```Date: Fri, 17 Oct 2003 11:12:56 -0400 Reply-To: "DePuy, Venita" Sender: "SAS(r) Discussion" From: "DePuy, Venita" Subject: Re: R-square from a cubic regression Content-Type: text/plain Just a few opinions on it: 1) Why do you need to use GLM not REG? Unless I'm missing something, you'll have to define x2 = x**2 and x3 = x**3 in a data step, then you can do: Proc reg data=datafile outest=outfile; model y = x1 x2 x3; 2) If you do want to use GLM: You're trying to get the R2 in output, I think that's the question? You can do an ODS statement - ODS output FitStatistics = outfile; in the GLM code and that will output the R2 to the output file. 3) You can do a similar ODS statement with Proc Reg. Hope this helps! -Venita > ---------- > From: Nigel Pain[SMTP:Nigel.Pain@SCOTLAND.GSI.GOV.UK] > Sent: Friday, October 17, 2003 10:58 AM > Subject: R-square from a cubic regression > > > The following question is from a statistician that I provide IT support > to. > It doesn't mean a thing to me so I'm just reproducing her query word for > word: > > Simple linear regression we use PROC REG. The model statement is the y=x. > So its fitting Y=Mx+c > > PROC REG DATA=work.reg11 > OUTEST=work.ncon4l(KEEP=year subject level intercept avoth _rsq_ > RENAME=(avoth=slope) > LABEL='Concurrent analysis at S4 by subject > and level') EDF; > MODEL award=avoth ; > RUN; > > > > With the use of the Simple linear regression OUTEST option in PROC REG you > get the following which is the estimate of the slope and intercept and the > _RSQ_ VALUE. > So this is really good > > data from PROC REG > -OUTEST > > > Obs Intercept slope > _RSQ_ > > 1 0.36136 1.01971 > 0.65916 > > > However we need to fit a cubic regression with quadratic and linear terms > and the intercept!! So need to use PROC GLM as PROC REG is not sufficient. > > PROC REG syntax goes as follows where the terms B1 is the linear term, b2 > is > the quadratic term and B3 is the cubic term > > Y= b1x+ b2x +b3x +c > > proc glm data=work.reg11 outstat=work.model1 ; > > model AWARD=b1 b2 b3 /solution ss1 ; > quit ; > run ; > > > I would really like the R-square value above and the estimates for > intercept, b1, b2 and b3. > > The OUTSTAT datasets gives you :- > > > Obs _NAME_ _SOURCE_ _TYPE_ DF > SS F PROB > > 1 AWARD ERROR ERROR 58111 > 47596.19 . . > 2 AWARD b1 SS1 1 > 103556.33 126433.69 0 > 3 AWARD b2 SS1 1 > 5880.38 7179.46 0 > 4 AWARD b3 SS1 1 > 71.53 87.34 9.4628E-21 > > > I could calculate the r2 = 103556.33+5880.38+71.53/ > 103556.33+5880.38+71.53+47596.19=0.69, from above SS values but really > need > the estimates??! > > I'd like a dataset which comes automatically from the SAS PROCEDURE which > will contain the estimates and the R squared value from the cubic > regression > analysis. > > Currently I read in the output as a text file, and find the appropriate > columns!!!! I've also tried PROC MIXED!!!! > > > *************************************************** > Nigel Pain > Scottish Executive > Analytical Services Team > Victoria Quay > EDINBURGH > EH6 6QQ > UK > Tel +44 131 244 7237 > > Mailto:nigel.pain@scotland.gsi.gov.uk > > Website: http:\\www.scotland.gov.uk > ```

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