Running Many simple linear regression

htn1 — Wed, 25 Sep 2019 10:17:24 GMT

Dear experts,

I have a data set with a series of Y variables (Y1 Y2 Y3 …) and a series of X variables (x1, x2, x3....) and I want to run many linear regression for each Y and each X, displaying all the parameter estimates and p-values and a spreadsheet. Can any one help me with this? Will be greatly appreciated.

Thanks

Harrison

Re: Running Many simple linear regression

PaigeMiller — Wed, 25 Sep 2019 10:39:42 GMT

https://blogs.sas.com/content/iml/2017/02/13/run-1000-regressions.html

That document shows how to handle multiple X-variables, it is easily modified to also handle multiple Y variables.

As always, I point out that just because you CAN do this, it doesn't mean you SHOULD do this, and there are better statistical methods to handle multiple X and multiple Y than just brute force running all possible combinations. One such method is Partial Least Squares regression (PROC PLS).

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Running Many simple linear regression

Re: Running Many simple linear regression