Hi all,
I am trying to work on an ensemble model, one of which being an auto regressive model. I have a grouping variable(ID) and I am not sure what the difference is between the Class and By statements for this proc. I have only been able to find information on the difference in other procs(a lot of proc means).
If someone could explain how the class statement would effect my output that would be great!
The class statement has the same role in all regression procs.
A CLASS statement declares a categorical variable for use in your model. Parameters will be fitted for each level of the class variable.
A BY statement fits as many models as there are by-levels. It is a shortcut to submitting the proc for every level of the by-variable.
by sex;
model weight = height;
fits two models with separate slopes and interceps.
class sex;
model weight = sex height;
fits a single model with two interceps and a single slope.
hth
The class statement has the same role in all regression procs.
A CLASS statement declares a categorical variable for use in your model. Parameters will be fitted for each level of the class variable.
A BY statement fits as many models as there are by-levels. It is a shortcut to submitting the proc for every level of the by-variable.
by sex;
model weight = height;
fits two models with separate slopes and interceps.
class sex;
model weight = sex height;
fits a single model with two interceps and a single slope.
hth
Join us for SAS Innovate 2025, our biggest and most exciting global event of the year, in Orlando, FL, from May 6-9. Sign up by March 14 for just $795.
Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.
Ready to level-up your skills? Choose your own adventure.