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csetzkorn
Lapis Lazuli | Level 10

I am using:

 

ods select none;
PROC GLMSELECT data=TrainingData testdata=TestData;
	model DV 
		= 
	IV1
	IV2
	/selection=none STB SHOWPVALUES;
	ods output
	ParameterEstimates = ParameterEstimates 
	FitStatistics = Model_Fit
	ANOVA = ANOVA
	SelectionSummary = SelectionSummary;
run;
ods select All;

I am getting ASE (Train) and ASE (Test) in Model_fit, which is great. Can I also get these measures for training and testing OOTB?:

 

MSE

adjusted RSquare

MAPE

sMAPE

 

Thanks.

 

PS:

 

I can add:

 

output out=Predictions p=Prediction r=Residual;

this gives me predictions and residuals for the training data. How can I obtain the same for test data. Having that I can calculate MAPE etc. myself.

 

PPS:

 

I can use:

 

score Data=TestData out=PredictionsSc p=Prediction r=Residual;

This gives me the predictions and I can thus calculate whatever I want. However, maybe there is an easier way? Thanks.

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What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

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