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Yves2017
Calcite | Level 5

I would like to know if within SAS 9.4 Proc Adaptivereg there is a way to fix the value of one knot.  I understand that the strength of the procedure is to identify the knots by itself, but I was wondering if it was possible to let it identify the other knots, but to stipulate the value of one knot.  I know that maxbasis helps in fixing the total number of knots in the final model, but I can't find a way to do what I would like it to do.

 

Thanks,

 

Yves2017 

2 REPLIES 2
WarrenKuhfeld
Rhodochrosite | Level 12

I suppose you could manually create a two-column piece-wise linear basis at a prespecified knot and use that as input instead of (or perhaps in addition to) the original variable.  I have never tried anything like that. There is no guarantee that adaptive reg will use the effects that you put in. Please let me know if that works.

Yves2017
Calcite | Level 5

Hi Warren,

 

Thanks a lot for your reply.  I did try that (in addition to the original variables), and the model ended up selecting one of the two manually created basis.  So I finally ended up creating an indicator variable instead with a value of 1 after the knot and a value of 0 before the knot, and using this indicator as a class variable.  It isn't quite what I was looking for, but it is better than not having this knot in.

 

Thanks again,

 

Yves 2017

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