Adaptive Regression: The ADAPTIVEREG Procedure

PROC ADAPTIVEREG fits multivariate adaptive regression splines as defined by Friedman (1991). The method is a nonparametric regression technique that combines regression splines and model selection methods. It does not assume parametric model forms and does not require specification of knot values for constructing regression spline terms. Instead, it constructs spline basis functions in an adaptive way by automatically selecting appropriate knot values for different variables and obtains reduced models by applying model selection techniques. PROC ADAPTIVEREG supports models that contain classification variables.