/*
The purpose of this macro is to show how to dynamically process variables in a SAS
dataset from left to right, skipping any character variables as well as the variable
representing your dependent variable. A univariate measure called the 'importance ratio'
is calculated (compliments of Gregg Weldon) by using PROC RANK. The purpose of such a
ratio is to enable the analyst to reduce a huge set of predictors down into something
more managable. The table called MYTABLE is a summary of these ratios for all variables
in the dataset.
*/
data mydata;
 input Y VAR1 VAR2 $ VAR3 ;
cards;
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 16
0	30	uu	2
1	10	yy	4
0	.	hg	13
1	30	fd6	2
1	20	gh	31
0	.	65	3
0	20	ws2	.
1	10	dc	42
1	.	tg9	52
0	30	yhn	62
1	20	uij	72
1	20	yg	1
0	.	jk	63
0	20	lk2	.
1	10	lk	2
1	.	uh2 46
0	30	uu	42
1	10	yy	44
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	6.
1	10	dc	62
1	.	tg9	62
0	30	yhn	62
1	20	uij	62
1	20	yg	71
0	.	jk	73
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
1	10	yy	4
0	.	hg	3
1	30	fd6	2
1	20	gh	1
0	.	65	3
0	20	ws2	.
1	10	dc	2
1	.	tg9	2
0	30	yhn	2
1	20	uij	2
1	20	yg	1
0	.	jk	3
0	20	lk2	.
1	10	lk	2
1	.	uh2 6
0	30	uu	2
;

%macro importance_ratio(mydata,varname,vardep);

proc rank data=&mydata out=testrank (keep=&varname &vardep bracket)
 groups=10 ties=high;
 ranks bracket;
 var &varname;
run;

proc freq data=testrank;
 table bracket*&vardep /out=freqout;
run;

proc means data=freqout;
 var count;
 by bracket;
 output out=meanout sum=bsum;
run;
data importance (keep=varname imptance);
length varname $45 ;
merge freqout (keep=bracket &vardep count)
 meanout (keep=bracket bsum)
 end=done;
by bracket;
numer+(-count*log(count/bsum));
denom+bsum;
if done then do;
 imptance=-log(numer/denom+.000000000000000000000000001);
 varname="&varname";
 output;
end;
run;

%if &i=1 %then %do;
data mytable;
 set importance;
run;
%end;
%if &i>1 %then %do;
proc append base=mytable data=importance;run;
%end;

%mend importance_ratio;
%macro getnames(dsn,vardep);
OPTIONS NOTES SOURCE SOURCE2 MPRINT MLOGIC MERROR SYMBOLGEN;

   %let dsid=%sysfunc(open(&dsn));
   %let cnt=(%sysfunc(attrn(&dsid,nvars)));
   %do i = 1 %to &cnt;
    %if(%sysfunc(vartype(&dsid,&i)))=N %then %do;
    %let myname=%sysfunc(varname(&dsid,&i));
      %if &myname^=&vardep %then %importance_ratio(mydata,&myname,&vardep);
 %end;
 %end;
 title Summary of Importance Ratio;
 proc sort data=mytable; by imptance ;run;
 proc print data=mytable;run;
   %let rc=%sysfunc(close(&dsid));
%mend getnames;

%getnames(mydata,Y);