getting additional test statistics for proc glmselect

csetzkorn — Tue, 12 Dec 2017 21:59:20 GMT

I am using:

ods select none;
PROC GLMSELECT data=TrainingData testdata=TestData;
	model DV 
		= 
	IV1
	IV2
	/selection=none STB SHOWPVALUES;
	ods output
	ParameterEstimates = ParameterEstimates 
	FitStatistics = Model_Fit
	ANOVA = ANOVA
	SelectionSummary = SelectionSummary;
run;
ods select All;

I am getting ASE (Train) and ASE (Test) in Model_fit, which is great. Can I also get these measures for training and testing OOTB?:

MSE

adjusted RSquare

MAPE

sMAPE

Thanks.

PS:

I can add:

output out=Predictions p=Prediction r=Residual;

this gives me predictions and residuals for the training data. How can I obtain the same for test data. Having that I can calculate MAPE etc. myself.

PPS:

I can use:

score Data=TestData out=PredictionsSc p=Prediction r=Residual;

This gives me the predictions and I can thus calculate whatever I want. However, maybe there is an easier way? Thanks.

topic getting additional test statistics for proc glmselect in Statistical Procedures

getting additional test statistics for proc glmselect