Programming the statistical procedures from SAS

Proc Adaptivereg Parameter Estimates Interpretation

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Occasional Contributor
Posts: 8
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Proc Adaptivereg Parameter Estimates Interpretation

Hi all,

I've recently been playing around with a few different types of predictive models and finally got around to learning about MARS. Little did I know that SAS recently implemented the algorithm. I've been reading through the SAS documentation on Proc Adaptivereg and found what SAS produces for parameter estimates:

adaptreg parameter estimates.PNG

source: https://support.sas.com/documentation/onlinedoc/stat/121/adaptivereg.pdf

How to I interpret this? MARS centers around basis functions that change at knots. I see the knots the algorithm found, but how do I interpret the coefficients? I think the "Parent" column is throwing me off particularly. I think you need to add the coefficients of the basis function you're interpreting with the parent basis function to get the coefficient for that basis function. is that right? What do you do in the case where the parent basis function was eliminated? how does this work with class variables?


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‎05-15-2015 10:30 AM
SAS Super FREQ
Posts: 3,306

Re: Proc Adaptivereg Parameter Estimates Interpretation

You might find the DETAILS=BASIS option helpful.  See the example in Kuhfeld and Cai (2013).

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Frequent Contributor
Posts: 140

Re: Proc Adaptivereg Parameter Estimates Interpretation

I find that the best way to interpret all the coefficients is graphically.  I demonstrate one way to do this in a paper I presented at the latest SGF. The presentation is here and the paper is here. I also cover how to interpret the numerical output.

Solution
‎05-15-2015 10:30 AM
SAS Super FREQ
Posts: 3,306

Re: Proc Adaptivereg Parameter Estimates Interpretation

You might find the DETAILS=BASIS option helpful.  See the example in Kuhfeld and Cai (2013).

Occasional Contributor
Posts: 8

Re: Proc Adaptivereg Parameter Estimates Interpretation

This is exactly what I needed. When all the basis functions are spelled out it becomes a little clearer whats going on.

Thanks.

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