variable in the input data set (if it exists) is ignored. If you do not use a PARTITION statement and the input data do not contain a variable named _ROLE_, then all observations in the input data set are assigned to model training.

You can specify either (but not both) of the following options:

ROLEVAR=variable (<TEST=value> <TRAIN=value> <VALIDATE=value>) ROLE=variable (<TEST=value> <TRAIN=value> <VALIDATE=value>): names the variable in the input data set whose values are used to assign roles to each observation. The TEST=, TRAIN=, and VALIDATE= suboptions specify the formatted values of this variable that are used to assign observations roles. If you do not specify the TRAIN= suboption, then all observations whose role is not determined by the TEST= or VALIDATE= suboptions are assigned to training.
FRACTION(<TEST=fraction> <VALIDATE=fraction>): requests that specified proportions of the observations in the input data set be randomly assigned training and validation roles. You specify the proportions for testing and validation by using the TEST= and VALIDATE= suboptions. If you specify both the TEST= and the VALIDATE= suboptions, then the sum of the specified fractions must be less than 1 and the remaining fraction of the observations are assigned to the training role.

Last updated: December 09, 2022