Solved – How to perform cross validation of a model predicting categorical variable in SAS

I have a prediction outcome that is dichotomous while all other predictor variables are binary and categorical.

How can I perform cross validation in SAS and see the ROC curve?

I need to create bayesian network.

In the output statement in proc logistic you can request cross-validated predictions (I believe they are leave one out predictions). There is also an option to produce an ROC curve.

If you need to go further you're going to have to create training and test data sets in a data step, run the model, save predicted probabilities, then predict on the test set in another data step.

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