Regression

[H_G]

Hello,

I am running an OLS regression, I would like to use the predicted value of my dependent variable as a new variable.(I have to use the predicted variable in another regression)

can someone please help me how I can do it?

Thanks.

Best

[PGStats · Accepted solution]

Most, if not all regression procedure accept statement OUTPUT for creating a new dataset with predicted values and residuals. Thus if you add a statement like

OUTPUT out=myPredData predicted=myPred;

you will get a new dataset named myPredData similar to your input dataset but with an extra column named myPred which you can use as input to another regression.

PG