-
Notifications
You must be signed in to change notification settings - Fork 96
/
Copy pathboxglm.sas
755 lines (687 loc) · 26.2 KB
/
boxglm.sas
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
/*-------------------------------------------------------------------*
* Name: boxglm.sas *
* Title: Power transformations by Box-Cox method with *
* graphic display of maximum likelihood solution, F-values*
* for model effects, and influence ofobservations *
* on choice of power. *
Doc: http://www.datavis.ca/sasmac/boxglm.html
*-------------------------------------------------------------------*
* Author: Michael Friendly <[email protected]> *
* Created: 23 Oct 1991 10:20:14 *
* Revised: 07 Jan 2008 10:40:25 *
* Version: 1.5-1 *
* -fixed bug not allowing boxinfl to be called internally *
* -fixed bug when model contains interactions *
* -placed boxinfl macro inline *
* -added bypower= (easier than npower=) *
* -handle special missing values (.A-.Z) *
* -fixed some problems with lowercase var names for V7+ *
* -revised for global option control for V7+ *
* 1.3 Added folded-power transformations for variables bounded *
* on [0, &FOLD], specified by FOLD= *
* 1.5 Fixed bug with GLMMOD for INFL plot when there are many *
* levels of class variables *
*-------------------------------------------------------------------*/
/*------------------------------------------------------------------*/
/* PURPOSE: Computes the maximum likelihood power transformation for*/
/* a GLM with one or more predictors. */
/* See the web Doc: for more complete documentation */
/* INPUT: */
/* data= the name of the data set holding the response and */
/* predictor variables. (Default: most recently created) */
/* resp= name of the response variable for analysis. */
/* model= the independent variables in the regression, i.e., */
/* the terms on the right side of the = sign in the MODEL */
/* statement for PROC GLM. */
/* class= list of class variables included in the model */
/* OUTPUT: */
/* out= the name of the data set to hold the transformed data. */
/* Contains all original variables, with the transformed */
/* response replacing the original variable. */
/* outplot=the name of the data set containing _RMSE_, and t- */
/* values for each effect in the model, with one observa- */
/* tion for each power value tried. */
/* Source: */
/* This program incorporates portions of program code from the */
/* macro ADXTRANS in the ADX system for experimental design */
/* distributed as part of the SAS/QC product. */
/* Those programs bear the following copyright notice: */
/* Copyright (c) 1987 by SAS Institute Inc. Cary NC 27511 USA */
/*------------------------------------------------------------------*/
/*=
=Description:
The BOXGLM macro computes the maximum likelihood power transformation
(or folded-power transformation) of the response variable in a general
linear model with zero or more predictors. It produces a variety of plots,
including a display of the maximum likelihood solution, t-values for
effects in the model, and an influence plot of the observations in
determining the power. The optimal transformation of the response
variable is returned in an output dataset.
If the response variable is bounded on a closed interval, [0, b],
the FOLD= parameter may be used to obtain analogous folded-power
transformations. For example, use FOLD=100 when the response
variable is a percentage on the interval [0, 100].
==Method:
The program uses transforms the response to all powers from
the LOPOWER= value to the HIPOWER= value, and fits a GLM
for each, extracting values to an output dataset from
which the plots are drawn.
=Usage:
The BOXGLM macro is defined with keyword parameters. The RESP=
and MODEL= parameters are required.
The arguments may be listed within parentheses in any order, separated
by commas. For example:
%boxglm(data=duncan, resp=prestige, model=income educ, id=job);
==Parameters:
* RESP= Name of the response variable for analysis
* MODEL= The independent variables in the model, i.e., the
terms on the right side of the = sign in the MODEL statement
for PROC GLM. The MODEL= argument should be spelled
out completely, rather than using the abbreviated 'bar'
notation.
* CLASS= A blank-separated list of the MODEL= variables which are classification
factors, rather than continuous variables.
* ID= Name of an ID variable for observations used as labels in
the INFL plot.
