# Posts Tagged ‘ predictive modeling ’

## KNN Classification and Regression in SAS

November 25, 2012
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kNN stands for k Nearest Neighbor. In data mining and predictive modeling, it refers to a memory-based (or instance-based) algorithm for classification and regression problems. It is a widely used algorithm with many successfully applications in medi...

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## Obtain Trace of the Projection Matrix in a Linear Regression

October 6, 2011
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Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix: S=X(X'X + \lambda I)^{-1}X'. Trace of the project matrix S is a key concept in modern regression analysis. For example, ...

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## Obtain Trace of the Projection Matrix in a Linear Regression

October 6, 2011
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Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix: S=X(X'X + \lambda I)^{-1}X'. Wikipedia has a well written introduction to Trace @ here. Trace of the project matrix S i...

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## Obtain Trace of the Projection Matrix in a Linear Regression

October 6, 2011
By

Recently, I am working on coding in SAS for a set of regularized regressions and need to compute trace of the projection matrix: $$S=X(X'X + \lambda I)^{-1}X'$$. Wikipedia has a well written introduction to Trace @ here. To obtain the inverse of ...

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## %HPGLIMMIX macro on large scale HMM

June 7, 2011
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PROC GLIMMIX is good tool for generalized linear mixed model (GLMM), when the scale is small to medium. When facing a large scale GLMM, such as modeling all ZIPs nested in Counties nested in all 51 States in US, a 64-bit machine with extremely large ...

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## %HPGLIMMIX macro on large scale HMM

June 7, 2011
By

PROC GLIMMIX is good tool for generalized linear mixed model (GLMM), when the scale is small to medium. When facing a large scale GLMM, such as modeling all ZIPs nested in Counties nested in all 51 States in US, a 64-bit machine with extremely large ...

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Posted in SAS | Comments Off

## %HPGLIMMIX macro on large scale HMM

June 7, 2011
By

PROC GLIMMIX is good tool for generalized linear mixed model (GLMM), when the scale is small to medium. When facing a large scale GLMM, such as modeling all ZIPs nested in Counties nested in all 51 States in US, a 64-bit machine with extremely large ...

Tags: , , ,
Posted in SAS | Comments Off

## Low Rank Radial Smoothing using GLIMMIX and its Scoring

September 30, 2010
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Low Rank Radial Smoothing using GLIMMIX , a semiparametric approach to smooth curves . Specifying TYPE=RSMOOTH option in RANDOM statement, we can implement this spline smooth approach. The bast thing is that for future scoring, data preparation...