Regress two models in one proc reg procedure and output to two different files

[SeanZ]

Hi,

I have a dataset including independent variables x1-x5, and dependent variable y. I want to do two regressions, y on x1, x2, and x3, and the other regression with y on x4 and x5. Can I use one proc reg command to do two regressions and output to two different files. Something like

proc reg data=file outest=model1 model2;

     model y=x1 x2 x3;

     model y=x4 x5;

run;

Also, is it easy to output estimates to one data file?

Thanks.

[Doc_Duke · Accepted solution]

Sean,

See the documentation.

SAS/STAT(R) 9.22 User's Guide

REG outputs just one file with a model indicator variable.  You can break it apart in another step.

[SeanZ]

Thanks.