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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?

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