I am using Proc Varmax and I need to export the Model Parameter Estimates. I tried outest/outstat = options but Outest is only giving me values of Estimate and the Standard Error (not the t-value or Pr > |t|). Outstat is giving me the details of the target variables and not for the independent variables. Can anyone suggest what needs to be done to output the Pr > |t| for the independent variables?
Kindly help and thanks a lot for your support in advance!
Please find the relevant screenshots as below:
The screenshot of the result of my Proc Varmax:
However if I use Outest option, I am getting the below output:
I am only getting values for EST (Estimate) and STD (Standard Error). But I am not getting for P-value
If I use outstat I am getting information regarding the target variable (not for the independent variables).
I am attaching the SAS Code and a representative data (similar to what I use). All I need is to export the highlighted information below in a sas dataset:
proc varmax data = FPOM.subset_store_123 outstat=FPOM.outstat_123_1 outest=estimate_123_1; id Date_Key interval=dthour24; model Gallon_Sale = Price_Diff_Avg/method=ml nseason=7 xlag=1; output out=out_123_1 back=60 lead=7; run;
You can capture the tables via ODS OUTPUT. This feature allows you to capture any of the displayed output into a table, you need to know the table name. You can find the table name from the documentation.
proc varmax data = FPOM.subset_store_123 outstat=FPOM.outstat_123_1 outest=estimate_123_1; id Date_Key interval=dthour24; model Gallon_Sale = Price_Diff_Avg/method=ml nseason=7 xlag=1; output out=out_123_1 back=60 lead=7; ods output parameterEstimates=want; run; proc print data=want; run;
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