If a BY statement is specified in PROC LOESS and any BY group has a constant response (and thereby Smoothing Parameter S=1), then S is set to 1 in all subsequent BY groups, regardless of what the correct value should be. See the code in the Full Code tab for an example.

The only workaround for this problem is to run BY groups that have a constant response separately.

Operating System and Release Information

Product Family	Product	System	SAS Release
			Reported	Fixed*
SAS System	SAS/STAT	Solaris for x64	9.2 TS1M0	9.4 TS1M3
		OpenVMS on HP Integrity	9.2 TS1M0	9.4 TS1M3
		Linux	9.2 TS1M0	9.4 TS1M3
		Linux for x64	9.2 TS1M0	9.4 TS1M3
		HP-UX IPF	9.2 TS1M0	9.4 TS1M3
		64-bit Enabled Solaris	9.2 TS1M0	9.4 TS1M3
		64-bit Enabled HP-UX	9.2 TS1M0	9.4 TS1M3
		64-bit Enabled AIX	9.2 TS1M0	9.4 TS1M3
		Windows Vista for x64	9.2 TS1M0
		Windows Vista	9.2 TS1M0
		Microsoft Windows XP Professional	9.2 TS1M0
		Microsoft Windows Server 2003 Standard Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	9.2 TS1M0
		Microsoft® Windows® for x64	9.2 TS1M0	9.4 TS1M3
		Microsoft Windows XP 64-bit Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.2 TS1M0
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.2 TS1M0
		z/OS	9.2 TS1M0	9.4 TS1M3

* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.

Below is a test program to illustrate the issue described in this Problem Note. Four BY groups are formed using a modification of the Melanoma data set from the PROC LOESS Getting Started Example "Scatter Plot Smoothing". The response for Group 2 is artificially set to a constant. PROC LOESS correctly gives a Smoothing Parameter S=1 for BY Group=2. Then S is also set to 1 for all subsequent BY Groups even if it is not the correct value.

---

/* Melanoma incidence data for 1936 to 1979. The data are put into 4 groups.
   Group 2 is artificially given a constant incidence rate. */
data Melanoma2;
  input Year Incidences @@;
  format Year d4.0;
  if year < 1950 then group=1;
    else if year < 1960 then group=2;
    else if year < 1970 then group=3;
    else group=4;
  if group=2 then Incidences=3.2;
  datalines;
1936 0.9 1937 0.8 1938 0.8 1939 1.3
1940 1.4 1941 1.2 1942 1.7 1943 1.8
1944 1.6 1945 1.5 1946 1.5 1947 2.0
1948 2.5 1949 2.7 1950 2.9 1951 2.5
1952 3.1 1953 2.4 1954 2.2 1955 2.9
1956 2.5 1957 2.6 1958 3.2 1959 3.8
1960 4.2 1961 3.9 1962 3.7 1963 3.3
1964 3.7 1965 3.9 1966 4.1 1967 3.8
1968 4.7 1969 4.4 1970 4.8 1971 4.8
1972 4.8 1973 4.8 1974 4.9 1975 5.0
1976 4.9 1977 5.8 1978 5.1 1979 5.0
;
title "Constant response in Group 2";
proc sgplot data=melanoma2;
  scatter x=year y=Incidences / group=group;
run;


/* PROC LOESS on all 4 BY groups */
title 'A constant response in BY Group=2 causes all subsequent'; 
title2 'BY groups to have S=1, even when this is not the correct value';
proc loess data=Melanoma2;
  ods select FitSummary;
  by group;
  model Incidences=Year; 
run;

/* PROC LOESS on BY groups 3 and 4 */
title "Modeling BY groups 3 and 4 only shows that they do not both have S=1"; 
proc loess data=Melanoma2;
  ods select FitSummary;
  where Group>2;
  by group;
  model Incidences=Year; 
run;

