The OUTEST= option produces a TYPE=EST output SAS data set that contains 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 square 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.