In this post, I want to demonstrate a piece of experiment code for downdating algorithm for Leave-One-Out (LOO) Cross Validation in Regularized Discriminant Analysis [1]. In LOO CV, the program needs to calculate the inverse of \(\hat{\Sigma}_{k\v}(\la...
Excel is probably the most used interface between human and data. Whenever you are dealing with business people, Excel is the de facto means for all things about data processing. I used to only use SAS and Python for number crunching but in one of my r...
My paper "%HPGLIMMIX: A High-Performance SAS Macro for GLMM Estimation" is now available at Journal of Statistical Software website @here.SAS macro and code can also be found there. If you use it, please kindly send me an email so that I know my work i...
Disclaimer: This study is a view on the market trend on demand of advanced analytics software and their adoptions from the job market perspective, and should not be read as a conclusive statement on what is all happening there. The findings should...
There are several exciting add-ins from SAS Analytics products running on v9.4, especially the SAS/STAT high performance procedures, where "high performance" refers to either in single-machine multi-threading mode or full distributed mode. HPGENSE...
UPDATE: Rick Wicklin kindly shared his visualization efforts on the output to put a more straightforward sense on the results. Thanks. Here is the code, run after my code below. Note that this is designed for K=2. proc iml;use out;&nbs...
Update at the end:****************************;Bob at r4stats.com claimed that a linear mixed model with over 5 million observations and 2 million levels of random effects was fit using lme4 package in R:I am always interested in large scale mixed mod...
Tobit model is a type of censored regression and is one of the most important regression models you will encounter in business. Amemiya 1984 classified Tobit models into 5 categories and interested reader can refer to SAS online doc for details. In SAS...
Kaggle is hosting an educational data mining competition: Kaggle Digit Recognizer, using MNIST data. Handwritten digit recognition is one of the few applications that kNN classifier performs well. Of course, the benchmark kNN classifier provided by the...
PDF available at here. Related post on KNN classification using SAS is here.In data mining and predictive modeling, it refers to a memory-based (or instance-based) algorithm for classification and regression problems. It is a widely used algorithm with...
