The SYSLIN Procedure

Saving Residuals and Predicted Values

You can store predicted values and residuals from the estimated models in a SAS data set. Specify the OUT= option in the PROC SYSLIN statement and use the OUTPUT statement to specify names for new variables to contain the predicted and residual values.

For example, the following statements store the predicted quantity from the supply and demand equations in a data set PRED:

proc syslin data=in out=pred 3sls;
   endogenous  p;
   instruments y u s;
   demand: model q = p y s;
   output predicted=q_demand;
   supply: model q = p u;
   output predicted=q_supply;