* DATA= The name of the data set holding the response and predictor
variables. [Default: DATA=_LAST_]
* OUT= Output dataset with transformed resp. Contains all original
variables, with the transformed response replacing the
original variable. [Default: OUT=_DATA_]
* OUTPLOT= Output dataset for plot of powers Contains _RMSE_, and
t-values for each effect in the model, with one observation
for each power value tried. [Default: OUTPLOT=_PLOT_]
* PPLOT= Printer plots: One or more of RMSE, LOGL, EFFECT, and INFL
[Default: PPLOT=NONE]
* GPLOT= Graphic plots: One or more of RMSE, LOGL, EFFECT, and INFL
[Default: GPLOT=RMSE EFFECT INFL]
* ADD= Additive constant for response, used to avoid problems when
the response can be negative or zero.
* FOLD= Upper bound on the response when the response
is bounded above and below..
If FOLD>0 is specified, folded power transformations
are computed. E.g., for a response which is a proportion,
specify FOLD=1; for a percentage, specify FOLD=100.
[Default: FOLD=0]
* LOPOWER= Low value for power [Default: LOPOWER=-2]
* HIPOWER= High value for power [Default: HIPOWER=2]
* NPOWER= Number of power values in interval [Default: NPOWER=21]
* CONF= Confidence coefficient of CI on power [Default: CONF=0.95]
==Dependencies:
Requires: gskip.sas
=*/
%macro boxglm(
resp=, /* name of response variable */
model=, /* independent variables in regression */
class=, /* CLASS variables in model */
id=, /* ID variable for observations */
data=_last_, /* input dataset */
out=_data_, /* output dataset with transformed resp */
outplot=_plot_, /* output dataset for plot of powers */
pplot=NONE, /* printer plots: RMSE, EFFECT, INFL */
gplot=RMSE EFFECT INFL, /* graphic plots: RMSE, EFFECT, INFL */
add=, /* additive constant for response */
fold=0, /* upper bound on response (FOLD>0) */
lopower=-2, /* low value for power */
hipower=2, /* high value for power */
bypower=, /* step size for power */
npower=21, /* number of power values in interval */
conf=.95); /* confidence coefficient of CI on power*/
%*-- Reset required global options;
%if %sysevalf(&sysver >= 7) %then %do;
%local o1 o2;
%let o1 = %sysfunc(getoption(notes));
%let o2 = %sysfunc(getoption(validvarname,keyword));
options nonotes validvarname=upcase;
%end;
%else %do;
options nonotes;
%end;
%if (%length(&model) = 0) %then %do;
%put ERROR: BOXGLM: MODEL= must be specified;
%goto exit;
%end;
%if (%length(&resp) = 0) %then %do;
%put ERROR: BOXGLM: RESP= must be specified;
%goto exit;
%end;
%let nmod = %numwords(&model,%str( ));
%if %upcase(&data)=_LAST_ %then %let data = &syslast;
/*
/ Get the number of non-missing observations; quick exit if none.
/ Check for valid data (positive).
/-------------------------------------------------------------------*/
%let FLAG = 0;
data _nomiss_;
set &data end=eof;
drop nwarn;
%if (&add>0) %then %do;
&resp = &resp + &add;
%end;
if (.Z < &resp <= 0) then do;
nwarn+1;
if nwarn<11 then
put "WARNING: Non-positive value of dependent variable &resp"
"(obs=" _n_ ") " &resp ;
call symput('FLAG','1');
end;
if eof then do;
if nwarn then
put 'WARNING:' nwarn " non-positive values of dependent variable &resp";
end;
if &resp > .Z;
run;
proc contents noprint data=_nomiss_ out=_NOBS_;
data _null_; set _NOBS_;
call symput('NOBS',left(put(nobs,best20.)));
run;
%if (&nobs <= 0) %then %do;
%put ERROR: There are no non-missing values of the response &resp;
%goto done;
%end;
%if (&FLAG) %then %do;
%put BOXGLM: Cannot compute Box-Cox transformation for non-positive &resp. Use ADD=;
%goto done;
%end;
%let bcpower=Box-Cox power;
%if &fold>0 %then %let bcpower=Folded power [0,&fold];
%put BOXGLM: Computing &bcpower transforms of &resp ...;
/*
/ Transpose the data set; transform all values for each power into
/ variables NEW1, NEW2, ...; and then transpose back again. Values
/ are centered and scaled so as to be approximately in the same scale
/ as originally and so that the transformed value of the geometric
/ mean is the geometric mean.
