# Posts Tagged ‘ PROC SCORE ’

## 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'. Trace of the project matrix S is a key concept in modern regression analysis. For example, ...

Tags: , , , , ,
Posted in SAS | Comments Off

## 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. Trace of the project matrix S i...

Tags: , , , , ,
Posted in SAS | Comments Off

## 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 ...

Tags: , , , , ,
Posted in SAS | Comments Off

## Low Rank Radial Smoothing using GLIMMIX and its Scoring

September 30, 2010
By

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...

Tags: , , , ,
Posted in SAS | Comments Off

## Regularized Discriminant Analysis

September 30, 2010
By

Using SAS to implement Regularized Discriminant Analysis .

Tags: , , ,
Posted in SAS | Comments Off

August 9, 2010
By

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...

Tags: , ,
Posted in SAS | Comments Off

## Implement Randomized SVD in SAS

July 13, 2010
By

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 ...

Tags: , , , ,
Posted in SAS | Comments Off

## SAS implementation of Kernel PCA

February 6, 2010
By

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...

Tags: , , , , ,
Posted in SAS | Comments Off

## Proc-x is looking for sponsors!

Dear readers, proc-x is looking for sponsors who would be willing to support the site in exchange for banner ads in the right sidebar of the site. If you are interested, please e-mail me at: [email protected]

## Welcome!

SAS-X.com offers news and tutorials about the various SAS® software packages, contributed by bloggers. You are welcome to subscribe to e-mail updates, or add your SAS-blog to the site.

## Recent Posts

SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration.