Hello, I have two regressions :
the unrestricted one :
proc reg data=data;
model a = b c d;
run;
quit;
and the restricted one :
proc reg data=data ;
model a = c;
run;
quit;
My question is do we need to run those two regressions to have the restricted & unrestricted RSS ?
Thank you for your answer,
have a nice day
I think you have to do both regressions.
It might help that Proc Reg is one of the procedures that will let you have multiple model statements.
The label, text with :, is the help reading the output to identify which model is shown.
proc reg data=data; a_b_c_d: model a = b c d; a_b: model a = b; a_c: model a = c; a_d: model a = d; run; quit;
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