Tag: Regression

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Rick Wicklin 0
Loess regression in SAS/IML

A previous post discusses how the loess regression algorithm is implemented in SAS. The LOESS procedure in SAS/STAT software provides the data analyst with options to control the loess algorithm and fit nonparametric smoothing curves through points in a scatter plot. Although PROC LOESS satisfies 99.99% of SAS users who

Rick Wicklin 0
What is loess regression?

Loess regression is a nonparametric technique that uses local weighted regression to fit a smooth curve through points in a scatter plot. Loess curves are can reveal trends and cycles in data that might be difficult to model with a parametric curve. Loess regression is one of several algorithms in

Rick Wicklin 0
Visualize a weighted regression

What is weighted regression? How does it differ from ordinary (unweighted) regression? This article describes how to compute and score weighted regression models. Visualize a weighted regression Technically, an "unweighted" regression should be called an "equally weighted " regression since each ordinary least squares (OLS) regression weights each observation equally.

Rick Wicklin 0
Nonparametric regression for binary response data in SAS

My previous blog post shows how to use PROC LOGISTIC and spline effects to predict the probability that an NBA player scores from various locations on a court. The LOGISTIC procedure fits parametric models, which means that the procedure estimates parameters for every explanatory effect in the model. Spline bases

Rick Wicklin 0
Error distributions and exponential regression models

Last week I discussed ordinary least squares (OLS) regression models and showed how to illustrate the assumptions about the conditional distribution of the response variable. For a single continuous explanatory variable, the illustration is a scatter plot with a regression line and several normal probability distributions along the line. The

Rick Wicklin 0
Regression coefficient plots in SAS

Last week's post about odds ratio plots in SAS made me think about a similar plot that visualizes the parameter estimates for a regression analysis. The so-called regression coefficient plot is a scatter plot of the estimates for each effect in the model, with lines that indicate the width of

Rick Wicklin 0
Simulating data for a logistic regression model

In my book Simulating Data with SAS, I show how to use the SAS DATA step to simulate data from a logistic regression model. Recently there have been discussions on the SAS/IML Support Community about simulating logistic data by using the SAS/IML language. This article describes how to efficiently simulate

Rick Wicklin 0
Modeling Finite Mixtures with the FMM Procedure

In my previous post, I blogged about how to sample from a finite mixture distribution. I showed how to simulate variables from populations that are composed of two or more subpopulations. Modeling a response variable as a mixture distribution is an active area of statistics, as judged by many talks