proc pls : saving the model

[SASdevAnneMarie]

Hello Experts,

When applying the PLS procedure, is there an option to save the trained model for application to the test set?

Thank you !

[PaigeMiller]

@Rick_SAS gives the explanation of how to predict a test data set here: https://blogs.sas.com/content/iml/2014/02/17/the-missing-value-trick-for-scoring-a-regression-model....

[SASdevAnneMarie]

Thank you, but precisely, in Proc PLS we cannot use the train and test sets together in Proc.

[PaigeMiller]

@Ksharp links to my exact solution for this problem. You would use the test data set in PROC SCORE, rather than the training data set, as I did in that example. PROC SCORE gives the predicted values using the PLS model. The final step where I create data set named COMPARE is not needed for the case where you want to score a test data set. The model is stored in data set COEFFS and COEFFS_T.

[PaigeMiller]

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@SASdevAnneMarie wrote:
Thank you, but precisely, in Proc PLS we cannot use the train and test sets together in Proc.

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Yes, you can use the test and train data set together, in certain situations. Obviously you are not in that situation.

[Ksharp]

https://communities.sas.com/t5/Statistical-Procedures/score-for-PLS-procedure-issue/m-p/676606


The only thing you need to do is using SOLUTION option to save parameters estimator and score test data as PROC GLM .

[SASdevAnneMarie · Accepted solution]

I found the answer to my question here:

[PaigeMiller]

This is the same thing I linked to in my original post, which you said was wrong, you said you can't use the training data set and test data set in the same PROC PLS.