I need assistance organizing my regression data when using PROC REG. I basically want to organize outputs for 6 regressions into one table showing the coefficients, the T Statistic and the R Square. I tried using ODS OUTPUT ParameterEstimates but I was only able to retrieve the coefficient and the T statistic (see below). I also tried ODS OUTPUT FitStatistics but that only shows the r squared data. What else can I do to organize my data?
proc reg data = master;
model fcinv = unrate homeprice;
model fcinv = unrate homeprice jud;
model fcinv=unrate homeprice nonjud;
model fcinv = unrate homeprice nonjud emp;
model fcinv = unrate homeprice nonjud unemp;
model fcinv= unrate homeprice nonjud hpi;
run;
ods output close;
proc print data = a;
run;
proc tabulate data = a;
class model variable;
var estimate tvalue;
table variable = ' ' *(estimate = ' ' *sum = ' '
tvalue = ' ' * sum = ' '),
model = ' '
/box = [label = "Parameter"] rts=15 row = float misstext = ' ' ;
run;
Use the OUTEST=EST, TABLEOUT, and EDF options, as documented in the syntax for the PROC REG statement:
proc print data=EST;
where _TYPE_="PARMS" | _TYPE_="T";
var _MODEL_ _TYPE_ Intercept X1 X2 X3 _RSQ_;
run;
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