In reply to Rick Wicklin.

Sorry, I didn't clarify well in my comment... the missing value trick results in the last observation's predicted value being repeated. Here's an example:

PROC TRANSREG DATA=DS1;
MODEL IDENTITY(N1) = SSPLINE(_ROW);
OUTPUT PREDICTED OUT=PRED;
RUN;

If the last observation of N1 is 13 and _row is 5, I can add a record with a _row value of 6 (leaving N1 blank) but the N1 value predicted will be 13. This happens every time and I can't seem to figure out a way to make it predict a different value. This also seems to happen with the SMOOTH option.