This section applies to the following procedures: GENSELECT, LMIXED, LOGSELECT, MODELMATRIX, PHSELECT, PLSMOD, QTRSELECT, and REGSELECT.
The EFFECT statement enables you to construct special collections of columns for design matrices. These collections are called constructed effects to distinguish them from the usual model effects that are formed from continuous or classification variables, as discussed in the section GLM Parameterization of Classification Variables and Effects. For example, the terms A, B, x, A*x, and A*B in the following statements define fixed effects of the usual type in a generalized linear model:
proc genselect;
class A B;
model y = A B x A*x;
run;
A constructed effect, on the other hand, is assigned through the EFFECT statement. For example, in the following program, the EFFECT statement defines a constructed effect named spl:
proc genselect;
class A B;
effect spl = spline(x);
model y = A B A*spl;
run;
The columns of spl are formed from the data set variable x as a cubic B-spline basis with three equally spaced interior knots.
Each constructed effect corresponds to a collection of columns that are referred to by the name you supply. You can specify multiple EFFECT statements, and all EFFECT statements must precede the MODEL statement.
You must specify the following arguments:
effect-name
names the effect. This name can appear in only one EFFECT statement and cannot be the name of a variable in the input data set.
effect-type
specifies the type of effect. You can specify the following effect-types:
COLLECTION
specifies a collection effect that defines one or more variables as a single effect that has multiple degrees of freedom. The variables in a collection are considered as a unit for purposes of estimation and inference. For more information, see the section Collection Effects.
MULTIMEMBER | MM
specifies a multimember classification effect whose levels are determined by one or more variables that appear in a CLASS statement. For more information, see the section Multimember Effects.
POLYNOMIAL | POLY
specifies a multivariate polynomial effect in the specified numeric variables. For more information, see the section Polynomial Effects.
SPLINE
specifies a regression spline effect whose columns are univariate spline expansions of one or more variables. A spline expansion replaces the original variable with an expanded or larger set of new variables. For more information, see the section Spline Effects.
var-list
specifies a list of variables that are used in constructing the effect. You can also specify any of the effect-options that are shown in Table 3.5 after a slash following the var-list.