Help using Base SAS procedures

piecewise regression

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Regular Learner
Posts: 1

piecewise regression

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

SAS Super FREQ
Posts: 3,475

Re: piecewise regression

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.

 

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