So, this is how the code looks like when doing predictive regression. I am using already predefined SAS tasks.   proc glmselect data=STAT1.AMESHOUSING3 plots=(criterionpanel); partition fraction(validate=0.2); class Heating_QC Central_Air Fireplaces / param=glm; model SalePrice=Heating_QC Central_Air Fireplaces Lot_Area Garage_Area Basement_Area Age_Sold / selection=backward (select=sbc choose=validate) hierarchy=single; score out=work.Score1 predicted residual; code file=sfile; run; filename sfile CLEAR;     Thank You for the help. ... View more

What happened is that I haven't succeeded in getting the predictions. I am a complete novice...   If you could tell me if my scenario of steps was right: 1) found the fitting model 2)made scoring data set 3) combined scoring data set with the data set that contains missing Y values using "set" statement 4) did the predictive regression modeling all over again 5) predictive Y values should be seen in the "output data" section ... View more

Thank You for reaching out. Will try the method for sure. ... View more