Con

Interpolating Missing Values

To use the EXPAND procedure to interpolate missing values in a time series, specify
the input and output data sets in the PROC EXPAND statement, and specify the time
ID variable in an ID statement. For example, the following statements cause PROC
EXPAND to interpolate values for missing values of all numeric variables in the
data set USPRICE:

proc expand data=usprice out=interpl;

id date;
run;
Interpolated val
Interpolating Missing Values
To use the EXPAND procedure to interpolate missing values in a time series, specify
the input and output data sets in the PROC EXPAND statement, and specify the time
ID variable in an ID statement. For example, the following statements cause PROC
EXPAND to interpolate values for missing values of all numeric variables in the
data set USPRICE:

proc expand data=usprice out=interpl;

id date;
run;
Interpolated values are computed only for embedded missing values in the input time
series. Missing values before or after the range of a series are ignored by the
EXPAND procedure.

In the preceding example, PROC EXPAND assumes that all series are measured at
points in time given by the value of the ID variable. In fact, the series in the
USPRICE data set are monthly averages. PROC EXPAND can produce a better
interpolation if this is taken into account. The following example uses the
FROM=MONTH option to tell PROC EXPAND that the series is monthly and uses the
CONVERT statement with the OBSERVED=AVERAGE to specify that the series values are
averages over each month:

proc expand data=usprice out=interpl

from=month;
id date;
convert cpi ppi / observed=average;
run;ues are computed only for embedded missing values in the input time series.
Missing values before or after the range of a series are ignored by the EXPAND
procedure.

In the preceding example, PROC EXPAND assumes that all series are measured at
points in time given by the value of the ID variable. In fact, the series in the
USPRICE data set are monthly averages. PROC EXPAND can produce a better
interpolation if this is taken into account. The following example uses the
FROM=MONTH option to tell PROC EXPAND that the series is monthly and uses the
CONVERT statement with the OBSERVED=AVERAGE to specify that the series values are
averages over each month:

proc expand data=usprice out=interpl

from=month;
id date;
convert cpi ppi / observed=average;
run;tents Preface xiii1 Linear regression 1 1.1 Simple linear regression 2 1.2
Multiple linear regression 10 1.3 Qualitative predictors: ANOVA and ANCOVA models
16 1.3.1 ANOVA models 16 1.3.2 ANCOVA models 20 1.4 Random-effects models 24 1.5
Polynomial regression 26 Exercises 312 Nonlinear regression 41 2.1 Estimation and
testing 42 2.2 Piecewise regression models 44 2.3 Exponential regression models 55
2.4 Growth curves 65 2.4.1 Gompertz model 66 2.4.2 Logistic growth curves 69 2.4.3
Weibull growth curves 79 2.5 Rational polynomials 83 2.5.1 Michaelis�Menten model
83 2.5.2 Morgan�Mercer�Flodin model 87 2.6 Multiple nonlinear regression 89
Exercises 913 Generalized linear models 103 3.1 Generalizing the classical linear
model 104 3.1.1 Non-normal data and the exponential class 104 3.1.2 Linking the
mean response to the predictor variables 106 3.2 Theory of generalized linear
models 107 3.2.1 Estimation via maximum likelihood 108 3.2.2 Deviance function 109