topic Is there a way to get Cook's Distance on the output tatistics? in SAS Programming

Is there a way to get Cook's Distance on the output tatistics?

Joa14 — Thu, 18 Aug 2022 00:55:16 GMT

I was wondering if there is a way to get Cook's Distance values on the REG Procedure output statistics table when doing regression? Or a way to get the Cook's D values tabulated.

Thank you!

Joanna

Re: Is there a way to get Cook's Distance on the output tatistics?

ballardw — Thu, 18 Aug 2022 02:57:58 GMT

An ODS OUTPUT statement can direct the data used for plots into a data set.

Generic syntax is Ods output plotname=yourdatasetname;

Possible plot names from Proc reg are CooksDChart CooksDPlot StudResCooksDChart (studentized residuals) depending on requested plots.

Re: Is there a way to get Cook's Distance on the output tatistics?

Rick_SAS — Thu, 18 Aug 2022 09:52:23 GMT

Read about two ways to obtain the Cook's D statistics for each observation in a regression model by using PROC REG:

1. On the OUTPUT statement, use the COOKD= option

2. Create the Cook's D plot (PLOTS=(CooksD)) and use ODS output to write the data to a data set:

ods output CooksDPlot=CookOut;

Re: Is there a way to get Cook's Distance on the output tatistics?

Ksharp — Thu, 18 Aug 2022 12:19:18 GMT

If you pay some time to flip the doc of PROC REG, you would find the answer.


proc reg data=sashelp.class;
model weight=height / influence;
output out=want cookd=cookd;
quit;