Date: Wed, 1 Dec 2004 16:55:33 -0800
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject: Re: Saving System weighted R square in Proc syslin
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Microstructure <randistan69@HOTMAIL.COM> wrote back:
> How can I save the system weighted R square to a sas output file that
> is obtained in Proc Syslin (using sur). I know that the command
> outest will not work.
Uh-oh. You seem to have ignored my previous post. I really
doubt you should be using SUR, given the models you showed us
before. You have strongly related regressions, with the Y in
each showing up as an independent variable in the other. You
have an econometric model which might be better tackled under
a different methodology. Please go talk to a real econometrics
expert and get this straightened out.
That said, there is no way to get the system-weighted R-squared
in the OUTEST= table. OUTEST= produces a table of estimates
and information on those estimates. That is not an appopriate
place for system-level fit statistics. Use ODS with the TRACE
keyword to get a list of all the tables that PROC SYSLIN generates,
and you'll see which table holds your statistic.
David Cassell, CSC
Senior computing specialist