Hi,
I just found this thread using the search engine and decided to warm it up, rather than start a new one.
I have quite the same question as Mark, however since my initial regression is based on a huge data set, appendnig new observations and rerun the regression each time I get some new observations is impossible simply due to time issues (A regression run takes about 4 hours).
I currently extract the regression coefficients using the outest= option and apply them to my prediction data set using Proc Score. However, I only get the predicted values like that, without individual confidence limits, which would be highly desirable.
I already thought about computing them by hand, however I don't have an idea how to compute the necessary hat values (h_i) without using PROC IML, which we haven't licensed 😞
I would very appreciate any help!
Message was edited by: IljaMett
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