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06-29-2015 03:42 PM

Hi, there,

I am modeling some high degree polynomial terms in my regression model, the output looks like:

Parameter | DF | Estimate | Error | t Value |

Intercept | 1 | 0.813558 | 0.147240 | 5.53 |

A | 1 | 0.916600 | 0.030994 | 29.57 |

B | 1 | 0.257152 | 0.094209 | 2.73 |

C*D*E_ | 1 | 0.023605 | 0.004686 | 5.04 |

B^3*C* | 1 | -0.000356 | 0.000105 | -3.40 |

My polynomial degree was set to 5, and it really looks weird. Obviously the last two parameters are missing some terms. How can I fix it? Any comment is highly appreciated.

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Posted in reply to viva0521

06-29-2015 03:48 PM

Hi Viva,

More info please.

Are you using Enterprise Miner? The maximum polynomial degree is 3 for a regression node. How are you setting it to 5?

Thanks,

-Miguel

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Posted in reply to M_Maldonado

06-29-2015 04:06 PM

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Posted in reply to viva0521

06-29-2015 06:01 PM

Thanks for clarifying which proc you are using.

If you look closely at the log of your run, you notice that by default PROC glmselect has stepwise selection turned on. That is why you will only see polynomial terms if they were kept after the selection.

I googled PROC GLMSELECT documentation for you. In case you want to turn off the selection add the option " / selection=none" in your proc statement.

e.g.

model amount = MyPoly / selection=none;

This will make your polynomial terms appear there as you expect, although a selection method is highly recommended!

Good luck!

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Posted in reply to M_Maldonado

06-29-2015 06:43 PM

Miguel, thanks for your suggestion.

I do need to use stepwise method to make sure my model is only including those significant factors. What I am saying here is about the "output display" error.

Let us look at the last term B^3*C*, I highly suspect the star symbol after C, it should look like: B^3*C*(something missing here?, maybe A or E) This have nothing to do with the selection method here, I am doubting the output is incomplete.

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Posted in reply to viva0521

06-30-2015 06:37 PM

This happened in my example as well, and I fixed it specifying a larger length with the namelen option.

E.g.

proc glmselect DATA=sampsio.dmagecr namelen=50;

effect MyPoly = polynomial(duration checking savings/degree=4);

model amount = MyPoly / selection=none;

run;

Curious why you would have an issue if your variables are so short. Please give this a try and let me know how it went.

Thanks,

Miguel