Fitstat Option for Proc GAM and Proc Adaptivereg

[davis]

The 'score' statement in 'proc logistic' provides a 'fitstat' option.

Is this 'fitstat' option available for (1) proc gam and/ or (2) proc adaptivereg?

Thanks.

[StatDave · Accepted solution]

I'm afraid not. However, if you are fitting a binary-response model, like a logistic model, you can get an ROC analysis including the area under the ROC curve as discussed an illustrated in this note. 

[Rick_SAS]

No. IMHO, you should switch from the old PROC GAM to the newer PROC GAMPL. Although GAMPL does not support a SCORE statement, you can score a GAMPL model is to use the "missing value trick." A discussion and example are available in the third section of the article "How to create a sliced fit plot in SAS."