I'm using the boxcox transformation in SAS with the proc transreg procedure, and I was wondering how does SAS handle missing data. I have a dataset that includes one row per month per participant, with a continuous variable every month. For some months, the variable is missing. The formula of the Box-Cox transformation doesn't use the distribution of the variable or whatever. How is SAS working, does it exclude the missing data?
Below is my code to apply the boxcox transformation to my variable:
PROC TRANSREG DATA=myfile DETAILS;
MODEL BOXCOX(myvariable/ parameter=0.1) = identity(month);
OUTPUT OUT= transformed_myfile;
RUN;
Thanks!
From the documentation:
PROC TRANSREG can estimate missing values, with or without category or monotonicity constraints, so that the regression model fit is optimized. Several approaches to missing data handling are provided. All observations with missing values in IDENTITY, CLASS, POINT, EPOINT, QPOINT, SMOOTH, PBSPLINE, PSPLINE, and BSPLINE variables are excluded from the analysis. When METHOD=UNIVARIATE (specified in the PROC TRANSREG or MODEL statement), observations with missing values in any of the independent variables are excluded from the analysis. When you specify the NOMISS a-option, observations with missing values in the other analysis variables are excluded. Otherwise, missing data are estimated, and the variable means are the initial estimates.
(Emphasis added). You can add various transformations as you prefer, or go with SAS's default estimates.