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standard bias. This term

       will be added in next step;

      %IF NOT(&&_n_imbal_new < &_n_imbal) %THEN

      %DO;

      %LET _added = NOT ADDED;

      DATA allinter;

      SET allinter;

      IF iter ^= &count;

      RUN;

      DATA imbalance_out;

      SET imbalance_old (OBS = 1);

      in = 0;

      out = 1;

      KEEP _var1 _var2 in out;

      RUN;

      DATA imbalance;

      MERGE imbalance imbalance_out;

      BY _var1 _var2;

      RUN;

      PROC SORT DATA = imbalance;

      BY out in DESCENDING imbalance DESCENDING max;

      RUN;

      DATA imbalance_new;

      SET imbalance (WHERE = (imbalance >=

       &entry_nstrata_crit AND NOT in

       AND NOT out) OBS = 1);

      IF NOT(in OR out);

      DROP in out;

      RUN;

      %END;

      %* If improvement since last step then add term to the terms to stay

       in the model. In dataset IMBALANCE var IN is set to 1.

      Macro variable _N_IMBAL is updated to &_N_IMBAL_NEW. Dataset

       IMBALANCE_NEW is created with the next term to be added.;

      %ELSE

      %DO;

      %LET _added = ADDED;

      DATA imbalance_keep;

      SET imbalance_new;

      step = &count;

      RUN;

      DATA imbalance;

      MERGE imbalance (DROP = max imbalance)

      imbalance_new (KEEP = _var1 _var2 max

       imbalance WHERE = (_var2 ^= ‘’))

      imbalance_old (KEEP = _var1 _var2 IN =

       innew OBS = 1);

      BY _var1 _var2;

      out = .;

      IF innew THEN

      in = 1;

      RUN;

      %LET _n_imbal = &_n_imbal_new;

      %LET _max = &&_max_new;

      PROC SORT DATA = imbalance (WHERE = (in OR out)) OUT =

       imbalance_prev (KEEP = _var1 _var2) NODUPKEY;

      BY _var1 _var2;

      RUN;

      DATA imbalance_new;

      MERGE imbalance_prev (IN = inp) imbalance_new

       (WHERE = (_var2 ^= ‘’ AND imbalance >=

       &entry_nstrata_crit));

      BY _var1 _var2;

      IF NOT inp;

      keep = _var1;

      _var1 = _var2;

      _var2 = keep;

      DROP keep;

      RUN;

      PROC SORT DATA = imbalance_new;

      BY _var1 _var2;

      RUN;

      DATA imbalance_new;

      MERGE imbalance_prev (IN = inp) imbalance_new

       (WHERE = (_var2 ^= ‘’ AND imbalance >=

       &entry_nstrata_crit));

      BY _var1 _var2;

      IF NOT inp;

      keep = _var1;

      _var1 = _var2;

      _var2 = keep;

      DROP keep;

      RUN;

      %* Select the interaction with the highest sum of

       std.diffs. This one is the one to add;

      PROC SORT DATA = imbalance_new;

      BY imbalance max;

      RUN;

      DATA imbalance_new;

      SET imbalance_new END = last;

      IF last;

      RUN;

      %END;

      %* If interaction term involves one or two class variable, get all

       indicator variables to add to model;

      PROC SORT NODUPKEY DATA = _stddiff (KEEP = _var1 variable1 _var2

       variable2 vartype: WHERE = (_var2 ^= ‘’)) OUT = _vars;

      BY _var1 _var2 variable1 variable2;

      RUN;

      DATA imbalance_new;

      MERGE _vars imbalance_new (IN = in);

      BY _var1 _var2;

      IF in;

      RUN;

      DATA imbalance_new;

      SET imbalance_new;

      BY _var1 _var2 variable1 variable2;

      IF vartype2 = ‘C’ AND LAST.variable1 THEN

      DELETE;

      RUN;

      PROC SORT DATA = imbalance_new;

      BY _var2 _var1 variable2 variable1;

      RUN;

      DATA imbalance_new;

      SET imbalance_new;

      BY _var2 _var1 variable2 variable1;

      IF vartype1 = ‘C’ AND LAST.variable2 THEN

      DELETE;

      RUN;

      PROC SORT DATA = imbalance_new;

      BY _var1 variable1 _var2 variable2;

      RUN;

      PROC SORT DATA = imbalance;

      BY _var1 _var2;

      RUN;

      * Finalize IMBALANCE_NEW and check if there is any more terms to add;

      %LET new_n_inter = 0;

      DATA imbalance_new;

      SET imbalance_new END = last;

      IF last THEN

      CALL SYMPUT(‘new_n_inter’, COMPRESS(PUT(_n_, BEST.)));

      RUN;

      %* Dataset ALLINTER contains all interaction terms to be added in the

       next step;

      DATA allinter;

      SET allinter imbalance_new (IN = in);

      IF in THEN

      iter = &count + 1;

      RUN;

      %PUT STEP &count: #imbalanced: &_n_imbal - &&_ibint&_nibint &_added;

      %END;

      %* Check

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