Hi there,
Thank you for the heads up (I'm new to the forum too).
So here's the log from the piece of code which has an error:
1 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
72
73 proc iml;
NOTE: IML Ready
74 use work.pcs;
75 read all var _ALL_ into pcs_matrix;
76 close work.pcs;
77 /* creating a module to run regression inside SAS IML */
78 start Regress;
78 ! /* begin module */
79 n = nrow(x);
79 ! /* sample size */
80 c = j(n, 1, 1);
80 ! /* column vector of 1s */
81 x = c||x;
81 ! /* concatenating */
82 xpxi = inv(x`*x);
82 ! /* inverse of X'X */
83 beta = xpxi * (x`*y);
83 ! /* parameter estimate */
84 yhat = x*beta;
84 ! /* predicted values */
85 resid = y-yhat;
85 ! /* residuals */
86
87 sse = ssq(resid);
87 ! /* SSE */
88 n = nrow(x);
88 ! /* sample size */
89 dfe = nrow(x)-ncol(x);
89 ! /* error DF */
90 mse = sse/dfe;
90 ! /* MSE */
91 cssy = ssq(y-sum(y)/n);
91 ! /* corrected total SS */
92 rsquare = (cssy-sse)/cssy;
92 ! /* RSQUARE */
93 results = sse || dfe || mse || rsquare;
94 /*print results[c={"SSE" "DFE" "MSE" "RSquare"}
95 L="Regression Results"];*/
96 finish Regress;
NOTE: Module REGRESS defined.
96 ! /* end module */
97 r2_vec= j(15, 1, 1);
97 ! *vector to store the R-squared values;
98 y = pcs_matrix[,1];
99 do i = 2 to 16 by 1;
100 x = pcs_matrix[,2:i];
101 run Regress;
102 r2_vec[i-1] = rsquare;
103 end;
104 title "R^2 Values for Regression with 1:15 PC's";
105 print r2_vec;
106 title;
107
108 /* Next compare these two plots:
109 ... cumulative proportion of variance explained, and
110 ... R-squared with this many principal components */
111
112
113 x = do(1, 15, 1);
114 y = r2_vec;
115 title "R-square vs number of PCs in the model";
116 call Series(x,y) option="markers"
117 grid= {x y}
118 label={"Principal Component" "R-squared with this many principal components"}
119 xvalues = 1:15
120 yvalues = do(0,1,0.2);
NOTE: Module SERIES loaded from the storage SASHELP.IMLMLIB.
NOTE: Module ISEMPTY loaded from the storage SASHELP.IMLMLIB.
NOTE: The data set WORK._SERIES has 15 observations and 2 variables.
121 plot.SetAxisViewRange( YAXIS, 0, 1 );
_____________________
180
ERROR 180-322: Statement is not valid or it is used out of proper order.
122 /* 1. Use the OPTION= option to display markers
123 2. Use the GRID= option to add a reference grid
124 3. Use the LABEL= option to specify axis labels
125 4. Use the XVALUES= and YVALUES= options to specify tick positions */
126
127 use work.eigenvalues;
128 read all var _ALL_ into var;
129 close work.eigenvalues;
130 propvar = var/sum(var);
130 ! /* proportion of variance explained by each PC */
131 x = do(1, 15, 1);
132 y = cusum(propvar);
133 title "Cumulative Proportion of Variance Explained by each PC";
134 call Series(x,y) option="markers"
135 grid= {x y}
136 label={"Principal Component" "Cumulative Proportion of Variance Explained"}
137 xvalues = 1:15
138 yvalues = do(0,1,0.2);
NOTE: The data set WORK._SERIES has 15 observations and 2 variables.
139 plot.SetAxisViewRange( YAXIS, 0, 1 );
_____________________
180
ERROR 180-322: Statement is not valid or it is used out of proper order.
140
141 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
154 I appreciate your patience and comments!
