Hi,
I have output results of cluster analysis from proc varclus: cluster 1 includes variable x1, x2, x3, cluster 2 include variable x4,x5, cluster 3 include variable x6,x7,x8 after running proc varclus on my data_set.
Initially, I run regression of x1,x2,x3,...,x8 on y (my dependent variable).
Now how can I run a regression of cluster 1, cluster2, cluster 3 on y? Do proc reg allows using outputs from proc varclus?