Date:         Thu, 19 Apr 2007 11:35:06 -0400
Reply-To:     mcolowasth@YAHOO.CO.UK
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         mcolowasth@YAHOO.CO.UK
Subject:      Residuals and predicted values

proc sort data=CALENDAR.c2003fnm2f;
by cyear;
run;

*EXCLUDE EMPPROP;
ods exclude testanova acovtestanova;
Hi

I use the following code to estimate Fama MacBeth regressions and would
also like to get the residuals and predicted values in the output. When I
specify r p after the model statement it doesn't work. Do you have any
suggestions that would enable me to get the same output as specified in the
code plus the residuals and predicted values?
proc sort data=data;
by cyear;run;
proc reg data = data outest=coef1 adjrsq tableout;
model y=  i o/acov r p;
i: test i;
o: test o;
BY cyear;
ods output acovtestanova=actest;
run;
quit;

Thanks