Programming the statistical procedures from SAS

Constructing Prediction Intervals in PROC SCORE

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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

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