Programming the statistical procedures from SAS

Constructing Prediction Intervals in PROC SCORE

Reply
N/A
Posts: 1

Constructing Prediction Intervals in PROC SCORE

Hi everyone,

I'd like to be able to construct prediction intervals in proc score. I know that in proc reg you can use LCL and UCL to get prediction intervals for each observation. I am using PROC SCORE to create predicted values for a new dataset using estimates from a proc reg. I'd like to attach prediction intervals to each observation in the output of PROC SCORE (ideally, I'd like a prediction interval for the entire dataset output by proc score, so that i could easily calculate average predicted value, average observed value, and see if average observed value is within the prediction interval around average predicted value). I'd appreciate any help. Thanks

Ask a Question
Discussion stats
  • 0 replies
  • 344 views
  • 0 likes
  • 1 in conversation