HPSPLIT - non negative predictions

[skaminsk]

In my original dataset, the response variable (RESIDUALS) can be less than zero.  However, all the predictions (P_RESIDUALS in data_out) are non-negative.  Where is the setting to allow negative predictions?

proc hpsplit data=data_in nodes;
 class DIM1 DIM2;

 model RESIDUALS = DIM1 DIM2;

 grow RSS;
 prune REDUCEDERROR(leaves=8);
 output out=data_out;
 id _Leaf_ DIM1 DIM2;
run;quit;

[ballardw · Accepted solution]

Try removing the Leaves= on the PRUNE setting or even test without pruning.

Just how common are your negative values? If they are uncommon I would suspect that you may  need a fuller tree to get them.