How to obtain coefficients from a regression?

[JKCho]

proc surveyreg data=master;
 class fAUDITOR_FKEY MSA sic fyear;
 model audfee = fAUDITOR_FKEY others/ solution;
output out=model r=residual;
run;
quit;

fAUDITOR_FKEY is a set of categorical variables. There are more than 100 different auditors in my observations and I want to obtain each coefficient for each auditor. Of course, I can obtain them in the result, but I want to have them as I have residuals by the "r=residual" code. Does SAS have a code for doing that? I looked for that, and it seems SAS has, but I did not find the right one...

I appreciate your help!

[PaigeMiller · Accepted solution]

I believe this works ... however, I cannot test it, so that is your job

proc surveyreg data=master;
ods output ParameterEstimates=coefficients;
 class fAUDITOR_FKEY MSA sic fyear;
 model audfee = fAUDITOR_FKEY others/ solution;
output out=model r=residual;
run;
quit;

[JKCho]

This works definitely. 

I wanted to have coefficients matched with observations, but I can do that part. 

Thank you 🙂

[PaigeMiller]

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@JKCho wrote:

I wanted to have coefficients matched with observations, but I can do that part. 

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Are you implying that you want to use the coefficients to generate predicted values by saying "coefficients matched with observation"? PROC SURVEYREG will compute predicted values for you.