number of observation in the regression outset

[batool89]

hello,

I am using a macro to conduct regression analysis using sas 9.4. the goal is to have results for every firm-year, here is the program:

%* run regression for each subsample by cusip and store estimation in a file with year identifier.;

proc reg data=one outest =two noprint ;

by cusip;

model dependent_var = independent1 independent2;

run;

data out_&fyear.;

set two;

fyear=&fyear.;

run;

%mend;

my question is how can I have the number of observation in the outest file (two)?

i used EDF command but it gives me the number of regressors in the model not the number of observations regressed.

thank you in advance

[PeterClemmensen]

Just to be clear, you want a variable containing the number of pbservations used within each by group in the regression?

[batool89]

yes, this is what i want

[PeterClemmensen]

You can do this by adding the variables _P_ and _EDF_  to the outest dataset. These are the number of parameters estimated, including the intercept and the error degrees of freedom, which when summed together gives the number of observations.

[PeterClemmensen · Accepted solution]

Use this small example and drop the variables you dont want

proc sort data =  sashelp.class;
	by sex;
run;

proc reg data=sashelp.class noprint outest=est;
	by sex;
	model height=weight / sse;
run;

data est;
	set est;
	nObs = _P_ + _EDF_;
run;

[batool89]

thank you for your response. my regression is a little bit more complicated that requires doing regression for each firm in each year.
the problem was in having the same error degrees of freedom every year, so i wanted a command that prints the number of observation explicitly so i can check my results.
i used this equation before and it worked.
i have just found that the problem is in some of the sample observations.
thank you again 🙂 and have a nice day