topic Re: How to do multi-regression at one time in SAS Programming

How to do multi-regression at one time

ADou — Mon, 04 Feb 2019 02:23:10 GMT

Hi Experts,

a1 a2 a3.....a25 x1 x2 x3

Now I have 28 columns of variables as above. I want to run regressions with a1,a2......a25 to be my dependent variables respectively, and x1, x2,x3 to be my independent variables all the time. Is there any simple way to do that without repeating the regression 25 times? Thanks a lot!!

Re: How to do multi-regression at one time

Reeza — Mon, 04 Feb 2019 03:33:27 GMT

Approaches outlined here:

https://blogs.sas.com/content/iml/2018/04/25/sweep-thousands-of-regressions.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+TheDoLoop+%28The+DO+Loop%29

Re: How to do multi-regression at one time

PaigeMiller — Mon, 04 Feb 2019 11:48:27 GMT

If you do this in PROC GLM, and use MANOVA commands, you can get an analysis that takes into account the correlations between the Y-variables (in other words, it provides more information than just running all those individual regressions). Example: https://documentation.sas.com/?docsetId=statug&docsetVersion=15.1&docsetTarget=statug_glm_examples06.htm&locale=en

Re: How to do multi-regression at one time

PaigeMiller — Mon, 04 Feb 2019 13:04:07 GMT

@Reeza wrote:

Approaches outlined here:

https://blogs.sas.com/content/iml/2018/04/25/sweep-thousands-of-regressions.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+TheDoLoop+%28The+DO+Loop%29

I'd have to say I think this approach is unnecessary.

In PROC GLM, you can have all of the 25 dependent variables on the left hand side of the MODEL statement, so one pass through PROC GLM gives you the 25 different regressions. It's not clear to me what is gained by the approach at that link.

Re: How to do multi-regression at one time

ADou — Mon, 04 Feb 2019 15:31:38 GMT

Thanks! I don't need the correlations among all the dependent variables, just want to run the OLS regression for each dependent variable(a1.....a25). So could you give me a code sample to do this?

Re: How to do multi-regression at one time

PaigeMiller — Mon, 04 Feb 2019 15:36:33 GMT

The link I provided in my first reply contains sample code.