I wish to estimate expenditure on a sub-sample, and use the estimates to predict expenditure for the entire sample. So in the first stage, I regress: proc reg data=InputData outest=estimates; model Exp = lnY lnY_2 &ivset ; where Exp ge 100; output out=Pred_Exp p=predexp; run; The problem is I then have to manually use the parameter estimates to predict expenditure for the cases with Exp<100. Is there a shorter way to do this than manually using the parameter estimates that I have saved to the dataset estimates?
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