revised SAS code for running regressions within a loop

The aim is to run a regression model for each cnum on observations denoted mon=13 through mon=72 using this no-intercept OLS model: crar=mkt_rf hml smb mom. The parameters of this model will be applied to the data for observation mon=73 to produce a residual for observation mon=73 and create a new variable for observation mon=73 called far that is that residual. Does this make sense?

Once that is done, we need to calculate far values for each observation from mon=73 through mon=132, in each case based upon the prior 60 observations. Then we need to calculate residuals for each cnum starting with mon=73 and going to the last observation within the cnum.


Veja mais: loop regression sas code, no code, in sas, sense, sas, regression, regression model, once upon, mon, make loop, far, done far, code create, applied regression, regression loop sas, regression run, code variable, run regression, model produce, regression data

Acerca do Empregador:
( 0 comentários ) Gorham, United States

ID do Projeto: #60324