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SAS/ETS 9.22 User's Guide 96

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SAS/Ets 9.22 User's Guide 96. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 942 F Chapter 17 The MDC Procedure NEST Statement NEST LEVEL level-number choices@choice . The NEST statement is used when one choice variable contains all possible alternatives and the TYPE NLOGIT option is specified. The decision tree is constructed based on the NEST statement. When the choice set is specified using multiple CHOICE variables in the MODEL statement the NEST statement is ignored. Consider the following eight choices that are nested in a three-level tree structure. Level 1 Level 2 Level 3 top 1 1 1 1 2 1 1 1 3 1 1 1 4 2 1 1 5 2 1 1 6 2 1 1 7 3 2 1 8 3 2 1 You can use the following NEST statement to specify the tree structure displayed in Figure 17.22 nest level 1 level 2 level 3 1 2 3 @ 1 4 5 6 @ 2 7 8 @ 3 1 2 @ 1 3 @ 2 1 2 @ 1 Figure 17.22 A Three-Level Tree Note that the decision tree is constructed based on the sequence of first-level choice set specification. NEST Statement F 943 Therefore specifying another order at Level 1 builds a different tree. The following NEST statement builds the tree displayed in Figure 17.23 nest level 1 level 2 level 3 4 5 6 1 2 @ 1 2 @ @2 1 2 3 @ 1 7 8 @ 1 3 @ 2 1 3 Figure 17.23 An Alternative Three-Level Tree However the NEST statement with a different sequence of choice specification at higher levels builds the same tree as displayed in Figure 17.22 if the sequence at the first level is the same nest level 1 1 2 3 @ 1 456@2 78@3 level 2 3 @ 2 1 2 @ 1 level 3 1 2 @ 1 The following specifications are equivalent nest level 2 3 @ 2 1 2 @ 1 nest level 2 3 @ 2 1 @ 1 2 @ 1 nest level 2 1 @ 1 2 @ 1 3 @ 2 Since the MDC procedure contains multiple cases for each individual it is important to keep the data sequence in the proper order. Consider the four-choice multinomial model with one explanatory variable cost 944 F Chapter 17 The MDC Procedure pid choice y cost 1 1 1 10 1 2 0 25 1 3 0 20 1 4 0 30 2 1 0 15 2 2 0 22 2 3 1 16 2 4 0 25 The order of data needs to correspond to the value of choice. Therefore the following data