Tag: PROC CORR

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 …

SAS implementation of Kernel PCA

Kernel method is a very useful technique in data mining that is applicable to any algorithms relying on inner product [1]. The key is applying appropriate kernel function to the inner product of original data space.

I show here SAS/STAT+BASE ex…