The GAMPL Procedure

The GAMPL procedure is a high-performance procedure that fits generalized additive models that are based on low-rank regression splines (Wood 2006). This procedure provides powerful tools for nonparametric regression and smoothing.

Generalized additive models are extensions of generalized linear models. They relax the linearity assumption in generalized linear models by allowing spline terms in order to characterize nonlinear dependency structures. Each spline term is constructed by the thin-plate regression spline technique (Wood 2003). A roughness penalty is applied to each spline term by a smoothing parameter that controls the balance between goodness of fit and the roughness of the spline curve. PROC GAMPL fits models for standard distributions in the exponential family, such as normal, Poisson, and gamma distributions.

PROC GAMPL runs in either single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Statistics .