topic regression with separate coefficients for postitive and negative values in SAS Programming

regression with separate coefficients for postitive and negative values

vxhong17 — Mon, 28 Jul 2014 09:18:28 GMT

Hi everyone,

I want to run regression a on b. However, I want to have separate coefficients for b+ (positive b) and b- (negative b).

Model is a = alpha + beta1*abs(b+) + beta2*abs(b-)

Thank you so much,

PGStats — Mon, 28 Jul 2014 14:37:28 GMT

Something like this:

data test;

set myData;

absB = abs(b);

signB = b >= 0; /* Consider zero positive */

run;

proc glm data=test;

class signB;

/* Same intercept */

model a = absB*signB / solution;

run;

vxhong17 — Mon, 28 Jul 2014 18:32:18 GMT

Hi PGStats,

In the case that I want to run this regression for each company (company_ID), how cai I modify the code?

Thank you so much,

PGStats — Mon, 28 Jul 2014 18:40:41 GMT

Use BY processing:

data test;

set myData;

absB = abs(b);

signB = b >= 0; /* Consider zero positive */

run;

proc sort data=test; by company_ID; run;

proc glm data=test;

by company_ID;

class signB;

/* Same intercept */

model a = absB*signB / solution;

run;

vxhong17 — Mon, 28 Jul 2014 18:49:05 GMT

Hi PGstats,

Thank you so much for your help,