06-13-2016 10:54 AM
hi i am running the following regressions. the observations are in daily level.
i want to obtain r-squared for each company at the year month level.
for the below survey reg,
proc survery reg data=c2; by ticker year month; model retrf=mktrf smb hml umd;
ods output parameterestimates=r1; run;
i am not sure where to put the r-square command to get the r-square for EACH firm at the YEAR MONTH level.
thank you in advance