libname mike 'c:\sas';
data temp1;
set mike.redfish;
if red2 > -.5;
run;

proc standard out = temp2 mean = 0 std =1;
 var qjf qma qmj qja qso qnd;
run;

* NOTE -- make sure your data set is named temp;
*/ Also you will have to put you dependent
variable name in the IML statement and your
independent variable names in the proc reg/*;

data temp;
set temp2;
run;
proc iml;
use temp;
show contents;

     read all var {red2} into x;
     nr = nrow(x);
     nc = ncol(x);
     nl = 17;
     print nr;
     print nc;
      b= shape(0,nr,nl);
      j1 = j(nr,1,1);
      a=log(x);
      means = t(j1)*a/nr;
      print means;
      means =exp(means);
      print means;
      lam = -4.5;
      do i = 1 to nl;
      lam = lam +.5;
        if abs(lam) > .05 then do;
          a1=x##lam -1;
        a2 =diag(t(lam*(means)##(lam-1)));
       * print a2;
        y=a1*inv(a2);
         end;
         if abs(lam)<.05 then do;
          y=means@log(x);
          end;

     do jj = 1 to nr;
     b[jj,i]=y[jj,1];

     end;
           end;
  print b;
create  bout from b ;
   append from b;
  quit;
  data temp1;
  merge temp bout;
  run;
  proc reg outest=est;
  model col1-col17=qjf qma qmj qja qso qnd;
  run;
  proc print;
  run;
  data lam;
  input lam;
  cards;
  -4
  -3.5
  -3.0
   -2.5
  -2
  -1.5
  -1
  -.5
   0
  .5
  1
  1.5
    2.
   2.5
   3
   3.5
    4

;
run;
data lam1;
merge est lam;
rmse = _rmse_;
keep lam rmse ;
run;
proc print;run;
 /*------------------------------------------------------------------*
  | Summary:                                                         |
  |    Creating a simple plot using the data set                     |
  |    WORK.LAM1 and plotting                                        |
  |    RMSE against LAM.                                           |
  | Generated: 30SEP98 10:39:09                                      |
  *------------------------------------------------------------------*/

 /*------------------------------------------------------------------*
  | The GOPTIONS statement allows you to have more control over the  |
  |
  | height and so on.  The output device and destination is also     |
  | specified in the goptions statement.                             |
  *------------------------------------------------------------------*/

goptions reset=(axis, legend, pattern, symbol, title, footnote) norotate
         hpos=0 vpos=0 htext= ftext= ctext= target= gaccess= gsfmode= ;
goptions device=WIN  ctext=blue
         graphrc interpol=join;
 /*------------------------------------------------------------------*
  | SYMBOL statements allow you to supply information such as plot   |
  | character, plot lines, color and interpolation.                  |
  *------------------------------------------------------------------*/
symbol1 c=DEFAULT
   v=DIAMOND
   ;
 /*------------------------------------------------------------------*
  | AXIS statements allow you to supply information on how your      |
  | vertical and horizontal axes will appear on the graph.           |
  *------------------------------------------------------------------*/
axis1
   color=blue
   width=2.0
   ;
axis2
   color=blue
   width=2.0
   ;
axis3
   color=blue
   width=2.0
   ;
 /*------------------------------------------------------------------*
  | This section produces the actual plot and any options that       |
  | directly relate to the data and the axis area.                   |
  *------------------------------------------------------------------*/

proc gplot data=WORK.LAM1 ;
   plot RMSE * LAM /
      haxis=axis1
      vaxis=axis2
      frame
      ;
run; quit;

data logy;
set temp;
red_new = log(red2);
run;

proc reg data=logy ;
model red2 =qjf qma qmj qja qso qnd;
output out = out1 r=r p=p;

proc reg data = logy;
model red_new=qjf qma qmj qja qso qnd ;
output  out=out2 p = p r = r;
run;

data diff1;
set out1;
diff1 =  (red2-p)**2;
run;

data diff2;
set out2;
diff2 =(red2-exp(p))**2;
run;


data logy1;
set logy;
if  year <1980;
run;
proc reg data=logy1 ;
model red2 =qjf qma qmj qja qso qnd;
output out = out3 r=r p=p;

proc reg data = logy1;
model red_new=qjf qma qmj qja qso qnd ;
output  out=out4 p = p r = r;
run;

data diff3;
set out3;
diff3 =  (red2-p)**2;
run;

data diff4;
set out4;
diff4 =(red2-exp(p))**2;
run;


 data diffs;
 merge diff1 diff2 diff3 diff4;
 keep diff1 diff2 diff3 diff4;
 run;

 proc reg data = logy;
 model red2 =qjf qma qmj qja qso qnd/vif collin selection = backward;
run;


 proc reg data = logy1;
 model red2 =qjf qma qmj qja qso qnd/vif collin selection = backward;
run;