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asifgeneral
Calcite | Level 5

LGD modelling using Linear Regression

 

proc score data= Mydata score=tarin_estimate out=Reg_output (keep=RR model1)

predict type=parms;

var var1 var2 var3 var4... var14;

run;

 

I want to know about the option predict? Can you please help. Thanks  

1 REPLY 1
PaigeMiller
Diamond | Level 26

For questions like this, I go straight to the documentation

 

PREDICT

specifies that PROC SCORE should treat coefficients of –1 in the SCORE= data set as 0. In regression applications, the dependent variable is coded with a coefficient of –1. Applied directly to regression results, PROC SCORE produces negative residuals (see the description of the RESIDUAL option, which follows); the PREDICT option produces predicted values instead.

 

--
Paige Miller

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