How to reference regression coefficients?

Sunny_Sun — Mon, 10 Nov 2014 15:10:10 GMT

Hi,

With data A, I run a regression and save coefficients. Then I start to work with data B. I want to reference the saved coefficients using data A. How can I do that in SAS?

Thanks,

Sunny

Re: How to reference regression coefficients?

ets_kps — Mon, 10 Nov 2014 15:32:24 GMT

Hi Sunny,

The closest we have to this in SAS is utilizing item stores for models estimated by certain models.

Here is an example.

%let nObs = 5000;

%let nVars = 100;

data SimuData;

array x{&nVars};

do obsNum=1 to &nObs;

do j=1 to &nVars;

x{j}=ranuni(1);

end;

linp = 10 + 11*x1 - 10*sqrt(x2) + 2/x3 - 8*exp(x4) + 7*x5*x5

- 6*x6**1.5 + 5*log(x7) - 4*sin(3.14*x8) + 3*x9 - 2*x10;

TrueProb = 1/(1+exp(-linp));

if ranuni(1) < TrueProb then y=1;

else y=0;

output;

end;

run;

proc logistic data=SimuData;

effect splines = spline(x1-x&nVars/separate);

model y = splines/selection=stepwise;

store sasuser.SimuModel;

run;

data test;

array x{&nVars};

do j=1 to &nVars;

x{j}=0.15;

end;

drop j;

output;

run;

proc plm restore=sasuser.SimuModel;

score data=test out=testout predicted / ilink;

run;

data testout;

set testout(drop=x1-x&nVars);

run;

proc print data=testout;

run;

You can find other examples here.

SAS/STAT 13.2 User's Guide Example Programs (Sample Library)

Re: How to reference regression coefficients?

Sunny_Sun — Mon, 10 Nov 2014 16:19:05 GMT

many thanks!

topic Re: How to reference regression coefficients? in SAS Forecasting and Econometrics

How to reference regression coefficients?

Re: How to reference regression coefficients?

Re: How to reference regression coefficients?