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Max05
Obsidian | Level 7

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

1 ACCEPTED SOLUTION

Accepted Solutions
art297
Opal | Level 21

@PaigeMiller: I think it results in just one line per by group

 

Art, CEO, AnalystFinder.com

 

View solution in original post

4 REPLIES 4
PaigeMiller
Diamond | Level 26
ods output fitstatistics = fitstatistics;
proc reg ... 

Will create a data set named fitstatistics which contains the R-squared values. 

--
Paige Miller
art297
Opal | Level 21

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

 

PaigeMiller
Diamond | Level 26

But then you have to parse the OUTEST file.

--
Paige Miller
art297
Opal | Level 21

@PaigeMiller: I think it results in just one line per by group

 

Art, CEO, AnalystFinder.com

 

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