topic output white test in dataset in SAS Programming

output white test in dataset

drdee — Wed, 14 Jul 2021 14:58:20 GMT

Hi,

I'm using proc model to perform linear regression and want to apply the so-called White test that checks whether the residuals have constant variance.

Now I want these statistics in a dataset, so that I can use them for later processing, but how?

I have something of the form:

proc model data=dataset;

parms b0 b1;

y = b0 + b1*x;

fit y / white ;

run;

and I am interested in getting the following output values in a dataset:

Do you know how to do that?

Thanks in advance

Re: output white test in dataset

sbxkoenk — Wed, 14 Jul 2021 15:04:56 GMT

Hello,

If you put

ODS TRACE ON; in front of your PROC MODEL

, you see the name of all output objects in the LOG.

Suppose the name of the output object you are interested in equals "white_heteroscedasticity".

Then specify just in front of your PROC MODEL:

ODS TRACE OFF;

ODS OUTPUT white_heteroscedasticity=work.my_white_dataset;

That's the way to capture output objects in a data set.

Good luck,

Koen

Re: output white test in dataset

Reeza — Wed, 14 Jul 2021 15:09:53 GMT

Generally, here's some instructions and explanations on how to capture output that is shown.
https://blogs.sas.com/content/sastraining/2017/03/31/capturing-output-from-any-procedure-with-an-ods-output-statement/

I'm not certain what the table name is from the limited output you've shown but guessing at HETERO test. The blog post above illustrates how to find the table names if needed or they're listed here. I find the ODS TRACE method simpler.

 
 proc model data=dataset;
ods output HeteroTest=want;
    parms b0 b1;
    y = b0 + b1*x;
    fit y / white ;
  run;

@drdee wrote:

Hi,

I'm using proc model to perform linear regression and want to apply the so-called White test that checks whether the residuals have constant variance.

Now I want these statistics in a dataset, so that I can use them for later processing, but how?

I have something of the form:

proc model data=dataset;

    parms b0 b1;

    y = b0 + b1*x;

    fit y / white ;

run;

and I am interested in getting the following output values in a dataset:

Do you know how to do that?

Thanks in advance

Re: output white test in dataset

drdee — Thu, 15 Jul 2021 09:45:02 GMT

Many thanks Koen, this works perfectly!
For later reference, I found the following in the log:

Output Added:
-------------
Name: HeteroTest
Label: Heteroscedasticity Test
Template: ets.model.HeteroTest
Path: Model.OLS.HeteroTest

and then used
ods output Model.OLS.HeteroTest=work.HeteroTest;
to write it to a dataset.

Re: output white test in dataset

drdee — Thu, 15 Jul 2021 09:46:30 GMT

Thank you very much, Reeze. The ODS TRACE method worked perfectly for me, so I accepted that answer.

Re: output white test in dataset

sbxkoenk — Thu, 15 Jul 2021 10:24:03 GMT

Hello @drdee ,

Thanks for having marked this topic as solved.

Concerning:

ods output Model.OLS.HeteroTest=work.HeteroTest;

... I was not even aware you could specify the "Path".

The "Name" should be enough, like

ods output HeteroTest=work.HeteroTest;

Kind regards,

Koen

Re: output white test in dataset

drdee — Thu, 15 Jul 2021 11:17:33 GMT

Hi again,
You are right of course, thanks.
Best, Dimitri