异常值处理

本段代码是异常值处理，只要是大于99分位数的让其等于99分位数，小于1分位数的让其等于1分位数。

代码如下：

其中：

lib =逻辑库；

out=输出的数据集；

open_data=包含99分位数和1分位数的数据集；

input_data=要处理异常值的数据集。

---

data model_data6;

set model_data5;

drop &py_var;

run;

/*异常值处理：大于99分位的等于99分位，小于1分位的等于1分位*/

proc contents data = model_data6 noprintout =model_var6(keep = name type label);

run;

proc sql noprint;

select name into:num_varseparated by''frommodel_var6

where name not in("default","account_place_p","education","house_product_type","insurance_money_type","position","submit_time1","submit_time2","unit_type") and type = 1;

quit;

%put &num_var.;

/*创建1和99分位数*/

odslisting close;

ods results off;

odsoutput

extremeobs =num_extremobs2

quantiles =num_quantiles;

proc univariate data =model_data6;

var &num_var. ;

run;

ods output close;

ods results on;

odslisting;

data num_quantiles_99 num_quantiles_1;

set num_quantiles;

if index(quantile, "99%") then output num_quantiles_99;

if index (quantile,"1%") then output num_quantiles_1;

run;

/*给数值型变量加后缀*/

data model_var7;

set model_var6;

if type = 1then name1 = compress(name)||"_"||"2";

run;

/*拼接所有数值型变量99分位数表*/

procsql;

create table tmp_num_991 as

select a.name,name1,b.estimate

from model_var7 a leftjoin num_quantiles_99 b

on a.name = b.varname

wheretype =1and Estimate ^= .

;

createtabletmp_num_11 as

select a.name,name1,b.estimate

from model_var7 a leftjoin num_quantiles_1 b

on a.name = b.varname

wheretype =1and Estimate ^=.

;

quit;

procsortdata = tmp_num_11;

by name;

run;

procsortdata = tmp_num_991;

by name;

run;

data tmp_num;

merge tmp_num_11(rename = (Estimate =Estimate1)) tmp_num_991(rename = (Estimate = Estimate99)); 

attrib _all_ label='';

run;

%macro yq_ycz(lib =,out=,open_data=,input_data=);

%if%sysfunc(exist(&lib..&out.)) ne 0%then%do;

proc datasetslib = &lib.nolist;

delete &out.;

quit;

%end;

%let dsid = %sysfunc(open(&open_data.));

%if &dsid gt 0%then%do;

%let nobs = %sysfunc(attrn(&dsid,nobs));

%do i = 1%to &nobs;

    %let rc = %sysfunc(fetchobs(&dsid,&i));

    %let varnume1 = %sysfunc(varnum(&dsid,name));

    %let value1 = %sysfunc(getvarc(&dsid,&varnume1));

    %let varnume2 = %sysfunc(varnum(&dsid,name1));

    %let value2 = %sysfunc(getvarc(&dsid,&varnume2));

    %let varnume3 = %sysfunc(varnum(&dsid,estimate1));

    %let value3 = %sysfunc(getvarn(&dsid,&varnume3));/*1分位*/

    %let varnume4 = %sysfunc(varnum(&dsid,Estimate99));

    %let value4 = %sysfunc(getvarn(&dsid,&varnume4));/*99分位*/

data  out_&i.;

set &lib..&input_data.(keep = &value1.);

if &value1.<&value3. then &value2. =&value3.;

else if &value1.>&value4. then &value2. =&value4.;

else &value2. = &value1.;

keep &value2.;

label &value2. = "&value2.";

run;

%if &i.=1%then%do;

data &out.;

set  out_&i.;

keep &value2.;

run;

%end;

%else %do;

data &out.;

merge  &out. out_&i.;

run;

%end;

%end;

%let dsid = %sysfunc(close(&dsid));

%end;

%mend;

%yq_ycz(lib=work,out = outdata_num,open_data = tmp_num,input_data = model_data6);

procdatasetslib=work  nolist;

   delete out_: / memtype=data;

quit;

来源|风控建模

作者|Monica

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