BookmarkSubscribeRSS Feed
sasphd
Lapis Lazuli | Level 10

Hello 

how to get Residuals Standard Deviation in output proc model thanks

 

proc model data=WIL2.data_fundid8;
parms alpha b c d e f g;
aggreate_mret1 =rf+alpha+b*(Mkt_RF)+c*SMB+d*HML+e*MOM+f*RMW+g*CMA;
fit aggreate_mret1 /gmm ;
by FundId;
ods output ParameterEstimates=WIL2.performance_MF;
run;
1 REPLY 1

hackathon24-white-horiz.png

2025 SAS Hackathon: There is still time!

Good news: We've extended SAS Hackathon registration until Sept. 12, so you still have time to be part of our biggest event yet – our five-year anniversary!

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
  • 591 views
  • 0 likes
  • 2 in conversation