SAS/STAT Software


The ADAPTIVEREG procedure fits multivariate adaptive regression splines. The method is a nonparametric regression technique that combines both 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. The procedure enables you to do the following:

  • specify classification variables with ordering options
  • partition your data into training, validation, and testing roles
  • specify the distribution family used in the model
  • specify the link function in the model
  • specify an offset
  • specify the maximum number of basis functions that can be used in the final model
  • specify the maximum interaction levels for effects that could potentially enter the model
  • specify the incremental penalty for increasing the number of variables in the model
  • specify the effects to be included in the final model
  • request an additive model for which only main effects are included in the fitted model
  • specify the parameter that controls the number of knots considered for each variable
  • force effects in the final model or restrict variables in linear forms
  • specify options for fast forward selection
  • perform leave-one-out and k-fold cross validation
  • produce a graphical representation of the selection process, model fit, functional components, and fit diagnostics
  • create an output data set that contains predicted values and residuals
  • create an output data set that contains the design matrix of formed basis functions
  • specify multiple SCORE statements, which create new SAS data sets that contain predicted values and residuals
  • perform BY group processing to obtain separate analyses on grouped observations
  • automatically produce graphs by using ODS Graphics

For further details see the ADAPTIVEREG Procedure