Calcite | Level 5

Proc Reg; How to predict new observation?

Hello,

I was wondering, how in the Proc Reg procedure can you simply predict a value, with a prediction interval, for a new observation?  Such as, you run proc reg and get the regrssion equation, then I want to calculate the predicted value and prediction interval when x=5.5.

I am using SAS 9.4

proc reg data=regression;

model y= x

run;

Thank you,
Jeff S. O.

1 ACCEPTED SOLUTION

Accepted Solutions
Super User

Re: Proc Reg; How to predict new observation?

Easiest is often to include X (predictor) value(s) of interest with missing for the dependent variables.

Then either options on the Model Statement or create an output set:

Output out=want p=Ypredicted LCL=ylowerin LCLM=ylowermean UCL=yupperin UCLM=yuppermean;

Ypredicted would be the associated Predicted Y for any X, including the ones with missing Y, the LCL and LCLM do lower confidence limits for single obs or the mean and UCL UCLM for the upper.

4 REPLIES 4
Super User

Re: Proc Reg; How to predict new observation?

Easiest is often to include X (predictor) value(s) of interest with missing for the dependent variables.

Then either options on the Model Statement or create an output set:

Output out=want p=Ypredicted LCL=ylowerin LCLM=ylowermean UCL=yupperin UCLM=yuppermean;

Ypredicted would be the associated Predicted Y for any X, including the ones with missing Y, the LCL and LCLM do lower confidence limits for single obs or the mean and UCL UCLM for the upper.

Calcite | Level 5

Thank you!

Super User

Re: Proc Reg; How to predict new observation?

Look at Proc Score.

A quick and dirty method is to include the values in your original dataset but leave the dependent variable blank/missing.

Then use the output statement with the p= option to get the predicted values out.

SAS Super FREQ

Re: Proc Reg; How to predict new observation?

To deploy a PROC REG model on new data , Look at PROC SCORE.

SAS/STAT(R) 14.1 User's Guide

The SCORE Procedure

Example 100.2 Regression Parameter Estimates