topic Re: Using estimates from proc FMM to create predicted scores in validation data in Statistical Procedures

Using estimates from proc FMM to create predicted scores in validation data

ShenBose — Wed, 15 Feb 2017 22:06:50 GMT

I used a FMM model for my data with a continuous outcome variable (ordered from 0-1000 with almost 93% valued being 0) using the followng statements:

proc fmm data=training;
model y = x1 x2 x3 x4/ dist=WEIBULL k=2;
probmodel x1 x2 x3 x4
output out = modelone residual pred;
run;

I am wondering if I can use the beta estimates created using above procedure to calculate predicted scores in the validation data. I have used this method to score estimates from other regression models. So the equation would be:

data stats;

set validation;

log_y = exp(intercept+b1*x1+b2*x2+b3*x3+b4*x4);
y = exp(log_y);

run;

Is this a correct method to create predicted scores here? I am new to FMM procedure and after reading lot of articles, it seems to be an appropriate method for 0-inflated data. However, I am not sure how to use that further to create predicted scores and then compare against the observed/actual outcome.

Apprecite your help.

Thanks

Shen

Re: Using estimates from proc FMM to create predicted scores in validation data

Rick_SAS — Wed, 15 Feb 2017 22:35:34 GMT

I would use the "missing value trick" and let PROC FMM generate the predicted values itself.

The code would look something like this (NOT TESTED):

/* 1. Concatenate the original data with the score data */
data C;
set training validation(in=v rename=(y=OrigY));
if v then do;
   y = .;             /* y=. for all obs in validation data */
   type = "Validation";
end;
else
   type = "Training  ";
run;
 
/* 2. Run a regression. The model is fit to the original data. */ 
proc fmm data=C;
model y = ...;
output out=Pred residual pred;
quit;

The scored validation data set is the one WHERE type="Validation";

Re: Using estimates from proc FMM to create predicted scores in validation data

ShenBose — Thu, 16 Feb 2017 19:07:36 GMT

Thanks so much! That works.

Just wondering what the equation is to calculate the predicted scores.

Re: Using estimates from proc FMM to create predicted scores in validation data

Rick_SAS — Thu, 16 Feb 2017 20:39:17 GMT

I don't have time right now, but now that you know the correct predicted values in a data set, you can try various equations until you get the same predictions.