/-------------------------------------------------------------------*/
data _tmp_;
set _nomiss_; keep &resp;
proc transpose data=_tmp_ out=_tmp_;
var &resp;
data _tmp_; set _tmp_;
array col{&NOBS};
array new{&NOBS};
keep _name_ new1-new&NOBS;
gmean = 0;
do i = 1 to &NOBS;
%if &fold=0 %then %do;
gmean = gmean + log(col{i});
%end;
%else %do;
* col{j} = col{j} / &fold;
gmean = gmean + log(col{i} * (&fold-col{i}));
%end;
end;
gmean = exp(gmean / &NOBS);
%if %length(&bypower)>0 %then %do;
if _n_=1 then do;
npower = 1+ int((&hipower - &lopower)/&bypower);
call symput('npower', left(put(npower,2.)));
put npower=;
end;
i=0; inc=&bypower;
do lambda = &lopower to &hipower by &bypower;
i = i+1;
%end;
%else %do;
inc = (&hipower-&lopower)/(&npower-1);
do i = 1 to &npower;
lambda = &lopower + ((i-1) * inc);
%end;
if (abs(lambda) < (inc/2)) then do;
z1 = log(gmean);
%if &fold=0 %then %do;
do j = 1 to &NOBS;
new{j} = gmean + (log(col{j})-z1)*gmean;
end;
%end;
%else %do;
do j = 1 to &NOBS;
new{j} = (log(col{j} / (&fold-col{j})))*gmean / &fold;
end;
%end;
end;
else do;
z1 = gmean**lambda;
%if &fold=0 %then %do;
z2 = lambda*(gmean**(lambda-1));
do j = 1 to &NOBS;
new{j} = gmean + ((col{j}**lambda)-z1)/z2;
end;
%end;
%else %do;
z2 = 0;
do j = 1 to &NOBS;
z2 = z2 + log( col{j}**(lambda-1) + (&fold-col{j})**(lambda-1));
end;
z2 = lambda * exp(z2/ &NOBS);
do j = 1 to &NOBS;
new{j} = gmean + ((col{j}**lambda - (&fold-col{j})**lambda)-z1)/z2;
end;
%end;
end;
_name_ = "_tf" || left(put(i,best20.));
output;
end;
run;
proc transpose data=_tmp_ out=_tmp_;
var new1-new&NOBS;
data _tmp_;
merge _nomiss_ _tmp_; drop _NAME_;
run;
%put BOXGLM: Regressing on transforms for &resp ...;
/*
/ Perform the regression on all transformed variates at once.
/-------------------------------------------------------------------*/
proc glm data=_tmp_ outstat=_reg_ noprint;
%if %length(&class)>0 %then %do;
class &class;
%end;
model _tf1-_tf&npower = &model / ss3;
run;
data _reg_ ;
set _reg_;
by _source_ notsorted;
drop i;
if first._source_ then i=0;
i+1;
%if %length(&bypower)>0 %then %do;
_lambda_= &lopower+(i-1)*(&bypower);
%end;
%else %do;
_lambda_= &lopower+((i-1)*((&hipower-&lopower)/(&npower-1)));
%end;
proc sort; by _lambda_;
* proc print data=_reg_;
* var _name_ _source_ _type_ ss df f prob;
%put BOXGLM: Extracting GLM summary information ...;
/*
/ Extract error sums of squares, F and PROB values, calculate _RMSE_
/ If no degrees of freedom left for error, exit.
