turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Using estimates from proc FMM to create predicted ...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-15-2017 05:06 PM - edited 02-15-2017 05:06 PM

I used a FMM model for my data with a continuous outcome variable (ordered from 0-1000 with almost 93% valued being 0) using the followng statements:

proc fmm data=training;

model y = x1 x2 x3 x4/ dist=WEIBULL k=2;

probmodel x1 x2 x3 x4

output out = modelone residual pred;

run;

I am wondering if I can use the beta estimates created using above procedure to calculate predicted scores in the validation data. I have used this method to score estimates from other regression models. So the equation would be:

data stats;

set validation;

log_y = exp(intercept+b1*x1+b2*x2+b3*x3+b4*x4);

y = exp(log_y);

run;

Is this a correct method to create predicted scores here? I am new to FMM procedure and after reading lot of articles, it seems to be an appropriate method for 0-inflated data. However, I am not sure how to use that further to create predicted scores and then compare against the observed/actual outcome.

Apprecite your help.

Thanks

Shen

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to ShenBose

02-15-2017 05:35 PM

I would use the "missing value trick" and let PROC FMM generate the predicted values itself.

The code would look something like this (NOT TESTED):

```
/* 1. Concatenate the original data with the score data */
data C;
set training validation(in=v rename=(y=OrigY));
if v then do;
y = .; /* y=. for all obs in validation data */
type = "Validation";
end;
else
type = "Training ";
run;
/* 2. Run a regression. The model is fit to the original data. */
proc fmm data=C;
model y = ...;
output out=Pred residual pred;
quit;
```

The scored validation data set is the one WHERE type="Validation";

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Rick_SAS

02-16-2017 02:07 PM

Thanks so much! That works.

Just wondering what the equation is to calculate the predicted scores.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to ShenBose

02-16-2017 03:39 PM

I don't have time right now, but now that you know the correct predicted values in a data set, you can try various equations until you get the same predictions.