how to run regression repeatedly?

[srikanthyadav44]

dear all, 

i have to run the regression where in the independent varaibles will be same, but dependent variables will change each time. 

I have nearly 200 dependent variables. 

i have to run the regression repeatedly for 200 times for each dependent variable.

Finally, I have to save the R-squared and adjusted R-squared value of each regression in a separate file along with the name of the dependent variable.

the format of my file is as follows

IV_1	IV_2	DV_1	DV_2	…………….	DV_200
-1.67137	-1.28567	-1.41424	-1.7678	…………….	-1.83851
-0.20913	-0.16087	-0.17696	-0.2212	…………….	-0.23005
-0.41298	-0.31768	-0.34944	-0.4368	…………….	-0.45428
-0.61455	-0.47273	-0.52001	-0.65001	…………….	-0.67601
0.260277	0.200213	0.220235	0.275293	…………….	0.286305
-0.13165	-0.10127	-0.1114	-0.13925	…………….	-0.14482
0.065317	0.050244	0.055268	0.069085	…………….	0.071849
2.116535	1.628104	1.790914	2.238643	…………….	2.328188
-0.64197	-0.49382	-0.54321	-0.67901	…………….	-0.70617
1.636049	1.258499	1.384349	1.730436	…………….	1.799654
-0.04114	-0.03165	-0.03481	-0.04351	…………….	-0.04525
-1.18318	-0.91014	-1.00116	-1.25144	…………….	-1.3015
0.87525	0.673269	0.740596	0.925745	…………….	0.962775
0.202968	0.156129	0.171742	0.214678	…………….	0.223265
0.516805	0.397543	0.437297	0.546621	…………….	0.568486
0.137332	0.10564	0.116204	0.145255	…………….	0.151065
-1.62652	-1.25117	-1.37628	-1.72035	…………….	-1.78917
-2.7442	-2.11093	-2.32202	-2.90252	…………….	-3.01862
-0.20355	-0.15658	-0.17224	-0.2153	…………….	-0.22391
-0.12738	-0.09799	-0.10779	-0.13473	…………….	-0.14012
-0.99255	-0.7635	-0.83985	-1.04981	…………….	-1.0918
0.33774	0.2598	0.28578	0.357225	…………….	0.371514

IV  is independent variable and DV is dependent variable 

please helpe me writing a SAS code for this

thanks in advance  

[Kurt_Bremser]

Transpose, sort and use by in proc reg. Then it all happens in one step.

[Kurt_Bremser]

Just a quick example:

data have;
infile datalines dlm='09'x dsd;
input IV_1	IV_2	DV_1	DV_2;
datalines;
-1.67137	-1.28567	-1.41424	-1.7678
-0.20913	-0.16087	-0.17696	-0.2212
-0.41298	-0.31768	-0.34944	-0.4368
-0.61455	-0.47273	-0.52001	-0.65001
0.260277	0.200213	0.220235	0.275293
-0.13165	-0.10127	-0.1114	-0.13925
0.065317	0.050244	0.055268	0.069085
2.116535	1.628104	1.790914	2.238643
-0.64197	-0.49382	-0.54321	-0.67901
1.636049	1.258499	1.384349	1.730436
-0.04114	-0.03165	-0.03481	-0.04351
-1.18318	-0.91014	-1.00116	-1.25144
0.87525	0.673269	0.740596	0.925745	
0.202968	0.156129	0.171742	0.214678
0.516805	0.397543	0.437297	0.546621
0.137332	0.10564	0.116204	0.145255	
-1.62652	-1.25117	-1.37628	-1.72035
-2.7442	-2.11093	-2.32202	-2.90252	
-0.20355	-0.15658	-0.17224	-0.2153	
-0.12738	-0.09799	-0.10779	-0.13473
-0.99255	-0.7635	-0.83985	-1.04981
0.33774	0.2598	0.28578	0.357225
;

proc transpose data=have out=trans;
by iv_1 iv_2 notsorted;
var dv:;
run;

proc sort data=trans;
by _name_;
run;

[srikanthyadav44]

dear KurtBremser

how to modify the SAS code suggested by you, if i want to run the code with  an excel file imported into SAS. 

thanks in advance 

[Kurt_Bremser]

Just apply the transpose and sort, using the actual variable names.

[srikanthyadav44]

dear  KurtBremser

thanks for your prompt reply. 

I understood tranpose and sort, but what changes i have to do to the following code to run the regression  with imported excel file.

I may be right that the below code is for the data directly entered in SAS, because you are using datalines.

data have;
infile datalines dlm='09'x dsd;
input IV_1	IV_2	DV_1	DV_2;
datalines;

and also can you please explain me what is 'dlm='09' x dsd

[PaigeMiller]

Hello, @srikanthyadav44 

A much simpler approach appears in message 4 of this thread. No transposing needed.

[Kurt_Bremser]

This step is just there to create an example dataset, in a way that allows everybody who reads the post to recreate it with a simple copy/paste and submit. It is not needed for your application, as you already have your data.

[PaigeMiller]

---

@srikanthyadav44 wrote:

dear all, 

i have to run the regression where in the independent varaibles will be same, but dependent variables will change each time. 

I have nearly 200 dependent variables. 

i have to run the regression repeatedly for 200 times for each dependent variable.

Finally, I have to save the R-squared and adjusted R-squared value of each regression in a separate file along with the name of the dependent variable.

---

PROC REG allows multiple dependent variables. Thus you need one PROC REG step. No need to transpose your data.

Use

ods output modelfit=modelfit;

to capture the R-squared values.

[srikanthyadav44]

dear PaigeMiller

 i am unable to solve the problem of running the regression repeatedly and saving the R-squared values in a separate sheet. 

kindly suggest me a SAS code more clearly and completely. 

thanks in advance 

[PaigeMiller · Accepted solution]

proc reg data=have;
    model dv_1-dv_200 = iv_1 iv_2;
run;
quit;

[srikanthyadav44]

thank you Mr. PaigeMiller.  for your prompt reply

the SAS code suggested by you is working excellently.

after getting the regression results i run the  code suggested by you earlier to get the R-squared values in a separate file

"ods output modelfit=modelfit;"

But it is not working. my SAS university edition software is hanging when i run that code.

if there is any other alternative way to get the R-squared values, please suggest me.
thanks in advance

[PaigeMiller]

---

But it is not working.

---

This is not enough information. You need to show us the LOG of PROC REG, including the code and error message. Please click on the {i} icon and paste the log into the window that appears. Do not skip this step.

[srikanthyadav44]

dear Mr. PaigeMiller

when i run the " ods output modelfit=modelfit;" i am gettting the following message in log

OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;

NOTE: ODS statements in the SAS Studio environment may disable some output features.

73

74 ods output modelfit=modelfit;

75

76 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;

please help in resolving this problem

thanks in advance 

[srikanthyadav44]

dear Mr. Paigemiller

i run the SAS code as following and then i got the error as mentioned in the previous reply

proc reg data=stocks;
model Y1 - Y5=X1 X2;
run; 
quit;
ods output modelfit=modelfit;