Posts Tagged ‘ PROC CORR ’

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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Regularized Discriminant Analysis

September 30, 2010
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Using SAS to implement Regularized Discriminant Analysis .
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SAS implementation of Kernel PCA

February 6, 2010
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Kernel method is a very useful technique in data mining that is applicable to any algorithms relying on inner product . The key is applying appropriate kernel function to the inner product of original data space. I show here SAS/STAT+BASE ex...
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