Building regression models with SAS : a guide for data scientists /
Building Regression Models with SAS: A Guide for Data Scientists teaches data scientists, statisticians, and other analysts who use SAS to train regression models for prediction with large, complex data. Each chapter focuses on a particular model and includes a high-level overview, followed by basic...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cary, NC :
SAS Institute,
2023.
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Edición: | [First edition]. |
Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Intro
- Contents
- Motivation for the Book
- Audiences for the Book
- Knowledge Prerequisites for the Book
- Software Prerequisites for the Book
- What the Book Does Not Cover
- Acknowledgments
- Introduction
- Model Building at the Crossroads of Machine Learning and Statistics
- Overview of Procedures for Building Regression Models
- Practical Benefits
- When Does Interpretability Matter?
- When Should You Use the Procedures in This Book?
- How to Read This Book
- General Linear Models
- Building General Linear Models: Concepts
- Example: Predicting Network Activity
- Essential Aspects of Regression Model Building
- Notation and Terminology for General Linear Models
- Parameter Estimation
- The Bias-Variance Tradeoff for Prediction
- Model Flexibility and Degrees of Freedom
- Assessment and Minimization of Prediction Error
- Summary
- Building General Linear Models: Issues
- Problems with Data-Driven Model Selection
- Example: Simulation of Selection Bias
- Freedman's Paradox
- Summary
- Building General Linear Models: Methods
- Best-Subset Regression
- Sequential Selection Methods
- Shrinkage Methods
- Summary
- Building General Linear Models: Procedures
- Introduction to the GLMSELECT Procedure
- Specifying the Candidate Effects and the Selection Method
- Controlling the Selection Method
- Which Selection Methods and Criteria Should You Use?
- Comparing Selection Criteria
- Forced Inclusion of Model Effects
- Example: Predicting the Close Rate of Retail Stores
- Example: Building a Model with Forward Selection
- Example: Building a Model with the Lasso and SBC
- Example: Building a Model with the Lasso and Cross Validation
- Example: Building a Model with the Lasso and Validation Data
- Example: Building a Model with the Adaptive Lasso
- Example: Building a Model with the Group Lasso
- Using the REG Procedure for Best-Subset Regression
- Example: Finding the Best Model for Close Rate
- Example: Best-Subset Regression with Categorical Predictors
- Introduction to the REGSELECT Procedure
- Example: Defining a CAS Session and Loading Data
- Example: Differences from the GLMSELECT Procedure
- Example: Building a Model with Forward Swap Selection
- Using the Final Model to Score New Data
- Summary
- Building General Linear Models: Collinearity
- Example: Modeling the Effect of Air Pollution on Mortality
- Detecting Collinearity
- Dimension Reduction Using Variable Clustering
- Ridge Regression
- The Elastic Net Method
- Principal Components Regression
- Partial Least Squares Regression
- Conclusions for Air Pollution Example
- Summary
- Building General Linear Models: Model Averaging
- Approaches to Model Averaging
- Using the GLMSELECT Procedure for Model Averaging
- Bootstrap Model Averaging with Stepwise Regression
- Refitting to Build a Parsimonious Model
- Model Averaging with Akaike Weights
- Summary