data credit;
infile 'K:\german.data.txt';
input checking $ duration history $ purpose $ amount savings $ employ $ rate status $
debtors $ residence property $ age other_plans $ housing $ exist_cr job $ provide phone $ foreign $ goodbad;
goodbad=goodbad-1;  /* so good loan is 1 and a bad one is 0  */
nchecking=0;
if checking = "A12" then nchecking=100;
if checking = "A13" then nchecking=500;
nhistory=0;
if history="A32" then nhistory=1;
if history="A33" then nhistory=2;
if history="A34" then nhistory=3;
nsavings=0;
if savings="A61" then nsavings=50;
if savings="A62" then nsavings=300;
if savings="A63" then nsavings=750;
if savings="A64" then nsavings=1500;
nemploy=0;
if employ="A71" then nemploy=.5;
if employ="A72" then nemploy=2.5;
if employ="A73" then nemploy=5.5;
if employ="A74" then nemploy=10;
njob=0;
if job="A172" then njob=1;
if job="A173" then njob=2;
if job="A174" then njob=2;
nphone=0;
if phone="A192" then nphone=1;
nforeign=0;
if foreign="A202" then nforeign=1;
* proc print;
run;
%include 'K:\categorical.to.dummy.creator.txt';
%dummy(dataset=credit,var=purpose status debtors property other_plans housing);
%include 'K:\fsr_logistic.txt';
%fsr_logistic(dataset=credit_new,model=
duration|amount|rate|residence|age|exist_cr|provide|nchecking|nhistory|nsavings|nemploy|njob|nphone|nforeign|
debtors_1|debtors_2|housing_1|housing_2|other_plans_1|other_plans_2|property_1|property_2|property_3|purpose_1|
purpose_2|purpose_3|purpose_4|purpose_5|purpose_6|purpose_7|purpose_8|purpose_9|status_1|status_2|status_3 @q,
gamma=0.05,y=goodbad,method=1,terms=40);
run;