Below is my code, which is producing the same results. With the different output file names, and different regression variables, I would expect different results. I separated the two with #### to indicate a 'break' in the two requests. The bold/underlined text is what changes between the two. Any help is greatly appreciated! I've been looking over this forever...does anyone see the problem that I cannot find? /*BB: 3e*/ ods exclude all; /* suppress tables to screen */ ods output FitStatistics=RegEq3e_Output; /* contains results for each BY group */ proc reg data=temp.Equation3_interactions plots=none; by datacqtr; model lead_prccq = epsq bvpsq BB_Real_GDP_Q BB_EPS BB_BV cfpsq cashpsq dvpspq rdpsq intanpsq spipsq ocipsq revpsq atpsq change_revtpsq capxpsq cogspsq xsgapsq FF; quit; ods exclude none; /* no longer suppress tables */ proc print data=RegEq3e_Output noobs; where Label2="Adj R-Sq"; var datacqtr Label2 nValue2; title 'Rsquared Values for Full Regression Equation 3 BB'; run; /*To keep only the Adj Rsquared Rows*/ data temp.RegEq3e_Output; set work.RegEq3e_Output; where Label2="Adj R-Sq"; keep datacqtr Label2 nValue2; run; /*Merge the Adj Rsquared data with the Quarter from Econ Vars*/ proc sql; create table temp.RegEq3e_QTR as select * from temp.RegEq3e_Output as a, work.EconVarFile as b where a.datacqtr=b.datacqtr; quit; proc print data=temp.RegEq3e_QTR noobs; where Label2="Adj R-Sq"; var datacqtr Label2 nValue2 datacqtrQ; title 'Rsquared for Full Equation with Quarterly Time Variable BB'; run; /*BB (Bloomberg Real GDP):*/ proc reg data=temp.RegEq3e_QTR plots=none; model nValue2 = datacqtrQ; title 'Full Regression Equation 4 BB'; run; quit; /*###################################################################*/ /*Jensen: 3f*/ ods exclude all; /* suppress tables to screen */ ods output FitStatistics=RegEq3f_Output; /* contains results for each BY group */ proc reg data=temp.Equation3_interactions plots=none; by datacqtr; model lead_prccq = epsq bvpsq jen_calc jen_EPS jen_BV cfpsq cashpsq dvpspq rdpsq intanpsq spipsq ocipsq revpsq atpsq change_revtpsq capxpsq cogspsq xsgapsq FF; quit; ods exclude none; /* no longer suppress tables */ proc print data=RegEq3f_Output noobs; where Label2="Adj R-Sq"; var datacqtr Label2 nValue2; title 'Rsquared Values for Full Regression Equation 3 Jensen'; run; /*To keep only the Adj Rsquared Rows*/ data temp.RegEq3f_Output; set work.RegEq3f_Output; where Label2="Adj R-Sq"; keep datacqtr Label2 nValue2; run; /*Merge the Adj Rsquared data with the Quarter from Econ Vars*/ proc sql; create table temp.RegEq3f_QTR as select * from temp.RegEq3f_Output as a, work.EconVarFile as b where a.datacqtr=b.datacqtr; quit; proc print data=temp.RegEq3f_QTR noobs; where Label2="Adj R-Sq"; var datacqtr Label2 nValue2 datacqtrQ; title 'Rsquared for Full Equation with Quarterly Time Variable Jensen'; run; /*Jensen (Monetary Policy):*/ proc reg data=temp.RegEq3f_QTR plots=none; model nValue2 = datacqtrQ; title 'Full Regression Equation 4 Jensen'; run; quit;
... View more