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The REG Procedure |

**PROC REG***< options >***;**

Table 55.1 lists the options you can use with the PROC REG statement. Note that any option specified in the PROC REG statement applies to all MODEL statements.

Option |
Description |

Data Set Options | |

DATA= | names a data set to use for the regression |

OUTEST= | outputs a data set that contains parameter estimates and other model fit summary statistics |

OUTSSCP= | outputs a data set that contains sums of squares and crossproducts |

COVOUT | outputs the covariance matrix for parameter estimates to the OUTEST= data set |

EDF | outputs the number of regressors, the error degrees of
freedom, and the model R to the OUTEST= data set^{2} |

OUTSTB | outputs standardized parameter estimates to the OUTEST= data set. Use only with the RIDGE= or PCOMIT= option. |

OUTSEB | outputs standard errors of the parameter estimates to the OUTEST= data set |

OUTVIF | outputs the variance inflation factors to the OUTEST= data set. Use only with the RIDGE= or PCOMIT= option. |

PCOMIT= | performs incomplete principal component analysis and outputs estimates to the OUTEST= data set |

PRESS | outputs the PRESS statistic to the OUTEST= data set |

RIDGE= | performs ridge regression analysis and outputs estimates to the OUTEST= data set |

RSQUARE | same effect as the EDF option |

TABLEOUT | outputs standard errors, confidence limits, and associated test statistics of the parameter estimates to the OUTEST= data set |

High Resolution Graphics Options | |

ANNOTATE= | specifies an annotation data set |

GOUT= | specifies the graphics catalog in which graphics output is saved |

Display Options | |

CORR | displays correlation matrix for variables listed in MODEL and VAR statements |

SIMPLE | displays simple statistics for each variable listed in MODEL and VAR statements |

USCCP | displays uncorrected sums of squares and crossproducts matrix |

ALL | displays all statistics (CORR, SIMPLE, and USSCP) |

NOPRINT | suppresses output |

LINEPRINTER | creates plots requested as line printer plot |

Other Options | |

ALPHA= | sets significance value for confidence and prediction intervals and tests |

SINGULAR= | sets criterion for checking for singularity |

Following are explanations of the options that you can specify in the PROC REG statement (in alphabetical order).

Note that any option specified in the PROC REG statement applies to all MODEL statements.

