Multiple regression

[Max05]

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

[PaigeMiller]

ods output fitstatistics = fitstatistics;
proc reg ... 

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

[art297]

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]

But then you have to parse the OUTEST file.

[art297 · Accepted solution]

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

Art, CEO, AnalystFinder.com