Hi, I am trying to predict an interval target (customer spend in $) using GLM in SAS EM 13.2. I have 80K observations and 300 variables. The problem that I have with the final model is that the minimum prediction for the target is around $50 whereas 11K of customers have spent less than $50 in the training dataset and 1% of customers have spent less than $1. Any thoughts on why is this happening or on how to fix it? The probability distribution that I have used in the GLM model is Gamma with a Log link function. I have also tried other prob. distributions as well as link functions like Tweedie or invert gaussian but Gamma with a log link function produced the smallest ASE. The distribution of Target variable is highly skewed on the right as there are plenty of customers spending lower amounts and only a few spending more than $1000. Any thoughts are highly appreciated, Thanks, Sam
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