SAS.STAT 9.1 Users Guide (Vol. 5)

Missing Values

If there is a missing value for any model variable in an observation, the entire observation is dropped from the analysis.

Output Data Set

The OUTEST= option produces a TYPE=EST output SAS data set containing the BY variables, parameter estimates, and four special variables. For each new value of the BY variables, PROC ORTHOREG outputs an observation to the OUTEST= data set. The variables in the data set are as follows :

• parameter estimates for all variables listed in the MODEL statement

• BY variables

• _TYPE_ , which is a character variable with the value PARMS for every observation

• _NAME_ , which is a character variable left blank for every observation

• _RMSE_ , which is the root mean squared error (the estimate of the standard deviation of the true errors)

• Intercept , which is the estimated intercept. This variable does not exist in the OUTEST= data set if the NOINT option is specified.

Displayed Output

PROC ORTHOREG displays the parameter estimates and associated statistics. These include the following:

• overall model analysis of variance, including the error mean square, which is an estimate of ƒ ² (the variance of the true errors), and the overall F test for a model effect

• root mean squared error, which is an estimate of the standard deviation of the true errors. It is calculated as the square root of the mean squared error.

• R-square, which is a measure between 0 and 1 that indicates the portion of the total variation that is attributed to the fit

• estimates for the parameters in the linear model

The table of parameter estimates consists of

• the terms used as regressors, including the Intercept, identifying the intercept parameter

• degrees of freedom (DF) for the variable. There is one degree of freedom for each parameter being estimated unless the model is not full rank.

• estimated linear coefficients

• estimates of the standard errors of the parameter estimates

• the critical t values for testing whether the parameters are zero. This is computed as the parameter estimate divided by its standard error.

• the two-sided p -value for the t -test, which is the probability that a t -statistic would obtain a greater absolute value than that observed given that the true parameter is zero

ODS Table Names

PROC ORTHOREG assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets.These names are listed in the following table. For more information on ODS, see Chapter 14, Using the Output Delivery System.