Hello,
I ran the following multiple linear regression:
proc reg data=regress1 outest=regress2;
model PERF = MKT SMB HML;
by id;
run;
and I would like to export the R² from all the regressions (for each ID) in an excel file.
However, even with 'outest', I only obtain RMSE and intercept for each ID.
Thanks a lot in advance for your help.
Max
ods output fitstatistics = fitstatistics;
proc reg ...
Will create a data set named fitstatistics which contains the R-squared values.
Alternatively, if you don't want to parse the ods file, just use the EDF option. e.g.:
proc reg data=class edf outest=regress3; model age = height weight; by sex; run;
Art, CEO, AnalystFinder.com
But then you have to parse the OUTEST file.
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