**ALL**-
requests the display of many tables.
Using the ALL option in the PROC REG statement is equivalent
to specifying ALL in every MODEL statement.
The ALL option also implies the CORR,
SIMPLE, and USSCP options.
**ALPHA=***number*-
sets the significance level used for the construction of
confidence intervals. The value must be between 0 and 1; the
default value of 0.05 results in 95% intervals.
This option affects the PROC REG option TABLEOUT; the MODEL
options CLB, CLI, and CLM; the OUTPUT statement
keywords LCL, LCLM, UCL, and UCLM; the PLOT statement keywords
LCL., LCLM., UCL., and UCLM.; and the PLOT statement options CONF and PRED.
**ANNOTATE=***SAS-data-set***ANNO=***SAS-data-set*-
specifies an input data set containing annotate variables, as
described in
*SAS/GRAPH Software: Reference*. You can use this data set to add features to plots. Features provided in this data set are applied to all plots produced in the current run of PROC REG. To add features to individual plots, use the ANNOTATE= option in the PLOT statement. This option cannot be used if the LINEPRINTER option is specified. **CORR**-
displays the correlation matrix for all variables
listed in the MODEL or VAR statement.
**COVOUT**-
outputs the covariance matrices for the
parameter estimates to the OUTEST= data set.
This option is valid only if the OUTEST=
option is also specified.
See the "OUTEST= Data Set" section.
**DATA=***SAS-data-set*-
names the SAS data set to be used by PROC REG.
The data set can
be an ordinary SAS data set or a
TYPE=CORR, TYPE=COV, or TYPE=SSCP data set.
If one of these special TYPE= data sets is used, the
OUTPUT, PAINT, PLOT, and REWEIGHT statements and some
options in the MODEL and PRINT statements are not available.
See Appendix A, "Special SAS Data Sets,"
for more information on TYPE= data sets.
If the DATA= option is not specified, PROC REG
uses the most recently created SAS data set.
**EDF**-
outputs the number of regressors in the model excluding and including
the intercept, the error degrees of freedom, and the model
*R*to the OUTEST= data set.^{2} **GOUT=***graphics-catalog*-
specifies the graphics catalog in which graphics output
is saved. The default
*graphics-catalog*is WORK.GSEG. The GOUT= option cannot be used if the LINEPRINTER option is specified. **LINEPRINTER | LP**-
creates plots requested as line printer plots. If you do not specify
this option, requested plots are created on a high resolution graphics
device. This option is required if plots are requested and you do not
have SAS/GRAPH software.
**NOPRINT**-
suppresses the normal display of results.
Using this option in the PROC REG statement is
equivalent to specifying NOPRINT in each MODEL statement.
Note that this option
temporarily disables the Output Delivery System (ODS);
see Chapter 15, "Using the Output Delivery System," for more information.
**OUTEST=***SAS-data-set*-
requests that parameter estimates and optional model fit
summary statistics be output to this data set.
See the "OUTEST= Data Set" section for details.
If you want to create a permanent SAS data set, you must
specify a two-level name (refer to the section "SAS Files" in
*SAS Language Reference: Concepts*for more information on permanent SAS data sets). **OUTSEB**-
outputs the standard errors of the parameter estimates to
the OUTEST= data set.
The value SEB for the variable _TYPE_
identifies the standard errors. If the RIDGE= or PCOMIT= option is
specified, additional observations are included and identified by
the values RIDGESEB and IPCSEB, respectively, for the
variable _TYPE_.
The standard errors for ridge regression estimates and
IPC estimates are limited in their usefulness because these
estimates are biased. This option is available for all model selection
methods except RSQUARE, ADJRSQ, and CP.
**OUTSSCP=***SAS-data-set*-
requests that the sums of squares and crossproducts
matrix be output to this TYPE=SSCP data set.
See the "OUTSSCP= Data Sets" section for details.
If you want to create a permanent SAS data set, you must
specify a two-level name (refer to the section "SAS Files" in
*SAS Language Reference: Concepts*for more information on permanent SAS data sets). **OUTSTB**-
outputs the standardized parameter estimates as well as the
usual estimates to the OUTEST= data set when the RIDGE= or
PCOMIT= option is specified. The values RIDGESTB and IPCSTB for the
variable _TYPE_ identify ridge regression estimates and IPC
estimates, respectively.
**OUTVIF**-
outputs the variance inflation factors (VIF)
to the OUTEST= data set when the RIDGE= or PCOMIT= option
is specified. The factors are the diagonal elements of the inverse
of the correlation
matrix of regressors as adjusted by ridge regression or IPC
analysis. These observations are identified in the output
data set by the values RIDGEVIF and IPCVIF for the variable
_TYPE_.
**PCOMIT=***list*-
requests an incomplete principal components (IPC) analysis for each
value
*m*in the list. The procedure computes parameter estimates using all but the last*m*principal components. Each value of*m*produces a set of IPC estimates, which are output to the OUTEST= data set. The values of*m*are saved by the variable _PCOMIT_, and the value of the variable _TYPE_ is set to IPC to identify the estimates. Only nonnegative integers can be specified with the PCOMIT= option.

If you specify the PCOMIT= option, RESTRICT statements are ignored. **PRESS**-
outputs the PRESS statistic to the OUTEST= data set.
The values of this statistic are saved in the variable _PRESS_.
This option is available for all model selection methods except
RSQUARE, ADJRSQ, and CP.
**RIDGE=***list*-
requests a ridge regression analysis and specifies the values of the
ridge constant
*k*(see the "Computations for Ridge Regression and IPC Analysis" section). Each value of*k*produces a set of ridge regression estimates that are placed in the OUTEST= data set. The values of*k*are saved by the variable _RIDGE_, and the value of the variable _TYPE_ is set to RIDGE to identify the estimates.

Only nonnegative numbers can be specified with the RIDGE= option. Example 55.10 illustrates this option.

If you specify the RIDGE= option, RESTRICT statements are ignored. **RSQUARE**-
has the same effect as the EDF option.
**SIMPLE**-
displays the sum, mean, variance, standard deviation, and
uncorrected sum of squares for each variable used in PROC REG.
**SINGULAR=***n*-
tunes the mechanism used to check for singularities.
The default value is machine dependent but is approximately 1E-7
on most machines.
This option is rarely needed.
Singularity checking is described in
the "Computational Methods" section.
**TABLEOUT**-
outputs the standard errors and % confidence
limits for the parameter estimates, the
*t*statistics for testing if the estimates are zero, and the associated*p*-values to the OUTEST= data set. The _TYPE_ variable values STDERR, L*n*B, U*n*B, T, and PVALUE, where , identify these rows in the OUTEST= data set. The -level can be set with the ALPHA= option in the PROC REG or MODEL statement. The OUTEST= option must be specified in the PROC REG statement for this option to take effect. **USSCP**-
displays the uncorrected sums-of-squares and crossproducts
matrix for all variables used in the procedure.

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