predicted and observed values in one dataset

[mh2t]

I have a regression model that I fitted with proc glm. I want to have both observed and predicted values of my response variable. Then I want to group each into 100 groups (by rank) and find AVERAGE and STD per group for each column:

      Y              YRank       Yhat        YhatRank

     23                 2             20.2               2

     22.8              2             21.5               3

     15.8              1             16.2               2

     11.2              1              9.8                1

      8.7               1             10                  1

     ...                  ...              ...                 ...

So then:

group     avg_Y     std_Y     avg_Yhat     std_Yhat

    1          11.9         1.1             9.9             2.1

    2          22.9         1.7            18.2           1.9

    ...           ...           ...               ...               ...

   100         ...          ...                ....              ...

Your help would be greatly appreciated!

[PaigeMiller]

The output from the OUTPUT statement in PROC GLM will contain the actual Y value, the predicted value and the residual value, if you use the proper options. P=PRED is the option that produces predicted values, R=RESID is the option that produces residual values.

[Reeza · Accepted solution]

Did you check the OUTPUT statement in PROC GLM? There's examples towards the bottom and then run a PROC MEANS on your output data set.

https://documentation.sas.com/?docsetId=statug&docsetTarget=statug_glm_syntax17.htm&docsetVersion=15...