09-28-2017 01:26 PM
Multivariate Multiple Regression - Does the latest SAS EM allow for multiple interval DV regression? I’ve been trying to predict two interval DVs (Elapsed Time and Cost) simultaneously using Decision Tree, Regression, and Neural Network. Decision Tree and Regression give an error - “One and only one target variable can be used". I understand the potential complexity of having multiple Target variables using the Decision Tree node. Is there a way to perform regression with two DVs in SAS EM? What Role should I assign to the dependent variables (Target does not work)? I can do this in SAS Base/EG, but can't figure out a way in SAS EM... Thanks!
09-28-2017 01:32 PM - edited 09-28-2017 01:42 PM
Couldn't you just have two different regression nodes, one for DV1 and one for DV2? I'm pretty sure that generates the same results as any PROC REG results you could get out of Base SAS + SAS/STAT. Then you'd have to write your own custom evaluation node.
If you want a truly multivariate analysis, where the correlations between DV1 and DV2 are taken into account in the modeling, you could use a Partial Least Squares node in EM (I have never done this in EM, but I know the method is in there and I assume it will allow multiple DVs).