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The following illustrates how to obtain the results for the examples shown in Chapter 6 of Fox.
Results using data file davis at bottom of page 117 and at top of page 118. We use only the subset of observations on women and correct an error on case 12. Proc reg with model option clb produces all the results here.
data davis_co;
set davis;
if _n_=12 then do
temp=measht;
measht=measwt;
measwt=temp;
end;
drop temp male;
if male =0;
run;
proc reg data=davis_co;
model measwt=reptwt/clb;
run;
quit;
The REG Procedure
Model: MODEL1
Dependent Variable: measwt
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Pr > F
Model 1 4334.88935 4334.88935 1024.54 <.0001
Error 99 418.87303 4.23104
Corrected Total 100 4753.76238
Root MSE 2.05695 R-Square 0.9119
Dependent Mean 57.22772 Adj R-Sq 0.9110
Coeff Var 3.59432
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t| 95% Confidence Limits
Intercept 1 1.77750 1.74441 1.02 0.3107 -1.68378 5.23879
reptwt 1 0.97722 0.03053 32.01 <.0001 0.91665 1.03780
Page 122 shows how to get confidence intervals in a multiple regression, analyzing the duncan prestige data file. proc reg with the model option clb gives the 95% confidence limits. It also gives the analysis of variance table at bottom of page 123.
proc reg data=duncan;
model prestige=income educ /clb;
run;
quit;
The REG Procedure
Model: MODEL1
Dependent Variable: prestige
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Pr > F
Model 2 36181 18090 101.22 <.0001
Error 42 7506.69865 178.73092
Corrected Total 44 43688
Root MSE 13.36903 R-Square 0.8282
Dependent Mean 47.68889 Adj R-Sq 0.8200
Coeff Var 28.03384
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t| 95% Confidence Limits
Intercept 1 -6.06466 4.27194 -1.42 0.1631 -14.68579 2.55646
income 1 0.59873 0.11967 5.00 <.0001 0.35723 0.84023
educ 1 0.54583 0.09825 5.56 <.0001 0.34755 0.74412
Page 125 shows how you can test whether a subset of the slopes are equal to 0. This is done in SAS using proc reg with the test option.
proc reg data=duncan;
model prestige=income educ;
prest_educ: test educ=0;
run;
quit;
The REG Procedure
Model: MODEL1
Dependent Variable: prestige
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Pr > F
Model 2 36181 18090 101.22 <.0001
Error 42 7506.69865 178.73092
Corrected Total 44 43688
Root MSE 13.36903 R-Square 0.8282
Dependent Mean 47.68889 Adj R-Sq 0.8200
Coeff Var 28.03384
Parameter Estimates
Parameter Standard
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 -6.06466 4.27194 -1.42 0.1631
income 1 0.59873 0.11967 5.00 <.0001
educ 1 0.54583 0.09825 5.56 <.0001
The REG Procedure
Model: MODEL1
Test PREST_EDUC Results for Dependent Variable prestige
Mean
Source DF Square F Value Pr > F
Numerator 1 5516.10148 30.86 <.0001
Denominator 42 178.73092
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