Does someone know which procedure to use to obtain a multiplicative model in SAS?
Thanks!
Within time series analysis or some other context?
In the context of estimating a marketshare at a certain moment. We have around 10 independent variables (price, promotion, ...).
Recall that a multiplicative model is additive in the log space. Consequently, procedures such as GENMOD, GEE, GLIMMIX, HPGENSELECT and TRANSREG in SAS/STAT, and X11, X13, ESM and ARIMA in SAS/ETS can be used to fit multiplicative models. You should look through some of the worked examples in the documentation to see which might fit your needs.
SteveDenham
You can use PROC NLIN to define and solve multiplicative models.
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