How to save out a model and apply on a new dataset?!

[hellohere]

Say run a REG model, below. How to save out the model and apply on a new dataset (newclass)

to get the predicted values and residuals?! Thanks, 

proc reg data=sashelp.class;
model height=age;
run;quit;

[FreelanceReinh · Accepted solution]

Hi @hellohere,

One way is to use the CODE statement in the original PROC REG step and to use the stored code later in a DATA step:

proc reg data=sashelp.class;
model height=age;
code file='C:\Temp\regscore.sas' residual;
quit;

data want;
set newclass;
%include 'C:\Temp\regscore.sas';
run;

Dataset WANT will contain variables P_Height and R_Height with the predicted values and residuals, respectively.

See also two of Rick Wicklin's blog posts about scoring of regression models:

• The missing value trick for scoring a regression model
• Techniques for scoring a regression model in SAS