Bootstrapping in SAS

noetsi

Fortran must die
#1
there is a type of bootstrapping called 'bagging' (I never heard of it before). Does anyone know if you can do this in SAS (I found it in their data mining module which we don't own so I can't use that)?
 

hlsmith

Not a robit
#3
If your not familiar with it you probably dont need it. It is most affiliated with random forests where you fit a bunch of decision trees on bootstrap samples and make decisions by aggregating results. If you can think of a use we can figure out a coding option. Getting estimates out of it is usually not apparent, works well for prediction problems.
 

noetsi

Fortran must die
#4
I am new to it, but it appears to be useful for time series predictions which is critical to me. I don't have the data mining software from SAS that is used in decision trees.

I have heard of boosting dason, but I am new to it.
 

hlsmith

Not a robit
#5
@noetsi - lets see the reference to using bagging with time series. I start what seems like it will be an intro to time series in 10 days. So I will learn a little more and hoping catch-up to your in your time series lingo.

Cheers!