Regression Parameter Estimates from PROC REG |
If the SCORE= data set is an OUTEST= data set produced by PROC REG and if you specify TYPE=PARMS, the interpretation of the new score variables depends on the PROC SCORE options chosen and the variables listed in the VAR statement. If the VAR statement contains only the independent variables used in a model in PROC REG, the new score variables give the predicted values. If the VAR statement contains the dependent variables and the independent variables used in a model in PROC REG, the interpretation of the new score variables depends on the PROC SCORE options chosen. If you omit both the PREDICT and the RESIDUAL options, the new score variables give negative residuals (PREDICTACTUAL). If you specify the RESIDUAL option, the new score variables give positive residuals (ACTUALPREDICT). If you specify the PREDICT option, the new score variables give predicted values.
Unless you specify the NOINT option for PROC REG, the OUTEST= data set contains the variable Intercept. The SCORE procedure uses the intercept value in computing the scores.