https://communities.sas.com/t5/SAS-Procedures/how-to-get-Residuals-Standard-Deviation-in-output-proc-model/m-p/950274#M83762 Better post it at Forecasting Forum, since PROC MODEL is under SAS/ETS .<BR /><A href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics</A> Sat, 09 Nov 2024 01:47:20 GMT Ksharp 2024-11-09T01:47:20Z https://communities.sas.com/t5/SAS-Procedures/how-to-get-Residuals-Standard-Deviation-in-output-proc-model/m-p/950272#M83761 <P>Hello&nbsp;</P> <P>how to get Residuals Standard Deviation in output proc model thanks</P> <P>&nbsp;</P> <PRE>proc model data=WIL2.data_fundid8;<BR />parms alpha b c d e f g;<BR />aggreate_mret1 =rf+alpha+b*(Mkt_RF)+c*SMB+d*HML+e*MOM+f*RMW+g*CMA;<BR />fit aggreate_mret1 /gmm ;<BR />by FundId;<BR />ods output ParameterEstimates=WIL2.performance_MF;<BR />run;</PRE> Sat, 09 Nov 2024 00:46:06 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-get-Residuals-Standard-Deviation-in-output-proc-model/m-p/950272#M83761 sasphd 2024-11-09T00:46:06Z https://communities.sas.com/t5/SAS-Procedures/how-to-get-Residuals-Standard-Deviation-in-output-proc-model/m-p/950274#M83762 Better post it at Forecasting Forum, since PROC MODEL is under SAS/ETS .<BR /><A href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics</A> Sat, 09 Nov 2024 01:47:20 GMT https://communities.sas.com/t5/SAS-Procedures/how-to-get-Residuals-Standard-Deviation-in-output-proc-model/m-p/950274#M83762 Ksharp 2024-11-09T01:47:20Z