The ROBUSTREG Procedure

EFFECT Statement

`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 that are formed from continuous or classification variables, as discussed in the section GLM Parameterization of Classification Variables and Effects in Chapter 19: Shared Concepts and Topics.

You can specify the following effect-types:

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 | MM

is a multimember classification effect whose levels are determined by one or more variables that appear in a CLASS statement.

POLYNOMIAL | 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 80.8 summarizes the options available in the EFFECT statement.

Table 80.8: EFFECT Statement Options

Option

Description

Collection Effects Options

Displays the constituents of the collection effect

Lag Effects Options

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

Multimember Effects Options

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

Polynomial Effects Options

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

Spline Effects Options

Specifies the type of basis (B-spline 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 more information about the syntax of these effect-types and how columns of constructed effects are computed, see the section EFFECT Statement in Chapter 19: Shared Concepts and Topics.