12-12-2016 10:23 PM
I want to run second regression from the predicted value of first regression. I have made it on this paper in order to understand it. Bdr is the dependent variable in first regression and in the second stage the value from first regression is used as predicted bdr as regressor.
12-12-2016 11:22 PM
Regression from step 1 creates a data set called reg_results.
Pass that to your second regression.
Proc glm data=SASHELP.class;
model weight = age height;
output out=reg_results p=Predict r=Resid;
proc glm data=reg_results;
model = ...;
12-14-2016 04:08 AM
I have used following regression but it gives an error as shown in Picture.
Proc glm data=want1;
model bdr= fam EBITDA_TA MTB LNTA FA_TA RD_TA stdd;
output out=results p=Predict r=Resid;
proc glm data=results;
model cum= predict(bdr) EBITDA_TA MTB LnTA LnTA2 FA_TA RD_TA stdd assmat;
12-14-2016 05:43 AM
Like I mentioned, not what you think.
It it creates a predicted variable called PREDICT. The residuals (predicted - actual) are stored in a variable called Resid.
Open the dataset and examine if manually or run a proc contents and explore the variables there.
Proc contents data=reg_results;