topic Re: Non linearity in regression in SAS Procedures

Non linearity in regression

yael — Sun, 10 Jul 2016 08:47:35 GMT

Hello

I try to check nonlinearity in the regression by using square in one of my variable (fownff)

My code is:

proc glm data=sasuser.sasfile060716;

class firmno sector year industry;

model roa = fownff fownff**2 salesGro RDAssets LTassets LNAssetsindustry year

/solution;

run;

But the log I got is:

ERROR 22-322: Syntax error, expecting one of the following: a name, ;, (, *, -, /, @, _CHARACTER_, _CHAR_, _NUMERIC_, |.

ERROR 200-322: The symbol is not recognized and will be ignored.

As far as I know, this is the way to check linearity.

I appreciate your help to explain what is my mistake

Thanks a lot!

Re: Non linearity in regression

Ksharp — Sun, 10 Jul 2016 10:20:55 GMT


model roa = fownff    fownff*fownff   salesGro RDAssets LTassets LNAssetsindustry year


I suggest you check PROC LOESS

Re: Non linearity in regression

yael — Sun, 10 Jul 2016 11:52:09 GMT

Thanks for your reply, but I got the same LOG answer with your proposal

Re: Non linearity in regression

PGStats — Sun, 10 Jul 2016 20:56:01 GMT

X*Y is accepted in proc reg model specification as a polynomial effect. @Ksharp's suggestion should work. Please post your log.

Re: Non linearity in regression

Reeza — Sun, 10 Jul 2016 22:25:50 GMT

Your code should look like the following. Note that you have variables in your CLASS statement that are not in your model statement. Not sure why you have them present.

proc glm data=sasuser.sasfile060716;
class firmno sector year industry;
model roa = fownff fownff*fownff salesGro RDAssets LTassets LNAssetsindustry year
/solution;
run;

As stated, if something doesn't work please post the code and log. We can't help with 'things don't work'.