Tag: predictive modeling

How to use predictive modeling with SAS to analyze crime

Did you ever wonder why one place is more likely to experience burglaries than another?  Maybe you want to move to a new neighborhood and make sure it has as much going for it as possible before you load up the truck. I found some data at the Universi…

Kaggle Digit Recoginizer: SAS k-Nearest Neighbor solution

Kaggle is hosting an educational data mining competition: Kaggle Digit Recognizer, using MNIST data. Handwritten digit recognition is one of the few applications that kNN classifier performs well. Of course, the benchmark kNN classifier provided …

KNN Classification and Regression in SAS

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…

Obtain Trace of the Projection Matrix in a Linear Regression

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, …

Obtain Trace of the Projection Matrix in a Linear Regression

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…

Obtain Trace of the Projection Matrix in a Linear Regression

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 …