topic Re: Goodness of fit statistics for proc model in Statistical Procedures

Goodness of fit statistics for proc model

aaaaawe2 — Thu, 09 Aug 2018 15:54:49 GMT

Hi,

I want to look at the goodness of fit statistics (AIC, BIC etc.) for a linear regression model I have built with Proc Model. I could not use Proc Reg for this model as I had certain constraints (like weight of variable_1 > 20%) that proc reg can not handle. So I am looking to get the fit statistics using Proc Model now. Thanks for helping out.

Re: Goodness of fit statistics for proc model

ajkalale — Thu, 09 Aug 2018 22:24:22 GMT

proc glm data=; class ; model / solution; ods output fitstatistics=test2; run; Unfortunately, its not possible with proc model. Try this code snippet and check whether it solves your problem!

Re: Goodness of fit statistics for proc model

aaaaawe2 — Fri, 10 Aug 2018 15:03:30 GMT

Thanks for your reply. To my knowledge Proc GLM does not allow functionality for adding constraints so it does not solve my problem.

My model framework is:

Model: y = var1 var2 var3

Constraints:

Weight of var1 should be at least 20%, i.e. var1/(var1+var2+var3) >0.2

Weight of var2 should be at least 30% i.e. var2/(var1+var2+var3) >0.3

I can use the Restrict statement in Proc Model to fit models using these constraints, however, this procedure does not output the AIC, BIC and other fit statistics. Proc Reg also does not have the functionality of fitting non-linear or inequality constraints.

So is there any other procedure I can use to fit a model and get the goodness of fit statistics if its not available with Proc model.

Thanks.