All Questions
Tagged with sas predictive-models
17
questions
0
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0
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35
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Understanding PRIOR option in SCORE statement for PROC LOGISTIC (SAS)
Say I have a binary response which I want to model with logistic regression on covariates $x$. Fitting a model with PROC LOGISTIC will fit MLE coefficients for the model
$$
\text{logit}(\pi) = \alpha +...
- 23
2
votes
0
answers
40
views
How to solve MME [closed]
I have spent an entire day trying to figure out how to solve these mixed model equations without any luck. I am therefore reaching out to this community. The assignment is as follows:
Using the ...
- 21
0
votes
1
answer
310
views
What happens to zero values during statistical model estimation with a log link function? (SAS PROC GAMPL - GAM)
I fitted a generalized additive model (GAM) using SAS PROC GAMPL with a Poisson distribution and a log link function.
The outcome was a measure of repair cost for a large collection of units (4k+). ...
- 3
0
votes
0
answers
167
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Best Method for Continuous Target
I am trying to build a model where my target is continuous with a
right-skewed distribution. I am interested to know what are possible
models I can try apart from linear regression.
I have around 200 ...
- 1
1
vote
0
answers
16
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Tuning the Logit model based on sensitivity
I am working on a logistic model to predict whether or not an employee is likely to take a leave day during a given three month period. The model only correctly classified the “non-event"
...
- 11
0
votes
1
answer
609
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Which fold will be chosen after applying k-fold cross validation? [duplicate]
I think I barely understand how k-fold CV is working and I have a question about it.
For example, when I run 5-fold cross-validation (in SAS), I use 5 subsets of the training data, and end up with 5 ...
- 1
0
votes
1
answer
1k
views
Using PROC QLIM OUTPUT to get predicted values from a two-step Tobit model
I am fitting a two-step Tobit model through PROC QLIM in SAS. The first step of the model is a probit model for whether someone "responds" (e.g. makes a donation). The second step of the model is ...
- 11
1
vote
0
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80
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Parametric survival curve in middle of observation window
I am fitting a parametric survival model with a Weibull distribution that has pretty good results when checking the 12 month predictions versus the actual results. The issue I'm seeing is when looking ...
- 111
1
vote
0
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234
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Transfer Function Confidence interval estimation
I've obtained a Transfer Function model to predict the value of $y_t$ which is:
$$ y_t - \mu = \frac{0.0034 + 0.0024B^9}{1- 0.9B}x_{t-9} + \frac{1}{1+0.6B} a_t$$
I obtained this model with SAS, and ...
- 111
0
votes
0
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3k
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variable error on logistic regression/ proc catmod- Building predictive model
I am using logistic regression to fit a model with categorical/multinomial varaibles.
data-description: There are over 300 variables as independent variables, sample size is 5000 which is divided into ...
- 1
2
votes
1
answer
2k
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Risk Ratio (or Prevalence Ratio) in SAS Proc Glimmix
Is it possible to obtain risk ratio in proc glimmix. And if yes, how do I specify the base. E.g base 'male' in variable 'gender'.
Below is a template of my model:
...
- 21
2
votes
1
answer
5k
views
Concordance vs. Sensitivity
I am confused between these two terms: sensitivity and concordance. What I understand about these two terms:
Concordance: the number of pairs where actual 1s have higher predicted probability of ...
- 609
2
votes
1
answer
741
views
Getting the good prediction standard error with R and/or SAS
Consider for instance the balanced one-way random effects ANOVA model:
$$(y_{ij} \mid \mu_i) \sim_{\text{iid}} {\cal N}(\mu_i, \sigma^2_w), \quad j=1,\ldots,J,
\qquad
\mu_i \sim {\cal N}(\mu, \sigma^...
- 19.5k
0
votes
1
answer
1k
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How to get SSE for predictions using SAS?
I have a data set with some predictors, a number of training points, and some test points. I've come up with a model that I believe most accurately represents the training data (throwing out x1 and x2)...
- 145
-4
votes
1
answer
2k
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Best way to compare two alternative models
Let's suppose we are attempting to predict traffic accidents on some highway. Traffic Accidents would be the response variable in our data set.
We have TWO competing models:
Two predictor variables:...
- 141