PROC ROBUSTREG: EFFECT Statement :: SAS/STAT(R) 9.22 User's Guide

The ROBUSTREG Procedure

EFFECT name = effect-type ( variables </ options> ) ;

The EFFECT statement enables you to construct special collections of columns for design matrices. These collections are referred to as constructed effects to distinguish them from the usual model effects formed from continuous or classification variables, as discussed in the section GLM Parameterization of Classification Variables and Effects of Chapter 19, Shared Concepts and Topics.

The following effect-types are available:

COLLECTION: is a collection effect that defines one or more variables as a single effect with multiple degrees of freedom. The variables in a collection are considered as a unit for estimation and inference.
LAG: is a classification effect in which the level that is used for a given period corresponds to the level in the preceding period.
MULTIMEMBER $\text{[math]}$ | $\text{[math]}$ MM: is a multimember classification effect whose levels are determined by one or more variables that appear in a CLASS statement.
POLYNOMIAL $\text{[math]}$ | $\text{[math]}$ POLY: is a multivariate polynomial effect in the specified numeric variables.
SPLINE: is a regression spline effect whose columns are univariate spline expansions of one or more variables. A spline expansion replaces the original variable with an expanded or larger set of new variables.

Table 75.7 summarizes important options for each type of EFFECT statement.

Table 75.7 Important EFFECT Statement Options
Option	Description
Options for Collection Effects
DETAILS	Displays the constituents of the collection effect
Options for Lag Effects
DESIGNROLE=	Names a variable that controls to which lag design an observation is assigned
DETAILS	Displays the lag design of the lag effect
NLAG=	Specifies the number of periods in the lag
PERIOD=	Names the variable that defines the period
WITHIN=	Names the variable or variables that define the group within which each period is defined
Options for Multimember Effects
NOEFFECT	Specifies that observations with all missing levels for the multimember variables should have zero values in the corresponding design matrix columns
WEIGHT=	Specifies the weight variable for the contributions of each of the classification effects
Options for Polynomial Effects
DEGREE=	Specifies the degree of the polynomial
MDEGREE=	Specifies the maximum degree of any variable in a term of the polynomial
STANDARDIZE=	Specifies centering and scaling suboptions for the variables that define the polynomial
Options for Spline Effects
BASIS=	Specifies the type of basis (B-spline basis or truncated power function basis) for the spline expansion
DEGREE=	Specifies the degree of the spline transformation
KNOTMETHOD=	Specifies how to construct the knots for spline effects

For further details about the syntax of these effect-types and how columns of constructed effects are computed, see the section EFFECT Statement of Chapter 19, Shared Concepts and Topics.

Top of Page