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The GAM Procedure

OUTPUT Statement

OUTPUT OUT=SAS-data-set < keyword ... keyword > ;

The OUTPUT statement creates a new SAS data set containing diagnostic measures calculated after fitting the model.

You can request a variety of diagnostic measures that are calculated for each observation in the data set. The new data set contains the variables specified in the MODEL statement in addition to the requested variables. If no keyword is present, the data set contains only the predicted values.

Details on the specifications in the OUTPUT statement are as follows.

OUT=SAS-data-set
specifies the name of the new data set to contain the diagnostic measures. This specification is required.

keyword
specifies the statistics to include in the output data set. The keywords and the statistics they represent are as follows:

PRED
predicted values
ADIAG
diagonal element of the hat matrix associated with the observation

The names of the new variables that contain the statistics are formed by using a prefix of one or more characters that identify the statistic, followed by an underscore (_), followed by the dependent variable name.

For example, suppose that you have a dependent variable y, and you specify the keywords PRED and ADIAG. In this case, the output SAS data set will contain the variables P_y and ADIAG_y.

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