BookmarkSubscribeRSS Feed
RikardGard
Calcite | Level 5

So I have these two examples of code to keep the example simple. And it doesn't really matter which data you use it on, the difference will be there anyhow.

 

proc reg data = A_A_Data(where=(region="0114")) ;
model inrinflytt = utflyttare / noint;
run;

 

proc ucm data = A_A_Data(where=(region="0114"));
irregular;
model inrinflytt = utflyttare ;
run;

 

They both generate a very simple model without intercept. I however can not understand why the coefficient of determination differs between these two when the paramter estimates are exactly the same. Also the MSE differs between the two models. Which tells me that the UCM model is not simply y = bx.

 

Is it y = bx + e?

 

My guess is that it has something to do with the error/distrubance term but I can't figure out what it is. Is it that in the UCM it is estimated so the model is y = bx + e but in the proc reg, when estimating y, the model is y = bx. Then e is used for diagnostics, but not for predicting new y values.

 

Anyone who understand my problem and can help me out?

 

Kind regards,

Rikard

1 REPLY 1

sas-innovate-wordmark-2025-midnight.png

Register Today!

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.


Register now!

What is Bayesian Analysis?

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.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 1 reply
  • 759 views
  • 0 likes
  • 2 in conversation