Report Rsquare and Standard Error SAS under PROC MODEL and SUR

Question

If I run a simple proc reg in SAS, I have no problem to report the standard errors and rsquare. But why am I having some difficulties to report the Rsquare and Standard Errors for the intercepts and coefficients under this PROC MODELsetup?

proc model data=have;
var r1-3;
parms a1-a10 b1-b10;
r1=a1+b1*A+b4*B+b7*C; 
r2=a2+b2*A+b5*B+b8*C;
r3=a3+b3*A+b6*B+b9*C; 
fit r1-r3/sur outs=want outest=est;
test a1, a2, a3,/wald;
run;

where can I type OUTSEB and RSQUARE so the results can be reported in the est dataset? I've tried to type OUTSEB and RSQUARE after OUTEST or after proc model data=have etc... no success.

I don't know the answer, but have you read the documentation for `PROC MODEL`? Each SAS procedure is different; you can't just "try" option names. The docs are very good, just make sure to read the ones for your specific version of SAS. — BellevueBob, Feb 09 '13 at 13:56

score 0 · Accepted Answer · answered Feb 11 '13 at 08:27

0

FSRSQ gives you the R2. It can be used as an option in both the PROC MODEL and FIT statements (if you use it in the former, it will become default for all subsequent FIT statements).

proc model fsrsq ...

answered Feb 11 '13 at 08:27

Def_Os

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Report Rsquare and Standard Error SAS under PROC MODEL and SUR

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