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.