topic OLS regression SAS in SAS Enterprise Guide

OLS regression SAS

Sean_OConnor — Mon, 04 Sep 2017 13:59:00 GMT

Folks,

I'm new to regression analysis in SAS. Before I would have done all my economteric modelling using Stata.

I would like to run an OLS regression model where my independent variables are both continous and categorical.

My model is;

depen = age agesq sex pes region

where age and agesq are continous variables and region pes and sex are catergorical

I provide a sample of my data for ease of interpreation.

Any help is most welcome on how to run a model with two different types of variables

region	age	PES	Sex	Depen	agesq
7	60	1	1	-0.00811	120
7	27	3	2	-0.00205	54
5	58	3	1	-0.00786	116
7	48	3	1	0.022108	96
7	43	3	2	0.089243	86
1	39	3	2	.	78
1	23	3	2	0.161818	46
1	17	1	1	0.170991	34
7	55	1	1	0.002723	110
1	61	2	1	0.00234	122
7	41	2	1	-0.00218	82
2	45	2	1	0.020718	90
3	40	2	1	0.032785	80
3	30	2	1	.	60
7	31	1	2	-0.00826	62
4	48	1	2	0.089272	96
4	21	2	1	0.097149	42
3	48	1	1	-0.02082	96
3	22	1	2	-0.01019	44
3	18	2	2	0.018829	36
4	36	2	2	0.022785	72
2	39	2	1	0.010147	78
4	36	1	1	-0.0733	72
2	33	1	2	-0.00031	66
4	33	1	2	-0.00069	66

Re: OLS regression SAS

Miracle — Mon, 04 Sep 2017 14:43:43 GMT

This will be helpful Introduction to Regression Procedures

Either proc reg or proc glm will do but dummy variables of your categorical variables are to be used in proc reg unlike proc glm where you just specify your categorical variables in the class statement.

And proc reg has more regression model diagnostics features.

Re: OLS regression SAS

art297 — Mon, 04 Sep 2017 15:30:22 GMT

@Miracle already provided your two choices and the differences between them. However, you will first want to correct your agesq variable as it is currently 2*age rather than age**2

Art, CEO, AnalystFinder.com

Re: OLS regression SAS

stat_sas — Mon, 04 Sep 2017 16:18:49 GMT

Hi,

Also, why are you including 2*age as a predeictor in the model. This will introduce multicollinearity in the model resutling non unique solutions.