residuals for all companies in regression model

Ramin1 — Thu, 21 Oct 2021 17:41:30 GMT

Hello experts, I appreciate any comment on this.

I want to get the residual for each of the companies in my sample by using the above regression model. I am using the following code;

Proc surveyreg Data = want;

cluster gvkey; *standard error clustered by firm;

class industry year;

model I_new=V_P Lev Cash Age Size StR I_new_pre industry year/solution;

*lsmeans industry year;

run;

How I can get the residual for each of the companies? If I include gvkey in class statement, I get standard errors for all companies but I am not sure about it and in that case, I can't use the cluster statement as it shows no memory.

Re: residuals for all companies in regression model

PaigeMiller — Thu, 21 Oct 2021 17:50:18 GMT

You ask for residuals in PROC SURVEYREG by using the OUTPUT statement.

topic residuals for all companies in regression model in SAS Programming

residuals for all companies in regression model

Re: residuals for all companies in regression model