topic Re: Getting Prediction Formula from Parameter Estimates in Discussions

Getting Prediction Formula from Parameter Estimates

vince_faller — Tue, 21 Apr 2020 14:49:26 GMT

Don't know if this is SAS IP or not, but if not does anyone have a function for turning parameter estimates (for any data type/modeling type/model), into the prediction formula JMP uses.
I can't use the normal "Get Prediction Formula" because ... reasons.

I'd like to do something like this. The type of model doesn't matter too much to me. But if it does for the calculation, let's start simple.

Names Default to Here (1);
dt = open("$SAMPLE_DATA/Big Class.jmp");
dt << Clear Select();
r = dt << Select Rows( 28::40 );
r << Hide and Exclude;
dt << Clear Select();
dt:sex[[3, 6, 9, 12, 27]] = "G";

fm = dt << Fit Model(
	Y( :height ),
	Effects( :age[:sex], :sex, :weight, :sex * :weight, :age * :weight[:sex] ),
	Personality( "Generalized Regression" ),
	Generalized Distribution( "Normal" ),
	Run( Fit( Estimation Method( Lasso ), Validation Method( AICc ) ) )
);
pred = fm << (fit[1] << Get Prediction Formula);

// what I want
prediction_from_estimates = function({fm}, 
	{DEFAULT LOCAL}, 
	olb = report(fm)[OutlineBox("Parameter Estimates?")];
	terms = olb[StringColBox("Term")] << Get;
	est = olb[NumberColBox("Estimate")] << Get;
	
	// do some stuff
	return(prediction_formula)
);

// and I'd like it to be able to do 
other_pred = prediction_from_estimates(fm);
nameexpr(pred) == nameexpr(other_pred); // true

I'd also take any references to read up on.

Re: Getting Prediction Formula from Parameter Estimates

MathStatChem — Tue, 21 Apr 2020 16:29:03 GMT

Have you tried

fd= fm << publish prediction formula;

formula_function= fd << copy formula as function;
formula_transform = fd << copy formula as transform;
formula_sas = fd << generate sas code(No Editor);
formula_python = fd << generate python code(No Editor);
formula_c= fd << generate C Code(No Editor);
formula_java = fd << generate JavaScript Code(No Editor);

Re: Getting Prediction Formula from Parameter Estimates

vince_faller — Tue, 21 Apr 2020 16:32:26 GMT

It's not that I can't use the native values. It's that I have a table of parameter values from a simulate table and I'm trying to average them and create a prediction formula based on that. I could save the prediction formula and then do a substitute, but that seems very prone to error.