The TRANSREG Procedure

Now consider a model with monotonicity constraints. This model has no counterpart in PROC REG. The following statements fit a monotone-spline model and produce Figure 101.72:

title 'Monotone Splines';

proc transreg data=htex ss2 short;
   model identity(y) = mspline(x1-x3 / nknots=3);
run;

The SHORT a-option is specified to suppress the iteration histories. Two ANOVA tables are displayed—one by using liberal degrees of freedom and one by using conservative degrees of freedom. All sums of squares and the R squares are the same for both tables. What differs are the degrees of freedom and statistics that use degrees of freedom. The liberal test has 8 model degrees of freedom and 11 error degrees of freedom, whereas the conservative test has 15 model degrees of freedom and only 4 error degrees of freedom. The “true” p-value is between 0.8462 and 0.9997, so clearly you would fail to reject the null hypothesis. Unfortunately, results are not always this clear. (See Figure 101.72.)