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.
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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.
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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