On Thu, 19 Apr 2007 mcolowasth@YAHOO.CO.UK wrote:

> proc sort data=CALENDAR.c2003fnm2f; > by cyear; > run; > > *EXCLUDE EMPPROP; > ods exclude testanova acovtestanova; > Hi > > I use the following code to estimate Fama MacBeth regressions and would > also like to get the residuals and predicted values in the output. When I > specify r p after the model statement it doesn't work. Do you have any > suggestions that would enable me to get the same output as specified in the > code plus the residuals and predicted values? > proc sort data=data; > by cyear;run; > proc reg data = data outest=coef1 adjrsq tableout; > model y= i o/acov r p; > i: test i; > o: test o; > BY cyear; > ods output acovtestanova=actest; > run; > quit;

This may be an irritation, as it is not a complete solution, nor following the course (OUTPUT statement) you started.

I suggest you wrap the code with the following and view the log:

ods trace on ; <code> ods trace off ;

Then use:

ods output ___ = resid ; <code> ods output close ;

Note, if this is a time consuming analysis you will want to limit the number of observation:

> proc reg data = data ( obs = 100 ) outest=coef1 adjrsq tableout; ^^^^^^^^^^^^^

HTH,

Kevin

Kevin Viel PhD Candidate Department of Epidemiology Rollins School of Public Health Emory University Atlanta, GA 30322