topic Re: How to get scoring function from PROC GAMPL in Statistical Procedures

How to get scoring function from PROC GAMPL

EricTsai — Thu, 17 May 2018 20:13:43 GMT

Hi,

I am building a predictive response model using proc logistic. However, due to nonlinearity between predictors and the response, I tried to use PROC ADAPTIVEREG for regression spline basis functions to accommodate for non-linearity.

I also tried PROC GAMPL to get splines but I didn't know how to get the scoring code that will do the transformation from the procedure's output.

I want to use the spline transformation to score my future new data and need the scoring code with transformation.

Re: How to get scoring function from PROC GAMPL

Ksharp — Fri, 18 May 2018 12:48:20 GMT

@Rick_SAS wrote a blog about this before .

http://blogs.sas.com/content/iml/

Re: How to get scoring function from PROC GAMPL

Rick_SAS — Fri, 18 May 2018 13:00:41 GMT

I think you are correct: PROC GAMPL does not support a STORE or CODE statement. I'm guessing the reason is that the nonparametric model is extremely complicated. I don't know the details, but for some tree-based nonparametric procedures you can't score the data unless you have a tree that contains the original (training) data.

The only way I've found is to score a GAMPL model is to use the "missing value trick": append the scoring data set to the end of the training data, using a missing value for the response of the scoring data. A discussion and example is available in the third section of the article "How to create a sliced fit plot in SAS."