topic Re: how to regress Y against each X separately in SAS Procedures

how to regress Y against each X separately

daviddu — Tue, 05 Jun 2018 08:39:52 GMT

Suppose the data structure is as follows. Now I want to regress y in respect to each x separately. I can do it in three steps, but I want to ask whether I could do it in a more easy way, say using a loop or macro? Could anyone provide me some sample code? Thanks a lot.

Y	X1	X2	X3
5.5	1	5	3
10.5	2	7	1
5	3	2	6
12	4	6	4
13	5	4	2

Re: how to regress Y against each X separately

RW9 — Tue, 05 Jun 2018 09:31:32 GMT

What does your regress code look like? You can do it in macro:

%macro Do_Regress (x_var=);
  ...
%mend Do_Regress;

%Do_Regress (x_var=x1);
%Do_Regress (x_var=x2);
%Do_Regress (x_var=x3);

But there may be simpler ways, for instance if you normalise the data, go down rather than across, you can likely do it in one simple step, so a dataset like:

Y X RES

5.5 1 1

5.5 2 5

...

Re: how to regress Y against each X separately

Reeza — Tue, 05 Jun 2018 15:04:02 GMT

The easiest way is to transform your data into a long format and use PROC REG with a BY statement. You can use PROC TRANSPOSE to flip the data and then a single PROC REG.

See some more details here:

https://communities.sas.com/t5/SAS-Communities-Library/How-do-I-write-a-macro-to-run-multiple-regressions/ta-p/223663

@daviddu wrote:

Suppose the data structure is as follows. Now I want to regress y in respect to each x separately. I can do it in three steps, but I want to ask whether I could do it in a more easy way, say using a loop or macro? Could anyone provide me some sample code? Thanks a lot.

Y X1 X2 X3

5.5 1 5 3

10.5 2 7 1

5 3 2 6

12 4 6 4

13 5 4 2

Re: how to regress Y against each X separately

Rick_SAS — Tue, 05 Jun 2018 18:56:36 GMT

Sure. Sample code, example, and step-by-step discussion of this problem are in the article "An easy way to run thousands of regressions in SAS"

Re: how to regress Y against each X separately

Reeza — Tue, 05 Jun 2018 19:02:24 GMT

@Rick_SAS I updated my library article to point to yours now since it's more detailed 🙂

Re: how to regress Y against each X separately

Rick_SAS — Tue, 05 Jun 2018 19:14:11 GMT

OK, thanks. Small correction: "SAS" didn't publish a blog post, I did. I do not speak for SAS.

Re: how to regress Y against each X separately

daviddu — Wed, 06 Jun 2018 01:12:03 GMT

Hi Rick, the article helps. Thanks a lot.

Re: how to regress Y against each X separately

daviddu — Wed, 06 Jun 2018 01:15:31 GMT

Hi Reeza, your suggestion also helps. The proc transpose is new to me. I have to check your idea in more details. Thanks a lot.

Re: how to regress Y against each X separately

daviddu — Wed, 06 Jun 2018 01:18:22 GMT

Hi RW9, your method is what I did previously. The problem is that I have to use the maceo for 3 times, which will be tedious if there are many variable. I think Rick provides a better solution. Thank you very much.