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 …
Tag: predictive modeling
%HPGLIMMIX macro on large scale HMM
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 …
%HPGLIMMIX macro on large scale HMM
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 …
Low Rank Radial Smoothing using GLIMMIX and its Scoring
Low Rank Radial Smoothing using GLIMMIX [1], a semiparametric approach to smooth curves [2]. Specifying TYPE=RSMOOTH option in RANDOM statement, we can implement this spline smooth approach. The bast thing is that for future scoring, data preparation…
Implement Randomized SVD in SAS
In the 2010 SASware Ballot®, a dedicated PROC for Randomized SVD was among the options. While an official SAS PROC will not be available in the immediate future as well as in older SAS releases, it is fairly simple to implement this algorithm using …
Boost to tackle nonlinearity
data nonlinear;
do x=1 to 627;
p=(sin(x/100)+1)*0.45;
do j=1 to 100;
x1=x+(j-1)/100;
if ranuni(8655645)<=p then y=1; else y=0;
output; drop p j;
end;
end;
run;
proc rank data=nonlinear out=nonlinearrank groups=…
K-Nearest Neighbor in SAS
K-Nearest-Neighbor, aka KNN, is a widely used data mining tool and is often called memory-based/case-based/instance-based method as no model is fit. A good introduction to KNN can be find at [1], or @ Wiki.
Typically, KNN algorithm relies on a soph…
Improve the Boost macro from Prof. Rayens, W and Dr. Johnson, K
In Chapter 2 of the book “Pharmaceutical Statistics Using SAS: A Practical Guide” (SAS Press), Prof. Rayens, W and Dr. Johnson K. presented their SAS implementation of boost algorithms, including AdaBoost, RealBoost, GentleBoost and LogitBoost. The o…