R - Square in GLM

[JCW91]

After running GLM, the statistics that showns are Deviance, AIC, AICC, BIC etc.... without R-square generated. How do i get the R- square everytime I have run the GLM? 

* I notice that there is a formula for the R-squared but I try to avoid it computing manually. 

Thanks in advance.

[Reeza]

What does your code look like that doesn't generate an R Squared? Does it include categorical variables?

[Rick_SAS]

The R-Square value is in the FitStatistics table, which is created automatically. Here are two examples where I've use ODS SELECT to display ONLY the table that has the R-square value

proc glm data=sashelp.class plots=none;
model height = weight;
ods select FitStatistics;
quit;

proc glm data=sashelp.class plots=none;
class sex;
model height = sex;
ods select FitStatistics;
quit;

[mh2t]

@Rick_SAS how can we get an output in GLM for multiple variables like below:

VarName RSQUARE height_MEAN
    weight         xx                xxx
      sex            yy                yyy

Thank you for your response!

[Rick_SAS]

You can get the RSquare values for the models by putting

ods output FitStatistics(PERSIST)=Results;  /* concatenate into data set named 'Results' */

prior to the first PROC GLM call.

The mean response does not change from model to model, so that will be a constant column.