https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/how-to-retrieve-the-estimated-coefficient-of-each-observation/m-p/668039#M3894 <P>Hello everyone, I build a multivariate regression with time-series format,</P><P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="Screen Shot 2020-07-08 at 2.27.34 PM.png" style="width: 344px;"><img src="https://communities.sas.com/t5/image/serverpage/image-id/47017iDBF0F2B91F88B480/image-dimensions/344x44?v=v2" width="344" height="44" role="button" title="Screen Shot 2020-07-08 at 2.27.34 PM.png" alt="Screen Shot 2020-07-08 at 2.27.34 PM.png" /></span></P><P>I need&nbsp;<SPAN>a</SPAN><SPAN>1 <FONT size="3">of each observation</FONT>&nbsp;<FONT face="arial,helvetica,sans-serif" size="3">for further analysis</FONT>.&nbsp;</SPAN></P><P>&nbsp;</P><P>How to extract the <SPAN>a</SPAN><SPAN>1 of each observation (not the average value in sample)</SPAN>, like residuals?</P><P>&nbsp;</P><P>Thank you so much!</P> Thu, 09 Jul 2020 13:50:23 GMT sfan6 2020-07-09T13:50:23Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/how-to-retrieve-the-estimated-coefficient-of-each-observation/m-p/668039#M3894 <P>Hello everyone, I build a multivariate regression with time-series format,</P><P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="Screen Shot 2020-07-08 at 2.27.34 PM.png" style="width: 344px;"><img src="https://communities.sas.com/t5/image/serverpage/image-id/47017iDBF0F2B91F88B480/image-dimensions/344x44?v=v2" width="344" height="44" role="button" title="Screen Shot 2020-07-08 at 2.27.34 PM.png" alt="Screen Shot 2020-07-08 at 2.27.34 PM.png" /></span></P><P>I need&nbsp;<SPAN>a</SPAN><SPAN>1 <FONT size="3">of each observation</FONT>&nbsp;<FONT face="arial,helvetica,sans-serif" size="3">for further analysis</FONT>.&nbsp;</SPAN></P><P>&nbsp;</P><P>How to extract the <SPAN>a</SPAN><SPAN>1 of each observation (not the average value in sample)</SPAN>, like residuals?</P><P>&nbsp;</P><P>Thank you so much!</P> Thu, 09 Jul 2020 13:50:23 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/how-to-retrieve-the-estimated-coefficient-of-each-observation/m-p/668039#M3894 sfan6 2020-07-09T13:50:23Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/how-to-retrieve-the-estimated-coefficient-of-each-observation/m-p/668056#M3896 <P>As I said in your other thread where you asked this question, there is no such thing as an "estimated coefficient of each observation".</P> <P>&nbsp;</P> <P>Observations don't have coefficients, they have predicted values. Is that what you want? Or do you want the model coefficients (which do not change from observation to observation)?</P> Thu, 09 Jul 2020 14:52:28 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/how-to-retrieve-the-estimated-coefficient-of-each-observation/m-p/668056#M3896 PaigeMiller 2020-07-09T14:52:28Z