The MODEL statement names the dependent variables and
the independent variables.
Variables specified in the MODEL statement must be
numeric variables in the data set being analyzed.
- MODEL dependents=independent variables
< / options > ;
Table 38.1 lists the options available in the MODEL statement.
Table 38.1: Model Statement Options
|DIRECT||specifies direct fitting at every data point|
|SMOOTH=||specifies the list of smoothing values|
|DEGREE=||specifies the degree of local polynomials (1 or 2)|
|DROPSQUARE=||specifies the variables whose squares are
to be dropped from local quadratic polynomials|
|BUCKET=||specifies the number of points in kd tree buckets|
|ITERATIONS=||specifies the number of reweighting iterations|
|DFMETHOD=||specifies the method of computing lookup degrees of freedom|
|Residuals and Confidence limits|
|ALL||requests the following options:
CLM, RESIDUAL, STD, SCALEDINDEP|
|CLM||displays % confidence interval for the
mean predicted value|
|RESIDUAL||displays residual statistics|
|STD||displays estimated prediction standard deviation|
|T||displays t statistics|
|DETAILS=||specifies which tables are to be displayed|
|ALPHA=||sets significance value for confidence intervals|
|SCALE=||specifies the method used to scale the
|SCALEDINDEP||displays scaled independent variable coordinates|
The following options are available in
the MODEL statement after a slash (/).
requests all these options:
CLM, RESIDUAL, SCALEDINDEP, STD, and T.
sets the significance level used for the construction of
confidence intervals for the current MODEL statement.
The value must be between 0 and 1; the
default value of 0.05 results in 95% intervals.
specifies the maximum number of points in the leaf nodes of the
kd tree. The default value used is s*n/5, where
s is a smoothing parameter specified using the
SMOOTH= option and n is the number of observations
being used in the current BY group. The BUCKET= option is ignored
if the DIRECT option is specified.
requests that ) confidence limits on the mean predicted value
be added to the "Output Statistics" table. By default, 95% limits are
computed; the ALPHA= option
in the MODEL statement can be used to change the -level. The
use of this option implicitly selects the model option DFMETHOD=EXACT
if the DFMETHOD= option has not been explicitly used.
- DEGREE= 1 | 2
sets the degree of the local polynomials to use for each
local regression. The valid values are 1 for local linear fitting
or 2 for local quadratic fitting, with 1 being the default.
- DETAILS < ( tables ) >
selects which tables to display, where tables is one or
more of kdTree (or TREE), PredAtVertices (or FITPOINTS), and
(or STATOUT). A specification of kdTree outputs the kd tree
structure, PredAtVertices outputs fitted values and coordinates of the
kd tree vertices where the local least squares fitting is done, and
outputs the predicted values and other requested statistics
at the points in the input data set. The kdTree and PredAtVertices
specifications are ignored if the DIRECT option is specified in the MODEL
statement. Specifying the option DETAILS with no qualifying list
outputs all tables.
- DFMETHOD= NONE | EXACT
specifies the method used to calculate the "lookup" degrees of
freedom used in performing statistical inference. The default is DFMETHOD=NONE.
Approximate methods for computing the "lookup" degrees of freedom
are not currently supported. The use of any of the MODEL statement
options ALL, CLM or T or any SCORE statement CLM option implicitly
selects the DFMETHOD=EXACT option.
specifies that local least squares fits are to be done at every point
in the input data set. When the direct option is not specified,
a computationally faster method is used. This faster method performs
local fitting at
vertices of a kd tree decomposition of the predictor space followed by
blending of the local polynomials to obtain a regression surface.
specifies the quadratic monomials to exclude from the local quadratic
fits. This option is ignored unless the DEGREE=2 option has been
model z=x y / degree=2 dropsquare=(y)
uses the monomials 1, x, y, x2, and
x y in performing the local fitting.
specifies the number of iterative reweighting steps to be done. Such
iterations are appropriate when there are outliers in the data or when
the error distribution is a symmetric long-tailed distribution. The
default number of iterations is 1.
- RESIDUAL | R
specifies that residuals are to be included in the
- SCALE= NONE | SD < (number) >
specifies the scaling method to be applied to scale the regressors.
The default is NONE, in which case no scaling is applied.
A specification of SD(number) indicates that a trimmed standard deviation is to
be used as a measure of scale, where number is the trimming
fraction. A specification of SD with no
qualification defaults to 10% trimmed standard deviation.
specifies that scaled regressor coordinates be included in the
output tables. This option is ignored if the SCALE= model option
is not used or if SCALE=NONE is specified.
specifies a list of positive smoothing parameter values.
A separate fit is obtained for each smoothing value specified.
specifies that standardized errors are to be included in the
"Output Statistics" table.
specifies that t statistics are to be included in the
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.