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Can I please have your thoughts on the best way to learn data mining? A formal sas class on data mining, attend the sas conference on data mining, read a particular book, take a seminar?

I used to sit in a seminar about data mining given by a SAS consultant. He wanted people to believe in any output/result given by SAS without knowing why.

So I won't recommend a SAS class or SAS conference. One book I would recommend is The Elements of Statistical Learning: Data Mining, Inference, and Prediction by hastie.

If you have a data mining package at your disposal, e.g., SAS Enterprise Miner, it may come with one or more hands-on tutorials for you to work through, but those tutorials teach you more about the software than they do about the subject of "data mining."

If you don't mind plunking down some serious cash, the SAS Data Mining class(es) can help, especially if you're committed to using SAS technology. They preach a good methodology / philosophy, "SEMMA," (Sample, Explore, Modify, Model, Assess) and explain how to carry out each of the steps. The more advanced classes delve into specific kinds of modeling techniques.

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