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proc reg and almost zero rsquare

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proc reg and almost zero rsquare

Hello~ guys~

I have a question about R-square using proc reg.

My sample consists of daily data.

I want to run regression by both group and year and to get R square by group.

Data structure is as follows.

group  dept  indpt1  indpt2     date        year

     1                                19950101  1995

     2                                19960205  1996

     3                                19970310  1997


When I run the regression with following code, it generates residual=0 and Rsquare=1 for every observation.

However, it should not be the case since I got positive R-square with part of the sample using another program .

What is the problem of my code and how can I correct this problem?

Any comments are appreciated.

-------------------------------------------------------------------------------------------------------------------------------------------------------

proc sort data=examp; by group year;

run;

proc reg data = examp

noprint tableout edf usscp outest = result_examp;

by group year;

model dpt = indpt1 indpt2;

output out=result_R r=rsqr;

run;

Thank you.

Respected Advisor
Posts: 2,655

Re: proc reg and almost zero rsquare

Posted in reply to saslearner0903

Given your dataset, you are trying to regress a single point.  You have only one record per group.  I would suggest dropping the group variable from the by statement to get the relationship for each year across all groups, and then dropping year variable (and re-inserting group) to look at the relationship for each group across time.  Does that make any sense relative to the objective of your analysis?

Steve Denham

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