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Date:         Thu, 28 Aug 2003 05:38:00 -0400
Reply-To:     john.hixon@KODAK.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         John Hixon <john.hixon@KODAK.COM>
Subject:      Re: SAS Ballot Request?  Option to "Maintain Hierarchy" for Proc
              REG?
Comments: To: WHITLOI1@WESTAT.com
Content-type: text/plain; charset=us-ascii

Ian,

All I can say is: Wow. You are amazing. You were able to code a macro which is a viable workaround for my "maintain hierarchy in Proc Reg" suggestion, in a very short time.

And, as the Grand Master that you are, you highlighted the crucial point that my request for a "maintain hierarchy" option in Poc Reg is logically impossible. You took a "programmer's view" of the request, and from that perspective, it is clear that there is no way for Proc Reg to "know" what the hierarchy should be.

I think I'm way too over-tired from clearing the decks before my vacation (otherwise I wouldn't have proposed a ballot item that is impossible to implement! I'm glad I did not send the request to SAS.) After being prodded to think more logically (by reading your excellent macro work-around this morning), it is clear that there would be no way for Proc REG to do this.

Proc REG is the most general of all Ordinary Least Squares (OLS) ANOVA based Procs. It requires the SAS programmer to create the Design Matrix X as a set of columns where each column represents a one degree of freedom "factor". As such, Proc REG will never have any idea which factor precedes another in model hierarchy (as opposed to other SAS model fitting Procs such as GLM, where the model can be built up from "main Effect factors" within the Proc). There might be the possibility of adding a "retain hierarchy" option to Procs like GLM, but never to Proc REG.

I posed the question after working with another software package, "Design Expert" from Stat/Ease. This is an excellent niche product for the design and analysis of experiments. But, it has some rather severe restrictions: no random effects, no nested effects, all experimental units must be the same size (ie: no split-plot models). Still, for 'standard' DOEs it is a *very* useful tool. It includes the option to "maintain hierarchy", but, of course, it is easy for Design Expert to implement this since it builds up the design matrix from the definition of the "Main Effects" terms: so, it knows in advance which terms are main effects and which terms are higher order or interactions. Proc Reg will *never* have this foreknowledge, since it is a very general procedure so that "each design column=one degree of freedom factor", and each degree of freedom factor could be a main effect, an interaction, or higher-order-term. Proc Reg will never know. So,it can never "maintain hierarchy".

Thanks again for your reply, Ian. The macro that you propose is a viable solution to my specific problem, and also forced me to "think like a programmer" and realize that my request for a "maintain hierarchy" option in Proc Reg is impossible to implement.

I stand in awe of the gurus on this list (you know who you are, I risk leaving some out by trying to name some off the top of my head [especially since I've been deleting all of the digests lately], but: cassell, whitlock, dorfman, huang, deangelis, devenzia (sp?), mclerran, schreier, et al.) There is no batter way to grow in SAS knowledge than reading this list!

Best regards,

John Hixon Eastman Kodak Company Rochester, NY USA 585-477-1984


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