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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Tags: data mining, predictive modeling, PROC CORR, PROC REG, PROC SCORE, R

Posted in SAS | Comments Off on 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...

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Tags: data mining, predictive modeling, PROC CORR, PROC REG, PROC SCORE, R

Posted in SAS | Comments Off on 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 ...

Read more »

Tags: data mining, predictive modeling, PROC CORR, PROC REG, PROC SCORE, R

Posted in SAS | Comments Off on Obtain Trace of the Projection Matrix in a Linear Regression

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...

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Tags: predictive modeling, PROC GLIMMIX, PROC PRINCOMP, PROC SCORE, SVD

Posted in SAS | Comments Off on Low Rank Radial Smoothing using GLIMMIX and its Scoring

Using SAS to implement Regularized Discriminant Analysis .

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Tags: PROC CORR, PROC DISTANCE, PROC PRINCOMP, PROC SCORE

Posted in SAS | Comments Off on Regularized Discriminant Analysis

Partial Least Square is one of several supervised dimension reduction techniques and attracts attention in recent years. In the one hand, PLS is able to generate a series of scores that maximize linear correlation between dependent variables and inde...

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Tags: PROC FACTOR, PROC PLS, PROC SCORE

Posted in SAS | Comments Off on VARIMAX rotation of PLS loadings

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 ...

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Tags: predictive modeling, PROC FASTCLUS, PROC PRINCOMP, PROC SCORE, SVD

Posted in SAS | Comments Off on Implement Randomized SVD in SAS

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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Tags: kernel, PCA, predictive modeling, PROC CORR, PROC PRINCOMP, PROC SCORE

Posted in SAS | Comments Off on SAS implementation of Kernel PCA