Hi everyone,
I want to run regression a on b. However, I want to have separate coefficients for b+ (positive b) and b- (negative b).
Model is a = alpha + beta1*abs(b+) + beta2*abs(b-)
Thank you so much,
Use BY processing:
data test;
set myData;
absB = abs(b);
signB = b >= 0; /* Consider zero positive */
run;
proc sort data=test; by company_ID; run;
proc glm data=test;
by company_ID;
class signB;
/* Same intercept */
model a = absB*signB / solution;
run;
PG
Something like this:
data test;
set myData;
absB = abs(b);
signB = b >= 0; /* Consider zero positive */
run;
proc glm data=test;
class signB;
/* Same intercept */
model a = absB*signB / solution;
run;
PG
Hi PGStats,
In the case that I want to run this regression for each company (company_ID), how cai I modify the code?
Thank you so much,
Use BY processing:
data test;
set myData;
absB = abs(b);
signB = b >= 0; /* Consider zero positive */
run;
proc sort data=test; by company_ID; run;
proc glm data=test;
by company_ID;
class signB;
/* Same intercept */
model a = absB*signB / solution;
run;
PG
Hi PGstats,
Thank you so much for your help,
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