[程式] SAS跑門檻回歸分析
[軟體程式類別]:
SAS
[程式問題]:
門檻回歸分析 threshold regression
[軟體熟悉度]:
低(1~3個月)
[問題敘述]:
最近幫老師整理資料需要用到門檻回歸,但網路上找的到的SAS語法只有
TR-software-20061224 這個範例,他有用到虛擬變數的寫法,但我的資料沒有
想請問要怎麼改成一般變數的門檻回歸
我要跑的資料形式是這樣
y=a+b1*X1(f<r)+b2*X1(f>r)+b3*X2+b4*X3+b5*X4+b6*X5+e
[程式範例]:找到附上程式範例
data myeloma;
input id time age gender treat fail;
datalines;
1 3.657 53 1 2 1
2 3.175 47 0 0 0
3 3.09 50 1 1 1
4 3.288 55 1 2 1
5 2.579 31 1 1 0
6 3.52 63 1 0 1
7 2.912 62 0 0 1
8 3.458 45 0 0 1
9 3.175 58 1 1 1
10 4.224 59 1 1 1
11 4.23 62 1 2 1
12 3.626 52 1 0 1
13 3.78 51 0 1 1
14 4.053 48 0 0 1
15 3.77 59 0 2 1
16 3.515 40 0 2 1
17 4.224 56 1 2 1
18 3.458 67 0 2 1
19 3.349 66 1 0 1
20 4.45 50 1 1 1
21 3.486 59 0 0 1
22 3.288 60 1 1 1
23 3.827 64 1 1 1
24 2.608 56 0 2 1
25 2.069 64 0 2 1
26 4.269 47 1 2 0
27 3.402 52 0 2 1
28 4.195 46 0 0 1
29 3.628 51 1 0 1
30 2.919 61 1 1 1
31 3.855 43 1 1 1
32 3.628 50 0 0 1
33 4.053 30 1 1 1
34 2.962 68 0 0 1
35 2.948 53 1 0 1
36 2.834 58 1 0 1
37 2.948 51 1 1 0
38 3.061 37 1 1 0
39 3.203 59 1 2 1
40 4.28 49 1 1 0
41 2.551 64 0 4 1
42 3.175 39 1 0 0
43 3.288 65 0 1 1
44 3.674 54 1 0 1
45 4.082 37 0 1 0
46 3.061 53 1 0 1
47 3.033 57 0 0 1
48 3.203 55 1 1 1
49 3.379 59 1 2 1
;
run;
data par1(type=est);
keep _type_ b0 b1 b2 b3 g0 g1 g2 g3;
_type_='parms'; b0=1; b1=0; b2=0;
b3=0; g0=1; g1=0; g2=0;
g3=0; output;
run;
ods rtf file='myeloma.rtf';
ods html file='myeloma.html'
headtext='<link rel=alternate media=print href="myeloma.rtf">';
proc nlp data=myeloma tech=NEWRAP inest=par1 outest=opar1
outmodel=mode1 cov=2 pcov phes pshort;
max logf;
parms b0 b1 b2 b3 g0 g1 g2 g3;
lnx0=b1*age+b2*gender+b3*treat+b0;
mu=g1*age+g2*gender+g3*treat+g0;
d=-mu/exp(lnx0);
v=exp(-2*lnx0);
PI=constant('pi');
s=fail*(-0.5*(log(2*PI*v*(time**3))+(d*time-1)**2/(v*time)))+(1-fail)*log(probnorm((1-d*time)/sqrt(v*time))-exp(2*d/v)*probnorm(-(1+d*time)/sqrt(v*time)));
logf=s;
run;
ods _all_ close ;
-----------------------------------------------------------------------------
非常感謝,另外想請問有無這方面的程式書籍可以推薦
謝謝
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