Proc GAM: Using Weights

[pkfamily]

Is it possible to use weights in the Generalized Additive Models procedure in SAS 9.4? It doesn't seem like the weight statement is available like it is in proc GENMOD or proc GLM. Perhaps it's due to a statistical reason I'm not fully grasping... Thanks

[Reeza · Accepted solution]

There is the FREQ statement but that would require integer weights.

There is the GAMPL procedure, which uses different methodology but does support weights. http://documentation.sas.com/?docsetId=statug&docsetTarget=statug_hpgam_overview02.htm&docsetVersion...

[pkfamily]

Thanks! I'll look into GAMPL, as I will likely use fractional weights in my future analyses. I still would like a method to implement weights in GAM since all my past analyses were performed in that proc.

[Rick_SAS]

I suggest that you do not use PROC GAM anymore. Switch to using PROC GAMPL, which is much more efficient. You can read an overview and see an example of PROC GAMPL.