BookmarkSubscribeRSS Feed
tmuhich
Calcite | Level 5

Hello everyone,

I am new to SAS, although I have used Program R a little in the past.  I need to run a piecewise regression/multi-phase regression for a data set that will have either two or three linear segments, and is continuous.  I don't know which, but it will be one of the two.  I believe I need to use PROC NLIN to accomplish this, but don't know how to set up the code for the two potential break points.  I have attached a dummy data set.  Could one of you be so kind as to help walk me through the code for this?  I am interested in finding the break point or points, and the adj. r^2.

 

I appreciate your time, 

Thank you,

Tim Muhich

1 REPLY 1
Rick_SAS
SAS Super FREQ

There have been several papers written on this topic.  You will need one parameter for each location where you think the derivative is discontinuous. One easy-to-read paper is by Schwarz (2015).  It is the similar to an example from the UCLA web site. They both include code for PROC NLIN, although the example only has a single "elbow" point where the PL curve changes slope.

 

hackathon24-white-horiz.png

The 2025 SAS Hackathon has begun!

It's finally time to hack! Remember to visit the SAS Hacker's Hub regularly for news and updates.

Latest Updates

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 1 reply
  • 3657 views
  • 0 likes
  • 2 in conversation