/-------------------------------------------------------------------*/
%let FLAG = 0;
data &outplot;
set _reg_;
by _lambda_;
keep _lambda_ _sse_ _rmse_ _edf_ _like_ f1-f&nmod p1-p&nmod;
retain _lambda_ _sse_ _rmse_ _edf_ _like_ f1-f&nmod p1-p&nmod;
retain i j 0;
array gf{&nmod} f1-f&nmod;
array gp{&nmod} p1-p&nmod;
label _lambda_ = 'Box-Cox Power (lambda)'
_like_ = 'Log Likelihood';
if _source_='ERROR' then do;
_sse_ = ss;
if df>0
then do;
_rmse_= sqrt(ss/df);
_like_ = -&NOBS*log(_rmse_);
end;
else do;
call symput('FLAG','1');
end;
_edf_ = df;
j =0;
end;
else do;
j+1;
gf{j} = f;
gp{j} = prob;
end;
if last._lambda_ then output;
*proc print data=&outplot;
run;
%let nmodp1 = %eval(&nmod+1);
%if (&FLAG) %then %do;
%put BOXGLM: No degrees of freedom left to estimate error.;
%put %str( )Transformation cannot be estimated.;
%goto done;
%end;
/*
/ Compute the optimal transform, the one with minimum RMSE, and an
/ approximate confidence interval. The approximate .95 confidence
/ interval is based on the fact that
/ 2{ L(lambda-hat) - L(lambda) } <= cinv(.95,1) = 3.84
/-------------------------------------------------------------------*/
%put BOXGLM: Computing optimal transformation and confidence interval;
proc transpose data=&outplot out=_reg_;
var _rmse_ _like_;
data _null_;
set _reg_;
array col{&npower};
array rmse{&npower};
retain imin rmse1-rmse&npower;
if (upcase(trim(_name_)) = '_RMSE_') then do;
rmse{1} = col{1};
minrmse = rmse{1};
imin = 1;
do i = 2 to &npower;
rmse{i} = col{i};
if (rmse{i} < minrmse) then do;
minrmse = rmse{i};
imin = i;
end;
end;
call symput('_imin_',left(put(imin,best20.)));
%if %length(&bypower)>0 %then %do;
lambda= &lopower+(imin-1)*(&bypower);
%end;
%else %do;
lambda= &lopower+((imin-1)*((&hipower-&lopower)/(&npower-1)));
%end;
* lambda = &lopower+((imin-1)*(&hipower-&lopower)/(&npower-1));
call symput('elambda',left(put(lambda,best8.)));
end;
else if (upcase(trim(_name_)) = '_LIKE_') then do;
call symput('maxlike',left(put(col{imin},best20.)));
end;
run;
%put _imin_= &_imin_ elambda = &elambda maxlike= &maxlike;
data &outplot;
set &outplot end=eof;
drop _lolam_ _hilam_ _hirmse_;
retain _lolam_ 10 _hilam_ -10 _hirmse_ 0;
label conf = "&conf Confidence Interval";
if (_like_ < &maxlike - (cinv(&conf,1)/2) ) /* was 1.92 */
then conf = " ";
else do;
conf = "*";
_lolam_ = min(_lolam_,_lambda_);
_hilam_ = max(_hilam_,_lambda_);
_hirmse_= max(_hirmse_,_rmse_);
end;
if eof then do;
call symput('lolam',left(put(_lolam_,best8.)));
call symput('hilam',left(put(_hilam_,best8.)));
call symput('hirms',left(put(_hirmse_,best20.)));
end;
run;
proc print data=&outplot label;
var _lambda_ _like_ _rmse_ conf;
run;
%put BOXGLM: Estimated Power Transformation, Lambda = &elambda.;
/*
/ Plot likelihood and t-values for effects as functions of the
/ power.
/-------------------------------------------------------------------*/
data &out; set _tmp_; drop _tf1-_tf&npower;
&resp = _tf&_imin_;
label &resp = "Transformed &resp (lambda=&elambda)";
%let pplot = %upcase(&pplot);
%if &pplot ^= NONE %then %do;
%let sym = 1 2 3 4 5 6 7 8 9;
%let sym = &sym A B C D E F G H I J K L M N O P Q R S T U V W X Y Z;
%let sym = &sym a b c d e f g h i j k l m n o p q r s t u v w x y z;
proc plot data=&outplot;
%if %index(&pplot,RMSE)>0 %then %do;
title 'RMSE for Box-Cox Power Transform';
plot _rmse_ * _lambda_ = 'L';
label _rmse_ = "Root Mean Squared Error for &resp";
run;
%end;
%if %index(&pplot,EFFECT)>0 %then %do;
title 'F-values for Model Effects';
plot
%do i = 1 %to &nmod;
f&i * _lambda_ = "%scan(&sym,&i)"
