GAMPL Procedure
The GAMPL procedure is a high-performance procedure that fits
generalized additive models that are based on low-rank regression splines.
This procedure provides powerful tools for
nonparametric regression and smoothing.
Generalized additive models are extensions of generalized linear
models. They relax the linearity assumption in generalized linear
models by allowing spline terms in order to characterize nonlinear
dependency structures. Each spline term is constructed by the
thin-plate regression spline technique.
A roughness penalty is applied to each spline term by a smoothing
parameter that controls the balance between goodness of fit and
the roughness of the spline curve.
PROC GAMPL fits models for standard distributions in the
exponential family, such as normal, Poisson, and gamma distributions.
PROC GAMPL runs in either single-machine mode or distributed mode.
- estimates the regression parameters of a generalized additive
model that has fixed smoothing parameters by using penalized
likelihood estimation
- estimates the smoothing parameters of a generalized additive
model by using either the performance iteration method or the
outer iteration method
- estimates the regression parameters of a generalized linear
model by using maximum likelihood techniques
- tests the total contribution of each spline term based on the Wald statistic
- provides model-building syntax in the CLASS
statement and effect-based parametric effects in the
MODEL statement, which are used in other
SAS/STAT analytic procedures (in particular, the GLM, LOGISTIC,
GLIMMIX, and MIXED procedures)
- provides response-variable options
- enables you to construct a spline term by using multiple variables
- provides control options for constructing a spline term, such as
fixed degrees of freedom, initial smoothing parameter, fixed
smoothing parameter, smoothing parameter search range, user-supplied
knot values, and so on
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- provides multiple link functions for any distribution
- provides a WEIGHT statement for weighted analysis
- provides a FREQ statement for grouped analysis
- provides an OUTPUT statement to produce a data set
that has predicted values and other observationwise statistics
- produces graphs by using ODS Graphics
- enables you to run in distributed mode on a cluster of machines that
distribute the data and the computations
- enables you to run in single-machine mode on the server where SAS is installed
- exploits all the available cores and concurrent threads, regardless of execution mode
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For further details see the SAS/STAT User's Guide:
The GAMPL Procedure
( PDF | HTML )
Examples