Help using Base SAS procedures

Proc Reg; How to predict new observation?

Accepted Solution Solved
Reply
Contributor
Posts: 45
Accepted Solution

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.


Accepted Solutions
Solution
‎06-06-2016 01:22 PM
Super User
Posts: 11,343

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.

 

 

View solution in original post


All Replies
Solution
‎06-06-2016 01:22 PM
Super User
Posts: 11,343

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.

 

 

Contributor
Posts: 45

Re: Proc Reg; How to predict new observation?

Thank you!

Super User
Posts: 19,878

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 Employee
Posts: 51

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
 
See also:
Usage Note 33307: Scoring (computing predicted values) for new observations or a validation data set
 
Koen
☑ This topic is solved.

Need further help from the community? Please ask a new question.

Discussion stats
  • 4 replies
  • 3954 views
  • 0 likes
  • 4 in conversation