[…] When you partition data into various roles, you can choose to add an indicator variable, or you can physically create three separate data sets. The following DATA step creates an indicator variable with values "Train", "Validate", and "Test". The specified proportions are 60% training, 30% validation, and 10% testing. You can change the values of the SAS macro variables to use your own proportions. The RAND("Table") function is an efficient way to generate the indicator variable. …