Lab 10

1
Lab 10

• Multiple Regression
• Residuals and Influence

2
Multiple Regression Syntax

• Proc Reg
• Model dv iv1 iv2 / stb R influence
• Plot dviv1 /pred95
• Plot dviv2
• Plot p.r.
• Run

3
Dependent Variable MMPI  
Analysis of Variance  
Sum of Mean
Source DF Squares
Square F Value Pr gt F   Model
2 20.07279 10.03640
0.23 0.7951 Error 33
1434.23276 43.46160 Corrected Total
35 1454.30556     Root
MSE 6.59254 R-Square 0.0138
Dependent Mean 18.63889
Adj R-Sq -0.0460 Coeff Var
35.36982    
Parameter Estimates  
Parameter Standard
Standardized Variable DF Estimate
Error t Value Pr gt t
Estimate   Intercept 1 18.86218
2.53334 7.45 lt.0001 0
abuse 1 0.01015 0.01809
0.56 0.5784 0.09835 SES
1 -0.02901 0.10141 -0.29
0.7766 -0.05013
4
The REG
Procedure
Model MODEL1
Dependent Variable MMPI  
Output Statistics   Dep
Var Predicted Std Error Std Error
Student Cook's Obs
MMPI Value Mean Predict Residual Residual
Residual -2-1 0 1 2 D   1
11.0000 18.1326 1.4260 -7.1326
6.436 -1.108 0.020 2
12.0000 19.0752 2.5371 -7.0752
6.085 -1.163 0.078 3
13.0000 18.1819 1.3643 -5.1819
6.450 -0.803 0.010 4
14.0000 17.9296 1.9114 -3.9296
6.309 -0.623 0.012 5
12.0000 18.0369 1.6789 -6.0369
6.375 -0.947 0.021 6
15.0000 17.8817 2.0726 -2.8817
6.258 -0.460 0.008 7
12.0000 18.6997 1.3201 -6.6997
6.459 -1.037 0.015 8
14.0000 18.9144 1.7037 -4.9144
6.369 -0.772 0.014 9
12.0000 18.8259 1.5678 -6.8259
6.403 -1.066 0.023
5
The REG Procedure
Model MODEL1
Dependent Variable MMPI  
Output Statistics   Hat
Diag Cov
-------------DFBETAS------------- Obs RStudent
H Ratio DFFITS Intercept
abuse SES   1 -1.1121 0.0468
1.0268 -0.2464 0.0146 0.0555
-0.1358 2 -1.1692 0.1481 1.1355
-0.4875 0.2685 -0.3397 -0.3306
3 -0.7990 0.0428 1.0799 -0.1690
0.0014 0.0374 -0.0856 4 -0.6169
0.0841 1.1556 -0.1869 0.0682
0.0201 -0.1463 5 -0.9454 0.0649
1.0797 -0.2490 0.0666 0.0324
-0.1776 6 -0.4549 0.0988 1.1937
-0.1507 0.0639 0.0112 -0.1237 7
-1.0385 0.0401 1.0344 -0.2123
-0.1826 0.0540 0.1120 8 -0.7668
0.0668 1.1127 -0.2051 -0.1966
0.0437 0.1557 9 -1.0683 0.0566
1.0465 -0.2616 -0.2467 0.0641
0.1834 10 -0.7821 0.0889 1.1373
-0.2443 -0.2400 0.0626 0.2004 11
-1.0886 0.0752 1.0633 -0.3105
-0.3027 0.0838 0.2425