Below is my code, which is producing the same results. With the different output file names, and different regression variables, I would expect different results. I separated the two with #### to indicate a 'break' in the two requests. The bold/underlined text is what changes between the two.
Any help is greatly appreciated! I've been looking over this forever...does anyone see the problem that I cannot find?
/*BB: 3e*/
ods exclude all; /* suppress tables to screen */
ods output FitStatistics=RegEq3e_Output; /* contains results for each BY group */
proc reg data=temp.Equation3_interactions plots=none;
by datacqtr;
model lead_prccq = epsq bvpsq BB_Real_GDP_Q
BB_EPS BB_BV
cfpsq cashpsq dvpspq rdpsq
intanpsq spipsq ocipsq revpsq atpsq change_revtpsq
capxpsq cogspsq xsgapsq FF;
quit;
ods exclude none; /* no longer suppress tables */
proc print data=RegEq3e_Output noobs;
where Label2="Adj R-Sq";
var datacqtr Label2 nValue2;
title 'Rsquared Values for Full Regression Equation 3 BB';
run;
/*To keep only the Adj Rsquared Rows*/
data temp.RegEq3e_Output; set work.RegEq3e_Output;
where Label2="Adj R-Sq";
keep datacqtr Label2 nValue2;
run;
/*Merge the Adj Rsquared data with the Quarter from Econ Vars*/
proc sql;
create table temp.RegEq3e_QTR
as select *
from temp.RegEq3e_Output as a, work.EconVarFile as b
where a.datacqtr=b.datacqtr;
quit;
proc print data=temp.RegEq3e_QTR noobs;
where Label2="Adj R-Sq";
var datacqtr Label2 nValue2 datacqtrQ;
title 'Rsquared for Full Equation with Quarterly Time Variable BB';
run;
/*BB (Bloomberg Real GDP):*/
proc reg data=temp.RegEq3e_QTR plots=none;
model nValue2 = datacqtrQ;
title 'Full Regression Equation 4 BB';
run;
quit;
/*###################################################################*/
/*Jensen: 3f*/
ods exclude all; /* suppress tables to screen */
ods output FitStatistics=RegEq3f_Output; /* contains results for each BY group */
proc reg data=temp.Equation3_interactions plots=none;
by datacqtr;
model lead_prccq = epsq bvpsq jen_calc
jen_EPS jen_BV
cfpsq cashpsq dvpspq rdpsq
intanpsq spipsq ocipsq revpsq atpsq change_revtpsq
capxpsq cogspsq xsgapsq FF;
quit;
ods exclude none; /* no longer suppress tables */
proc print data=RegEq3f_Output noobs;
where Label2="Adj R-Sq";
var datacqtr Label2 nValue2;
title 'Rsquared Values for Full Regression Equation 3 Jensen';
run;
/*To keep only the Adj Rsquared Rows*/
data temp.RegEq3f_Output; set work.RegEq3f_Output;
where Label2="Adj R-Sq";
keep datacqtr Label2 nValue2;
run;
/*Merge the Adj Rsquared data with the Quarter from Econ Vars*/
proc sql;
create table temp.RegEq3f_QTR
as select *
from temp.RegEq3f_Output as a, work.EconVarFile as b
where a.datacqtr=b.datacqtr;
quit;
proc print data=temp.RegEq3f_QTR noobs;
where Label2="Adj R-Sq";
var datacqtr Label2 nValue2 datacqtrQ;
title 'Rsquared for Full Equation with Quarterly Time Variable Jensen';
run;
/*Jensen (Monetary Policy):*/
proc reg data=temp.RegEq3f_QTR plots=none;
model nValue2 = datacqtrQ;
title 'Full Regression Equation 4 Jensen';
run;
quit;
