topic Re: How to obtain coefficients from a regression? in SAS Programming

How to obtain coefficients from a regression?

JKCho — Wed, 30 Nov 2022 07:08:19 GMT

proc surveyreg data=master;
 class fAUDITOR_FKEY MSA sic fyear;
 model audfee = fAUDITOR_FKEY others/ solution;
output out=model r=residual;
run;
quit;

fAUDITOR_FKEY is a set of categorical variables. There are more than 100 different auditors in my observations and I want to obtain each coefficient for each auditor. Of course, I can obtain them in the result, but I want to have them as I have residuals by the "r=residual" code. Does SAS have a code for doing that? I looked for that, and it seems SAS has, but I did not find the right one...

I appreciate your help!

Re: How to obtain coefficients from a regression?

PaigeMiller — Wed, 30 Nov 2022 12:42:46 GMT

I believe this works ... however, I cannot test it, so that is your job

proc surveyreg data=master;
ods output ParameterEstimates=coefficients;
 class fAUDITOR_FKEY MSA sic fyear;
 model audfee = fAUDITOR_FKEY others/ solution;
output out=model r=residual;
run;
quit;

Re: How to obtain coefficients from a regression?

JKCho — Thu, 01 Dec 2022 10:53:39 GMT

This works definitely.

I wanted to have coefficients matched with observations, but I can do that part.

Thank you 🙂

Re: How to obtain coefficients from a regression?

PaigeMiller — Thu, 01 Dec 2022 12:25:09 GMT

@JKCho wrote:

I wanted to have coefficients matched with observations, but I can do that part.

Are you implying that you want to use the coefficients to generate predicted values by saying "coefficients matched with observation"? PROC SURVEYREG will compute predicted values for you.