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Date:         Thu, 28 Oct 2010 14:01:40 -0700
Reply-To:     Wensui Liu <liuwensui@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Wensui Liu <liuwensui@GMAIL.COM>
Subject:      Re: PROC GLM
Comments: To: Tanmoy Mukherjee <tkmcornell@yahoo.com>
In-Reply-To:  <996388.92021.qm@web30208.mail.mud.yahoo.com>
Content-Type: text/plain; charset=ISO-8859-1

i am wondering if your "dependent" is actually a typo of "independent". could you please confirm?

On Thu, Oct 28, 2010 at 12:06 PM, Tanmoy Mukherjee <tkmcornell@yahoo.com> wrote: > Wensui, > > I am sorry but I misswrote. Loss Severity is indeed a continuous variable > with a distribution close to normal but not normal entirely. The PROC I am > using are PROC REG and PROC GLM for the purpose. PROC GLM because some of > the dependent variables are categorical in nature. > > Hope that clarifies. > > Thanks and Regards, > Tanmoy > > Tanmoy Kumar Mukherjee > 3 Perrine Court, > East Brunswick, NJ 08816 > Phone: 9173994540 > Email: tkmcornell@yahoo.com > > From: Wensui Liu <liuwensui@GMAIL.COM> > To: SAS-L@LISTSERV.UGA.EDU > Cc: > Sent: Thursday, October 28, 2010 3:01:53 PM > Subject: Re: PROC GLM > > i am very curious how the loan level loss severity is a categorical > variable. > if it is the loss $$$, gamma might be the response distribution and > therefore genmod procedure or alike might work well. > > On Mon, Oct 25, 2010 at 8:49 AM, Tanmoy K Mukherjee > <tkmcornell@yahoo.com> wrote: >> Dear All, >> >> I am trying to run a regression on Loss Severity using some loan level >> data on Mortgages. Since the dependent variables consist of Categorical >> variables I am using PROC GLM. However the output is showing a string >> relationship of Residuals with the Predicted value. I am getting an R >> Squared of 38% but the Root MSE of 16.36 for a Predicted Value mean of 58. >> >> I will appreciate if someone can help me with the same. I can send the >> data if you someone wants to take a look at it. >> >> Regards, >> T >> > > > > -- > ============================== > WenSui Liu > I keep saying that the sexy job > in the next 10 years will be statisticians. > -- HAL VARIAN > ============================== > > > >

-- ============================== WenSui Liu I keep saying that the sexy job in the next 10 years will be statisticians. -- HAL VARIAN ==============================


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