1 / 59

# 第二章 - PowerPoint PPT Presentation

I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.

## PowerPoint Slideshow about ' 第二章' - kuri

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript

### 第二章

§2.1多元线性回归模型

§2.2 参数的最小二乘估计

§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

2.3的SAS实现

data example2;

input x1 x2 y;

cards;

…..

;

run;

procreg;

model y=x1 x2/p r clm cli;

run;

• 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

data example2;

input x1 x2 y;

cards;

…..

;

run;

procreg;

model y=x1 /p r clm cli;

run;

• Page 68-69: 2.8;2.9.