Hi,
I am trying to select 200 points from a pool of 1000 points which are nearest to the line say y = x using least squares. and my constraint is that the average of the values of the 200 points should be below a given value. How can i formulate this model using Proc optmodel?
I am not sure how i write the objective function in this case. I thought it should be like
min f = {sum i in 1..200} (x - y)**2
but in the above objective function, there is nothing to minimize, it just calculates the sum of least squares of first 200 obs. I am confused on how to tackle this. Plz help.
Thank you!
"the average of the values of the 200 points should be below a given value" ? The average of what value, x, y, SSQ?
There is one more column, say 'z'.
Average of (y/z) of those 200 points should be less than some given value.
If i am correct in representing in SAS OPT model notation:
con constraint: {sum i in 1..200} (y/z) / 200 <= 0.60
Don't miss out on SAS Innovate - Register now for the FREE Livestream!
Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.