topic Re: Multiple regression in SAS Enterprise Guide

Multiple regression

Max05 — Sun, 25 Mar 2018 15:59:30 GMT

Hello,

I ran the following multiple linear regression:

proc reg data=regress1 outest=regress2;
model PERF = MKT SMB HML;
by id;
run;

and I would like to export the R² from all the regressions (for each ID) in an excel file.

However, even with 'outest', I only obtain RMSE and intercept for each ID.

Thanks a lot in advance for your help.

Max

Re: Multiple regression

PaigeMiller — Sun, 25 Mar 2018 16:31:43 GMT

ods output fitstatistics = fitstatistics;
proc reg ...

Will create a data set named fitstatistics which contains the R-squared values.

Re: Multiple regression

art297 — Sun, 25 Mar 2018 17:01:07 GMT

Alternatively, if you don't want to parse the ods file, just use the EDF option. e.g.:

proc reg data=class edf outest=regress3;
  model age = height weight;
  by sex;
run;

Art, CEO, AnalystFinder.com

Re: Multiple regression

PaigeMiller — Sun, 25 Mar 2018 19:46:45 GMT

But then you have to parse the OUTEST file.

Re: Multiple regression

art297 — Sun, 25 Mar 2018 20:00:49 GMT

@PaigeMiller: I think it results in just one line per by group

Art, CEO, AnalystFinder.com