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Date:         Sat, 16 Dec 2006 04:39:01 -0500
Reply-To:     Marina Kekrou <mkekrou@YAHOO.CO.UK>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Marina Kekrou <mkekrou@YAHOO.CO.UK>
Subject:      Re: Jacknife macro


Thanks for this. As I noted in a previous email I am want to get out of sample prediction for observation i without including this observation. Is this equivalent to what you are suggesting? What is the difference then between that and jacknife?

thanks marina

On Fri, 15 Dec 2006 16:59:19 -0000, Ian Wakeling <ian.wakeling@HANANI.QISTATS.CO.UK> wrote:

>Marina, > >Check out the documentation for the output statement >in proc reg. > >If all you want are the predictions when cases are left >out of the regression then there is no need to run your >macro at all. > >Just do something like > >PROC REG data=test; > MODEL y = x z; > output out=regout p=ypred press=r_omited; >RUN ; >quit; > >p=ypred gives you the normal predictions in the >output data set called regout. press=r_omited gives you >the residual without the current observation. To work >back to the prediction without the current observation >run a simple datastep after the PROC REG > >data regout; > set regout; > jkpred=y-r_omited; >run; > >Ian. > > >----- Original Message ----- >From: "Marina Kekrou" <mkekrou@YAHOO.CO.UK> >To: <SAS-L@LISTSERV.UGA.EDU> >Sent: Friday, December 15, 2006 3:58 PM >Subject: Jacknife macro > > >> Any ideas on how i can modify this code to get predicted values when >> running prog reg? >> >> thanks >> >> %MACRO JackReg ; >> %DO I = 1 %TO &ncases ; >> DATA temp&I ; >> SET one; >> IF _N_ NE &I ; >> RUN; >> >> PROC REG outest =loopIest; >> Omits&I: MODEL y = x z; >> *Specify your model in the line above; >> RUN ; >> >> PROC APPEND BASE = RegEsts NEW = loopIest ; >> RUN ; >> >> %END ; >> %MEND JackReg; >> *Macro portion of program ends here; >> >> %JackReg; >>

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