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How to output the slope of a regression and manipulate, and have estimator and SE of it.

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Contributor
Posts: 50

How to output the slope of a regression and manipulate, and have estimator and SE of it.

Hello friends,

 

I have a model like this if I run the regression:

y = cons + b1*x1 + b2*x2+ b3*x3 + se

y = dependent variable

cons = intercept

se = error term

x1,x2,x3 = independent variables

b1,b2,b3 = coefficient of each independent variables

1. How can I capture the b1,b2,b3 in a new variable?

2. How can I capture b1/b2, b2/b3?

3. How can I calculate the estimator and standard error of b1/b2, b2/b3? Does it need bootstrap?

Super User
Posts: 13,073

Re: How to output the slope of a regression and manipulate, and have estimator and SE of it.

All of the SAS regression procedures have at least one if not two ways of getting parameters into a data set such as OUTEST= somesetname on Proc Reg statement or ODS OUTPUT ParameterEstimates = somesetname statement. Which regression procedure are you using? That would address question 1.

With the values in a data set then a data step would calculate those ratios in question 2

 

I'm not familiar with anything resembling standard errors or the ratio of parameter estimates and not sure what the interpretation would be.

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