%end;
/ overlay;
run;
%end;
%end;
%let gplot = %upcase(&gplot);
%if &gplot ^= NONE %then %do;
%let sym = dot star square circle triangle $ + hash x;
%if %index(&gplot,EFFECT)>0 %then %do;
data _labels_;
set &outplot end=eof;
length function $8 text $16;
if eof then do;
xsys='2'; ysys='2'; size=1.1;
function='LABEL'; position='6';
x = _lambda_;
%do i = 1 %to &nmod;
y = f&i ;
text = " %scan(&model,&i,%str( )) "; output;
%end;
end;
%end;
proc gplot data=&outplot;
%do i = 1 %to &nmod;
symbol&i i=spline v=%scan(&sym,&i) c=black ;
%end;
axis1 label=(a=90) value=(h=1.2);
axis2 label=('Box-Cox Power (' f=cgreek 'l'
')' ) value=(h=1.3) offset=(3);
axis3 label=(a=90 'F-value') value=(h=1.3);
axis4 label=('Box-Cox Power (' f=cgreek 'l'
')' ) value=(h=1.3) offset=(2,9);
%if %index(&gplot,RMSE)>0 %then %do;
plot _rmse_ * _lambda_ = 1 /
href=&lolam &hilam lhref=20 chref=red
vref=&hirms lvref=33 cvref=red
vaxis=axis1 haxis=axis2 hminor=1 vminor=1
des="BoxCox plot of RMSE * Lambda for &resp";
title h=1.5 "Box-Cox Power Transform for &resp";
label _rmse_ = "Root Mean Squared Error";
run;
%if %index(&gplot,EFFECT)>0 or %index(&gplot,INFL)>0 %then %do;
%gskip;
%end;
%end;
%if %index(&gplot,EFFECT)>0 %then %do;
plot
%do i = 1 %to &nmod;
f&i * _lambda_ = &i
%end;
/ overlay anno=_labels_
href=&lolam &hilam lhref=20 chref=red
/* vref=&tval -&tval lvref=33 cvref=red */
vaxis=axis3 haxis=axis4 hminor=1 vminor=1
des="BoxCox Effect plot for &resp";
title h=1.5 "F-values for Model Effects on &resp";
run;
%if %index(&gplot,INFL)>0 %then %do;
%gskip;
%end;
%end;
%end; /* if &gplot ^= NONE */
%if &pplot ^= NONE or &gplot ^= NONE %then %do;
title ;
%end;
%*put BOXGLM: model= &model;
%done:
%if %index(&gplot,INFL)>0 or %index(&pplot,INFL)>0
%then %do;
%boxinfl(data=_nomiss_, resp=&resp, model=&model,
id=&id, class=&class,
gplot=&gplot, pplot=&pplot);
%end;
proc datasets nolist;
delete _NOBS_ _tmp_ _nomiss_ _reg_;
%if %index(&gplot,EFFECT)>0 %then %do;
delete _labels_;
%end;
quit;
%exit:
%*-- Restore global options;
%if %sysevalf(&sysver >= 7) %then %do;
options &o1 &o2;
%end;
%else %do;
options notes;
%end;
%mend;
/*------------------------------------------------------------------*/
/* NAME: BOXINFL */
/* PURPOSE: Computes Atkinson's score-test for power transformation */
/* and produces a constructed-variable influence plot for */
/* the impact of observations on the choise of power. */
/*------------------------------------------------------------------*/
/* Author: Michael Friendly <[email protected]> *
* Created: 12 Nov 1991 11:21:20 *
* Revised: 10 Dec 1991 16:43:59 *
* Version: 1.1 *
* *
*-------------------------------------------------------------------*/
%macro boxinfl(
resp=, /* name of response variable */
model=, /* independent variables in regression */
data=_last_, /* input dataset */
id=, /* ID variable for observations */
class=, /* names of class variables if any */
gplot=INFL, /* Graphic plot? */
pplot=INFL); /* Printer plot? */
data _cvar_;
set &data;
if &resp >.Z ;
logy = log(&resp); *--find geometric mean =mean log(y);
%if %length(&id)=0 %then %do;
%let id =_id_;
_id_ = _n_;
%end;
proc means noprint;
var logy;
output out=_gm_ mean=gmean;
data _cvar_;
set _cvar_;
drop gmean;
if _n_=1 then do;
set _gm_;
gmean = exp(gmean);
end;
g = &resp * ( log ( &resp / gmean ) - 1);
label g='Constructed variable';
/* Handle class variables via dummy variables from GLMMOD
Change the terms in the model to reflect the COL1-COLn
variables produced by GLMMOD. Use C1-Cn instead to
avoid problems with many class effects.
