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Statistics版 - SAS Regression Excluding OBS i
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1 (共1页)
w**s
发帖数: 26
1
请教如何run regression by groups excluding obs i in the group to get the
parameter estimates and then get the predicted value for i based on these
estimates. 比如说一组里有20个obs, 那么for the predicted value of obs 1, use
obs 2-20; for obs 2, use obs 1, 3-20. etc.
基本的model是这样的:
proc reg data=test noprint;
model y=x1 x2 x3 /r;
by group;
output out=reg r=residual;
run;
问题是如何run the above regression excluding obs i in the group.
多谢!!!
o****o
发帖数: 8077
2
you can obtain the value easily by using the influence statistics output by
PROC REG
check the manual.

use

【在 w**s 的大作中提到】
: 请教如何run regression by groups excluding obs i in the group to get the
: parameter estimates and then get the predicted value for i based on these
: estimates. 比如说一组里有20个obs, 那么for the predicted value of obs 1, use
: obs 2-20; for obs 2, use obs 1, 3-20. etc.
: 基本的model是这样的:
: proc reg data=test noprint;
: model y=x1 x2 x3 /r;
: by group;
: output out=reg r=residual;
: run;

w**s
发帖数: 26
3
It works!!!太酷了!非常感谢!

by

【在 o****o 的大作中提到】
: you can obtain the value easily by using the influence statistics output by
: PROC REG
: check the manual.
:
: use

1 (共1页)
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