topic Re: Proc adaptivereg: fixing a knot value in Statistical Procedures

Proc adaptivereg: fixing a knot value

Yves2017 — Mon, 02 Oct 2017 17:40:54 GMT

I would like to know if within SAS 9.4 Proc Adaptivereg there is a way to fix the value of one knot. I understand that the strength of the procedure is to identify the knots by itself, but I was wondering if it was possible to let it identify the other knots, but to stipulate the value of one knot. I know that maxbasis helps in fixing the total number of knots in the final model, but I can't find a way to do what I would like it to do.

Thanks,

Yves2017

Re: Proc adaptivereg: fixing a knot value

WarrenKuhfeld — Mon, 02 Oct 2017 17:48:45 GMT

I suppose you could manually create a two-column piece-wise linear basis at a prespecified knot and use that as input instead of (or perhaps in addition to) the original variable. I have never tried anything like that. There is no guarantee that adaptive reg will use the effects that you put in. Please let me know if that works.

Re: Proc adaptivereg: fixing a knot value

Yves2017 — Thu, 05 Oct 2017 13:08:36 GMT

Hi Warren,

Thanks a lot for your reply. I did try that (in addition to the original variables), and the model ended up selecting one of the two manually created basis. So I finally ended up creating an indicator variable instead with a value of 1 after the knot and a value of 0 before the knot, and using this indicator as a class variable. It isn't quite what I was looking for, but it is better than not having this knot in.

Thanks again,

Yves 2017