* reg.sas, for test 2, fall 97; options ls=72; ; data A; input y x; x2=x*x; A=x; lines; 25.2 10 27.3 10 28.7 10 29.8 15 31.1 15 27.8 15 31.2 20 32.6 20 29.7 20 31.7 25 30.1 25 32.3 25 29.4 30 30.8 30 32.8 30 ; proc glm; class A; model y = A; proc reg; model y = x x2 / ss1 ss2; output out=B p=yhat r=e; proc rank normal=Blom; var e; ranks nscore; proc plot; plot e*x e*yhat / vref=0 vpos=20; plot e*nscore / href=0 vref=0 vpos=20; proc corr nosimple; var x y e nscore; The SAS System 1 General Linear Models Procedure Class Level Information Class Levels Values A 5 10 15 20 25 30 Number of observations in data set = 15 The SAS System 2 General Linear Models Procedure Dependent Variable: Y Sum of Mean Source DF Squares Square F Value Pr > F Model 4 39.046667 9.761667 4.01 0.0342 Error 10 24.366667 2.436667 Corrected Total 14 63.413333 R-Square C.V. Root MSE Y Mean 0.615749 5.197500 1.5610 30.033 Source DF Type I SS Mean Square F Value Pr > F A 4 39.046667 9.761667 4.01 0.0342 Source DF Type III SS Mean Square F Value Pr > F A 4 39.046667 9.761667 4.01 0.0342 The SAS System 3 Model: MODEL1 Dependent Variable: Y Analysis of Variance Sum of Mean Source DF Squares Square F Value Prob>F Model 2 38.93714 19.46857 9.545 0.0033 Error 12 24.47619 2.03968 C Total 14 63.41333 Root MSE 1.42817 R-square 0.6140 Dep Mean 30.03333 Adj R-sq 0.5497 C.V. 4.75530 Parameter Estimates Parameter Standard T for H0: Variable DF Estimate Error Parameter=0 Prob > |T| INTERCEP 1 19.033333 3.27754909 5.807 0.0001 X 1 1.008571 0.35643104 2.830 0.0152 X2 1 -0.020381 0.00881488 -2.312 0.0393 Variable DF Type I SS Type II SS INTERCEP 1 13530 68.785021 X 1 28.033333 16.331455 X2 1 10.903810 10.903810 The SAS System 4 Plot of E*X. Legend: A = 1 obs, B = 2 obs, etc. | 2 + | A | A A A | | R | A e | s | i | A A A A d 0 +--------------------------------------------------------- u | A a | l | | | | A A | A | A A -2 + ---+------------+------------+------------+------------+-- 10 15 20 25 30 X The SAS System 5 Plot of E*YHAT. Legend: A = 1 obs, B = 2 obs, etc. | 2 + | A | A A A | | R | A e | s | i | A A A A d 0 +------------------------------------------------------------------ u | A a | l | | | | A A | A | A A -2 + -+------------+------------+------------+------------+------------+ 27 28 29 30 31 32 Predicted Value of Y The SAS System 6 Plot of E*NSCORE. Legend: A = 1 obs, B = 2 obs, etc. | | 2 + | | | A | | A A A | | | | R | | A e | | s | | i | A A A A d 0 +----------------------------+---------------------------- u | A | a | | l | | | | | | | A A | | A | | A A | -2 + | ---+------------+------------+------------+------------+-- -2 -1 0 1 2 RANK FOR VARIABLE E The SAS System 7 Correlation Analysis 4 'VAR' Variables: X Y E NSCORE Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / N = 15 X Y E NSCORE X 1.00000 0.66489 0.00000 0.08040 0.0 0.0068 1.0000 0.7758 Y 0.66489 1.00000 0.62127 0.64805 0.0068 0.0 0.0134 0.0090 E 0.00000 0.62127 1.00000 0.96060 Residual 1.0000 0.0134 0.0 0.0001 NSCORE 0.08040 0.64805 0.96060 1.00000 RANK FOR VARIABLE E 0.7758 0.0090 0.0001 0.0