Joining and reshaping tables in PROC GLM

[mh2t]

How can I get an output from PROC GLM to be like below:

VarName   RSQUARE   height_MEAN   Coeff Var
    weight           xx                xxx                   ww
      sex              yy                yyy                   www

It is easy in proc reg but I don't know how to do it in proc glm.

Thank you for your response. 

[Reeza]

You have an RSquare for each variable? How does that work?

[mh2t]

so we run two univariate glm models, each has a separate RSquare in the output.

[Reeza]

Do you have code to already run all those regressions? If we can add our solution to yours that's more efficient.

[mh2t]

/* 1. transpose from wide (Y, X1 ,...,X100) to long (varNum VarName Y Value) */
data Long;
set Wide;                       /* <== specify data set name HERE         */
array x [*] x1-x&nCont;         /* <== specify explanatory variables HERE */
do varNum = 1 to dim(x);
   VarName = vname(x[varNum]);  /* variable name in char var */
   Value = x[varNum];           /* value for each variable for each obs */
   output;
end;
drop x:;
run;

/* 2. Sort by BY-group variable */
proc sort data=Long;  by VarName;  run;


/* 3. univariate glm regression on single predictor*/
proc glm data=Long outstat=PE;
   CLASS Value;
   by VarName;
   model Y = Value;
   ods select FitStatistics;
quit;

proc print data=PE;
run;quit;

[Reeza]

/* 3. univariate glm regression on single predictor*/
proc glm data=Long outstat=PE;
   CLASS Value;
   by VarName;
   model Y = Value;
   *ods select FitStatistics;
ods output fitstatistics = rSquared parameterEstimates = PE(where=(Parameter='Value'));
quit;

This will capture the data for you in a clean fashion into two data sets rSQuared and PE. You can then merge them to get the table you want. I think for means you'll need a PROC MEANS for mean.

[mh2t]

Thank you @Reeza. I'm very new to SAS environment, I don't know how to merge them.

[Reeza]

Here's a great tutorial on merging.
https://stats.idre.ucla.edu/sas/modules/match-merging-data-files-in-sas/