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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
Organization: http://groups.google.com
Subject:      Regression Dataset Question
Comments: To: sas-l@uga.edu
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);

%end;

run;

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


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