Does somebody know how can I output the estimates that I obtained from PROC STEPWISE? I've tried the ODS (ods output parameterestimates=) but it gives me back a plain response that "Output 'parameterestimates' was not created".
Have you used ODS TRACE ON/OFF to reveal EXACTLY the name of the output objects being created??? Even though the object may be named Parameter Estimate in the output, the output object name could be slightly different.
If you would try:
ODS TRACE ON/ LABEL;
. . . your procedure code . . .
ODS TRACE OFF;
what you see in the SAS log are the names of all the output objects created for that particular run of your procedure. When you run the procedure, remember to use all the options that you would normally use to generate your output with the Parameter Estimates output.
I am not familiar with PROC STEPWISE, but I can duplicate your error message with PROC REG, for example, by incorrectly putting quotes around the simple object name. If you quote your selection, that means you want to select based on the LABEL or LABEL PATH -- in which case, the name of the object is 'Parameter Estimates' for PROC REG (with a space in the object LABEL). Otherwise, no quotes are needed to use the simple name of ParameterEstimates (for PROC REG). Using a partial LABEL PATH, the correct quoted string for ODS OUTPUT (for PROC REG) would be
ods output 'Parameter Estimates'=work.pe3;
Compare the two different PROC REG steps shown in the LOG output below. For space purposes all the ODS TRACE info was removed for everything except the ParameterEstimates trace info.
WARNING: Output ''parameterestimates'' was not created. Make sure that the output object name, label, or path is
spelled correctly. Also, verify that the appropriate procedure options are used to produce the requested
output object. For example, verify that the NOPRINT option is not used.
NOTE: PROCEDURE REG used (Total process time):
real time 0.04 seconds
cpu time 0.04 seconds