topic Re: how to include the variables I used in the 'by' statement into the regression output dataset in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/how-to-include-the-variables-I-used-in-the-by-statement-into-the/m-p/146251#M38841 <HTML><HEAD></HEAD><BODY><P>Check the documentation for OUTEST in PROC REG.&nbsp; I think that has what you want.</P></BODY></HTML> Tue, 16 Sep 2014 12:27:43 GMT Doc_Duke 2014-09-16T12:27:43Z how to include the variables I used in the 'by' statement into the regression output dataset https://communities.sas.com/t5/SAS-Procedures/how-to-include-the-variables-I-used-in-the-by-statement-into-the/m-p/146250#M38840 <HTML><HEAD></HEAD><BODY><P>Hello,</P><P>I have one very large dataset. I run the regression procedure using 'by var1 var2 var3', resulting in thousands of regressions. I would like to get the regression results along with the t-stats of the estimates to an output dataset. But I would also like to include the three variables I used in ''by var1 var2 var3' so that I can see which estimates belongs to which regression. This way, I will further be able to categorize the regression results based on these var1 var2 var3 variables later.</P><P>I will appreciate very much if you can help me. Thanks. </P></BODY></HTML> Tue, 16 Sep 2014 11:22:21 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-include-the-variables-I-used-in-the-by-statement-into-the/m-p/146250#M38840 acironin 2014-09-16T11:22:21Z Re: how to include the variables I used in the 'by' statement into the regression output dataset https://communities.sas.com/t5/SAS-Procedures/how-to-include-the-variables-I-used-in-the-by-statement-into-the/m-p/146251#M38841 <HTML><HEAD></HEAD><BODY><P>Check the documentation for OUTEST in PROC REG.&nbsp; I think that has what you want.</P></BODY></HTML> Tue, 16 Sep 2014 12:27:43 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-include-the-variables-I-used-in-the-by-statement-into-the/m-p/146251#M38841 Doc_Duke 2014-09-16T12:27:43Z