LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (March 2009, week 4)Back to main SAS-L pageJoin or leave SAS-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Sat, 28 Mar 2009 18:46:48 -0700
Reply-To:     barry.brian.barrios@GMAIL.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         barry.brian.barrios@GMAIL.COM
Subject:      Regression Dataset Question
Comments: To:
Content-Type: text/plain; charset=ISO-8859-1

Below is some fragment of code. I was wondering if it is outputting in the same data set the 25 regressions' parameters in 25 rows, with each column representing i.e. the t-stat, the coefficients of the regression, etc.

ods output ParameterEstimates=ParameterEstimates;

proc reg data=Factors outest=reg3 noprint; %do i=1 %to &counter;

%macro reg(yvar=, xvar=); model&i: model &yvar= &xvar;

by date;

output out=residuals&i residual=residual&i;

%mend reg;

%reg(yvar= excess_port&&byval&i, xvar= excess_mark SMB HML);



/*print reg3 */ proc print data=reg3; run;

Back to: Top of message | Previous page | Main SAS-L page