topic Re: Spatial regression in SAS Forecasting and Econometrics

Spatial regression

Voldemort — Sun, 11 Feb 2024 09:52:15 GMT

I have a data of 4500 locations with each location corresponding to a bank branch. I have 13 predictor variables and a dependent variable. I want to use proc spatialreg to do the spatial regression on this data . I did 80-20 split and made a spatial weights matrix on the 80% data ....I was able to get the predictions for the training data but how to incorporate that on the test data ?

Re: Spatial regression

Ksharp — Sun, 11 Feb 2024 10:33:44 GMT

Check @Rick_SAS 's blog:
https://blogs.sas.com/content/iml/2014/02/17/the-missing-value-trick-for-scoring-a-regression-model.html

https://blogs.sas.com/content/iml/2014/02/19/scoring-a-regression-model-in-sas.html

https://blogs.sas.com/content/iml/2019/02/11/proc-plm-regression-models-sas.html

https://blogs.sas.com/content/iml/2019/11/20/predicted-values-generalized-linear-models-ilink-sas.html

Re: Spatial regression

Voldemort — Sun, 11 Feb 2024 10:37:25 GMT

This does work for linear regression but my issue is specific to spatial regression...Is there any alternative that supports proc spatialreg

Re: Spatial regression

Voldemort — Sun, 11 Feb 2024 10:38:52 GMT

The problem is spatial models have another key component and that's spatial weights matrix...How to incorporate that in proc score