The GLMSELECT Procedure 
EFFECT Statement (Experimental) 
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 effecttypes are available:
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.
is a classification effect in which the level that is used for a given period corresponds to the level in the preceding period.
is a multimember classification effect whose levels are determined by one or more variables that appear in a CLASS statement.
is a multivariate polynomial effect in the specified numeric variables.
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 42.2 summarizes important options for each type of EFFECT statement.
Option 
Description 

Options for Collection Effects 

Displays the constituents of the collection effect 

Options for Lag Effects 

Names a variable that controls to which lag design an observation is assigned 

Displays the lag design of the lag effect 

Specifies the number of periods in the lag 

Names the variable that defines the period 

Names the variable or variables that define the group within which each period is defined 

Options for Multimember Effects 

Specifies that observations with all missing levels for the multimember variables should have zero values in the corresponding design matrix columns 

Specifies the weight variable for the contributions of each of the classification effects 

Options for Polynomial Effects 

Specifies the degree of the polynomial 

Specifies the maximum degree of any variable in a term of the polynomial 

Specifies centering and scaling suboptions for the variables that define the polynomial 

Options for Spline Effects 

Specifies the type of basis (Bspline basis or truncated power function basis) for the spline expansion 

Specifies the degree of the spline transformation 

Specifies how to construct the knots for spline effects 
For further details about the syntax of these effecttypes and how columns of constructed effects are computed, see the section EFFECT Statement of Chapter 19, Shared Concepts and Topics.
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