*/
*options mprint;
%if %length(&class)>0 %then %do;
proc glmmod data=_cvar_ outdesign=_cmat_ outparm=_parm_ noprint prefix=C;
class &class;
model &resp = g &model / noint;
format &class &resp &model ;
data _null_; set _parm_ end=eof;
by effname notsorted;
length modl
%if &sysver < 7
%then $200;
%else $2000;
;
retain modl ' ';
if effname='G' then return;
else do;
keepit = not last.effname;
effname= ' C'||trim(left(put(_colnum_,2.)));
end;
if keepit then modl = trim(modl) || effname;
if eof then call symput('model',modl);
run;
data _cvar_;
merge _cmat_(rename=(c1 = g))
_cvar_(keep=&id);
%end;
/* produce values for partial-regression plot of residuals from
/ &resp vs. residuals from constructed variable. 1-slope =
/ power for transformation based on score test
/ -------------------------------------------------------------*/
proc reg data=_cvar_ outest=_parm_ noprint;
id &id;
m0: model &resp=&model g; * y = Xb + lambda g;
output out=m0 rstudent=_resy_ cookd=_infl_;
*proc print data=_parm_;
proc reg data=_cvar_ noprint;
id &id;
m1: model &resp=&model;
output out=m1 r=_resx_; * y - Xb;
m2: model g =&model;
output out=m2 r=_resg_; * g - Xb;
data _part_;
keep _resx_ _resg_ &id _resy_ _infl_;
merge m0 m1 m2;
proc means noprint data=_part_;
var _resg_;
output out=_gm_ min=rg_min max=rg_max;
data _slope_;
set _parm_(keep=_model_ g);
length function $8 text $20;
if (_model_='M0');
xsys='1'; ysys='1';
x=8; y=90;
function = 'LABEL';
position='3'; size=1.4;
text = 'Slope: '|| put(g,best5.); output;
position='F';
text = 'Power: '|| put(round(1-g,.25),best5.); output;
call symput('slope',put(g,best5.));
call symput('power',put(round(1-g,.25),best5.));
run;
%if %index(&pplot,INFL)>0 %then %do;
proc plot data=_part_;
plot _resx_ * _resg_ = &id / vref=0;
label _resx_ ="Partial &resp"
_resg_ ='Partial Constructed Variable';
title 'Partial Regression Influence plot for Box-Cox power';
title2 "Slope: &slope Power: &power";
run;quit; title;
%end;
%if %index(&gplot,INFL)>0 %then %do;
data _anno_;
set _part_ nobs=n;
length text $16;
if _n_=1 then set _gm_;
if abs(_resg_/(rg_max-rg_min)) > .5
| abs(_resy_) > 3
| _infl_> 4/(n-1);
xsys='2'; ysys='2';
x = _resg_; y=_resx_ ;
function='LABEL';
if _resg_ > 0 then position='1';
else position='3';
text=&id;
data _anno_;
set _slope_ _anno_;
proc gplot data=_part_;
plot _resx_ * _resg_ /
vaxis=axis1 /*haxis=axis1*/ vminor=1 hminor=1
vref=0 lvref=34 anno=_anno_
name='boxinfl'
des="BoxCox influence plot for &resp";
axis1 label=(a=90);
symbol i=rl h=1.3 v=circle;
label _resx_ ="Partial &resp"
_resg_ ='Partial Constructed Variable';
title h=1.4 'Partial Regression Influence plot for Box-Cox power';
run;quit;
title;
%end;
proc datasets nolist;
delete _cvar_ _parm_ m0 m1 m2 _slope_;
quit;
%mend;
/*-------------------------------------------------------------------*/
/* Copyright (c) 1987 by SAS Institute Inc. Cary NC 27511 USA */
/* */
/* NAME: NUM(ber of )WORDS */
/* PURPOSE: Returns the number of words in a given list, with an */
/* optional specification of word delimiters. */
/*-------------------------------------------------------------------*/
%macro numwords(lst,wordchar);
%let i = 1;
%if (%length(&wordchar)) %then %do;
%let v = %scan(&lst,&i,&wordchar);
%do %while (%length(&v) > 0);
%let i = %eval(&i + 1);
%let v = %scan(&lst,&i,&wordchar);
%end;
%end;
%else %do;
%let v = %scan(&lst,&i);
%do %while (%length(&v) > 0);
%let i = %eval(&i + 1);
%let v = %scan(&lst,&i);
%end;
%end;
%eval(&i - 1)
%mend;