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From: mark on 9 Mar 2010 01:06
Hello ,

Could you please suggest me how do I obtain the estimate for a new
observation if I add it in my model from the regression model that I
have.Suppose that the regression equation is :-

Y = a+b*A+c*B+d*C ; where Y is dependent variable of interest and A,B
and C are the varaibles that are in my model.Also, previously I had
dropped 2 variables from the model , D and E.Now if i want to find the
estimate for Y and the 95% C.I. for this estimate for a new
observation with new values for A,B,C,D, and E then what should I use.

The code i used :-

/*95% Confidence Limits for the Score*/
DATA ci_new;
set sc.sales (DROP = D E);
PROC UNIVARIATE data = ci_new;
VAR Y;
RUN;

then only i get the mean of the Y and C.I. for it. But if I plug in
the vlaues of A,B, and C in the model that I have then i get a value
that doesnt even fall in this inteval.

My objective is to estimate the value of Y using the model that I have
viz. Y = a+b*A+c*B+d*C and 95% C.I. limits for this estimate.

Kindly guide,
markc
From: Bminer on 9 Mar 2010 08:34
On Mar 9, 1:06 am, mark <mark.chas...(a)yahoo.in> wrote:
> Hello ,
>
> Could you please suggest me how do I obtain the estimate for a new
> observation if I add it in my model from the regression model that I
> have.Suppose that the regression equation is :-
>
> Y = a+b*A+c*B+d*C ; where Y is dependent variable of interest and A,B
> and C are the varaibles that are in my model.Also, previously I had
> dropped 2 variables from the model , D and E.Now if i want to find the
> estimate for Y and the 95% C.I. for this estimate for a new
> observation with new values for A,B,C,D, and E then what should I use.
>
> The code i used :-
>
> /*95% Confidence Limits for the Score*/
> DATA ci_new;
>  set sc.sales (DROP = D E);
> PROC UNIVARIATE data = ci_new;
>         VAR Y;
> RUN;
>
> then only i get the mean of the Y and C.I. for it. But if I plug in
> the vlaues of A,B, and C in the model that I have then i get a value
> that doesnt even fall in this inteval.
>
> My objective is to estimate the value of Y using the model that I have
> viz. Y = a+b*A+c*B+d*C  and 95% C.I. limits for this estimate.
>
> Kindly  guide,
> markc

If you are using proc reg you can simply output predicted values and
CI for the data set (add new observations with the dependent set to
missing).
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