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第二章. 多元线性回归. §2.1 多元线性回归模型. §2.2 参数的最小二乘估计. 参数估计的性质. §2.3 回归方程的显著性检验. §2.4 回归系数的显著性检验. §2.5 回归系数的置信区间. §2.6 预测. 加权最小二乘法. 例 2.3 的 SAS 实现. data example2; input x1 x2 y; cards; ….. ; run ; proc reg ; model y=x1 x2/p r clm cli; run ;. 方差分析. The REG Procedure

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slide1

第二章

多元线性回归

2 3 sas
例2.3的SAS实现

data example2;

input x1 x2 y;

cards;

…..

;

run;

procreg;

model y=x1 x2/p r clm cli;

run;

slide54
方差分析
  • The REG Procedure
  • Model: MODEL1
  • Dependent Variable: y
  • Analysis of Variance
  • Sum of Mean
  • Source DF Squares Square F Value Pr > F
  • Model 2 2.33292 1.16646 127.71 <.0001
  • Error 25 0.22834 0.00913
  • Corrected Total 27 2.56127
  • Root MSE 0.09557 R-Square 0.9108
  • Dependent Mean 3.78893 Adj R-Sq 0.9037
  • Coeff Var 2.52237
slide56
去掉x2

data example2;

input x1 x2 y;

cards;

…..

;

run;

procreg;

model y=x1 /p r clm cli;

run;

slide59
上机作业
  • Page 68-69: 2.8;2.9.
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