      A constant response in BY Group=2 causes all subsequent
   BY groups to have S=1, even when this is not the correct value

----------------------------- Group=1 ------------------------------

                        The LOESS Procedure
                Selected Smoothing Parameter: 0.607
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   14
            Number of Fitting Points                 14
            kd Tree Bucket Size                       1
            Degree of Local Polynomials               1
            Smoothing Parameter                 0.60714
            Points in Local Neighborhood              8
            Residual Sum of Squares             0.41878
            Trace[L]                            3.87019
            GCV                                 0.00408
            AICC                               -1.31137
 
      A constant response in BY Group=2 causes all subsequent
   BY groups to have S=1, even when this is not the correct value

----------------------------- Group=2 ------------------------------

                        The LOESS Procedure
                       Smoothing Parameter: 1
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   10
            Number of Fitting Points                  7
            kd Tree Bucket Size                       2
            Degree of Local Polynomials               1
            Smoothing Parameter                 1.00000
            Points in Local Neighborhood             10
            Residual Sum of Squares         1.63689E-29
            Trace[L]                            2.55120
            GCV                             2.95017E-31
            AICC                              -66.28127
 
      A constant response in BY Group=2 causes all subsequent
   BY groups to have S=1, even when this is not the correct value

----------------------------- Group=3 ------------------------------

                        The LOESS Procedure
                       Smoothing Parameter: 1
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   10
            Number of Fitting Points                  7
            kd Tree Bucket Size                       2
            Degree of Local Polynomials               1
            Smoothing Parameter                 1.00000
            Points in Local Neighborhood             10
            Residual Sum of Squares             0.65130
            Trace[L]                            2.55120
            GCV                                 0.01174
            AICC                               -0.42788
 
      A constant response in BY Group=2 causes all subsequent
   BY groups to have S=1, even when this is not the correct value

----------------------------- Group=4 ------------------------------

                        The LOESS Procedure
                       Smoothing Parameter: 1
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   10
            Number of Fitting Points                  7
            kd Tree Bucket Size                       2
            Degree of Local Polynomials               1
            Smoothing Parameter                 1.00000
            Points in Local Neighborhood             10
            Residual Sum of Squares             0.55771
            Trace[L]                            2.55120
            GCV                                 0.01005
            AICC                               -0.58301




Modeling BY groups 3 and 4 only shows that they do not both have S=1

----------------------------- Group=3 ------------------------------

                        The LOESS Procedure
                 Selected Smoothing Parameter: 0.85
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   10
            Number of Fitting Points                 10
            kd Tree Bucket Size                       1
            Degree of Local Polynomials               1
            Smoothing Parameter                 0.85000
            Points in Local Neighborhood              8
            Residual Sum of Squares             0.50674
            Trace[L]                            3.00700
            GCV                                 0.01036
            AICC                               -0.37730
 
Modeling BY groups 3 and 4 only shows that they do not both have S=1

----------------------------- Group=4 ------------------------------

                        The LOESS Procedure
                  Selected Smoothing Parameter: 1
                   Dependent Variable: Incidences

                            Fit Summary

            Fit Method                          kd Tree
            Blending                             Linear
            Number of Observations                   10
            Number of Fitting Points                  7
            kd Tree Bucket Size                       2
            Degree of Local Polynomials               1
            Smoothing Parameter                 1.00000
            Points in Local Neighborhood             10
            Residual Sum of Squares             0.55771
            Trace[L]                            2.55120
            GCV                                 0.01005
            AICC                               -0.58301

When using a BY statement in PROC LOESS if any BY group has a constant response (and thereby S=1) the smoothing parameter (S) is set to one (1) in the all subsequent BY groups regardless of what the correct value should be.

Type:	Problem Note
Priority:	alert
Topic:	Analytics ==> Regression SAS Reference ==> Procedures ==> LOESS

Date Modified:	2014-08-22 14:58:41
Date Created:	2014-08-16 10:46:57