The REG Procedure

OUTPUT Statement

  • OUTPUT <OUT=SAS-data-set> <keyword=names> <…keyword=names>;

The OUTPUT statement creates a new SAS data set that saves diagnostic measures calculated after fitting the model. The OUTPUT statement refers to the most recent MODEL statement. At least one keyword=names specification is required.

All the variables in the original data set are included in the new data set, along with variables created in the OUTPUT statement. These new variables contain the values of a variety of statistics and diagnostic measures that are calculated for each observation in the data set. If you want to create a SAS data set in a permanent library, you must specify a two-level name. For more information about permanent libraries and SAS data sets, see SAS Programmers Guide: Essentials.

The OUTPUT statement cannot be used when a TYPE=CORR, TYPE=COV, or TYPE=SSCP data set is used as the input data set for PROC REG. See the section Input Data Sets for more details.

The statistics created in the OUTPUT statement are described in this section. More details are given in the section Predicted and Residual Values and the section Influence Statistics. Also see Chapter 4, Introduction to Regression Procedures, for definitions of the statistics available from the REG procedure.

You can specify the following options in the OUTPUT statement:

OUT=SAS data set

gives the name of the new data set. By default, the procedure uses the DATAn convention to name the new data set.

keyword=names

specifies the statistics to include in the output data set and names the new variables that contain the statistics. Specify a keyword for each desired statistic (see the following list of keywords), an equal sign, and the variable or variables to contain the statistic.

In the output data set, the first variable listed after a keyword in the OUTPUT statement contains that statistic for the first dependent variable listed in the MODEL statement; the second variable contains the statistic for the second dependent variable in the MODEL statement, and so on. The list of variables following the equal sign can be shorter than the list of dependent variables in the MODEL statement. In this case, the procedure creates the new names in order of the dependent variables in the MODEL statement.

For example, the following SAS statements create an output data set named b: 

proc reg data=a;
   model y z=x1 x2;
   output out=b
      p=yhat zhat
      r=yresid zresid;
run;

In addition to the variables in the input data set, b contains the following variables:

  • yhat, with values that are predicted values of the dependent variable y

  • zhat, with values that are predicted values of the dependent variable z

  • yresid, with values that are the residual values of y

  • zresid, with values that are the residual values of z

You can specify the following keywords in the OUTPUT statement. See the section Model Fit and Diagnostic Statistics for computational formulas.

Table 6: Keywords for OUTPUT Statement

Keyword Description
COOKD=names Cook’s D influence statistic
COVRATIO=names Standard influence of observation on covariance of betas, as
discussed in the section Influence Statistics
DFFITS=names Standard influence of observation on predicted value
H=names Leverage, bold x Subscript i Baseline left-parenthesis bold upper X prime bold upper X right-parenthesis Superscript negative 1 Baseline bold x prime Subscript i
LCL=names Lower bound of a 100 left-parenthesis 1 minus alpha right-parenthesis% confidence interval for an
individual prediction. This includes the variance of the
error, as well as the variance of the parameter estimates.
LCLM=names Lower bound of a 100 left-parenthesis 1 minus alpha right-parenthesis% confidence interval for the
expected value (mean) of the dependent variable
PREDICTED | P=names Predicted values
PRESS=names ith residual divided by left-parenthesis 1 minus h right-parenthesis, where h is the leverage,
and where the model has been refit without the ith
observation
RESIDUAL | R=names Residuals, calculated as ACTUAL minus PREDICTED
RSTUDENT=names A studentized residual with the current observation deleted
STDI=names Standard error of the individual predicted value
STDP=names Standard error of the mean predicted value
STDR=names Standard error of the residual
STUDENT=names Studentized residuals, which are the residuals divided by their
standard errors
UCL=names Upper bound of a 100 left-parenthesis 1 minus alpha right-parenthesis% confidence interval for an
individual prediction
UCLM=names Upper bound of a 100 left-parenthesis 1 minus alpha right-parenthesis% confidence interval for the
expected value (mean) of the dependent variable


Last updated: December 09, 2022