https://communities.sas.com/t5/SAS-Procedures/Books-on-ADAPTIVEREG-and-LOESS-as-applied-to-Credit-Risk/m-p/278197#M58845 <P>I'd start with the SAS documentation <A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_introreg_sect020.htm" target="_self">"Introduction to Nonparametric Regression Procedures"</A>, then read the <A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_adaptivereg_overview.htm" target="_self">individual chapters</A>, especially the Getting Started examples. &nbsp;</P> <P>&nbsp;</P> <P>In addition to the ADAPTIVEREG and LOESS procedures, you might want to read about the new GAMPL procedure for penalized likelihood ganeralized additive models. &nbsp;I wrote<A href="http://blogs.sas.com/content/iml/2016/03/23/nonparametric-regression-binary-response-sas.html" target="_self"> a blog post that uses GAMPL for nonparametric regression of binary data</A>, which is the statistical technique used in credit scoring.</P> <P>&nbsp;</P> Fri, 17 Jun 2016 14:17:46 GMT Rick_SAS 2016-06-17T14:17:46Z https://communities.sas.com/t5/SAS-Procedures/Books-on-ADAPTIVEREG-and-LOESS-as-applied-to-Credit-Risk/m-p/278177#M58839 <P>Hello All,<BR /><BR />I am interested to learn more about the ADAPTIVE REGRESION (MARS) and LOESS. Is this something that can be applied in credit scoring?</P> <P>Kindly guide me with some books that I can read to get a clear understanding of these method.</P> <P>&nbsp;</P> <P>Kind regards</P> <P>Sk</P> Fri, 17 Jun 2016 12:45:59 GMT https://communities.sas.com/t5/SAS-Procedures/Books-on-ADAPTIVEREG-and-LOESS-as-applied-to-Credit-Risk/m-p/278177#M58839 Siddharth123 2016-06-17T12:45:59Z https://communities.sas.com/t5/SAS-Procedures/Books-on-ADAPTIVEREG-and-LOESS-as-applied-to-Credit-Risk/m-p/278197#M58845 <P>I'd start with the SAS documentation <A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_introreg_sect020.htm" target="_self">"Introduction to Nonparametric Regression Procedures"</A>, then read the <A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_adaptivereg_overview.htm" target="_self">individual chapters</A>, especially the Getting Started examples. &nbsp;</P> <P>&nbsp;</P> <P>In addition to the ADAPTIVEREG and LOESS procedures, you might want to read about the new GAMPL procedure for penalized likelihood ganeralized additive models. &nbsp;I wrote<A href="http://blogs.sas.com/content/iml/2016/03/23/nonparametric-regression-binary-response-sas.html" target="_self"> a blog post that uses GAMPL for nonparametric regression of binary data</A>, which is the statistical technique used in credit scoring.</P> <P>&nbsp;</P> Fri, 17 Jun 2016 14:17:46 GMT https://communities.sas.com/t5/SAS-Procedures/Books-on-ADAPTIVEREG-and-LOESS-as-applied-to-Credit-Risk/m-p/278197#M58845 Rick_SAS 2016-06-17T14:17:46Z