Use this option to specify whether the Predictor Continuous Variables are transformed.
Transformation is helpful when there are nonlinear relationships between thfe predictor variables and response. Selecting Spline calls PROC GLMSELECT and computes a cubic spline transformation. When you specify a Test Data Set or when you are running this process through Cross Validation Model Comparison, the transformation is estimated using only on the training data and then the resulting function is applied to predictor variables for the test data.
