| 重回帰分析用プログラムの例4 |
以下の reg プロシジャの中の test 文が、偏回帰係数の等質性の検定を行う。
*---------------------------------------------------------------------*
| October 22, 1998 |
| sas program--mreg_ex4.sas-- |
| example 2 of sas programs for multiple regression. |
| |
| file name: $HOME/sasprog/multivar/mreg_ex4.sas |
| |
*---------------------------------------------------------------------*;
libname sasfile '$HOME/sasset/others';
options pagesize=60;
title 'principal FA for the holograph data';
proc factor data=sasfile.Fujiiraw
/* method options */ method=p priors=max n=5 rotate=v
/* output options */ score outstat=factout;
var img1-img29;
run;
proc score data=sasfile.Fujiiraw score=factout out=scores;
run;
options pagesize=30;
title 'multiple regressions for the Fujii data';
proc reg data=scores simple corr;
model factor3=inv1-inv5 yg1-yg12/covb;
plot predicted.*factor3;
plot residual.*obs.;
plot h.*obs.;
plot cookd.*obs.;
plot dffits.*obs.;
b1: test inv1=0,inv2=0,inv3=0,inv4=0,inv5=0,
yg1=0,yg2=0,yg3=0,yg4=0,yg5=0,yg6=0,
yg7=0,yg8=0,yg9=0,yg10=0,yg11=0,yg12=0;
b2: test INTERCEPT=0;
b3: test inv1=0;
b4: test inv1=1.4;
output out=resfile r=resid;
run;
title 'histogram for residuals';
proc chart data=resfile;
vbar resid;
run;
options pagesize=60;
title 'test for normality of the residuals';
proc univariate data=resfile normal;
var resid;
run;
quit;
/pre>
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| mreg_ex4.sas |