1          ************************************************************************;
2          *** EXST7034 Example 1 using PC-SAS - Toluca Company Example         ***;
3          *** Problem from Neter, Kutner, Nachtsheim & Wasserman 1996, #1.21   ***;
4          ************************************************************************;
5          ODS HTML style=minimal rs=none
6              body='C:\Geaghan\EXST\EXST7034New\Fall2002\SAS\03b-Toluca-Nknw1-Ex.html' ;
NOTE: Writing HTML Body file: C:\Geaghan\EXST\EXST7034New\Fall2002\SAS\03b-Toluca-Nknw1-Ex.html
9          OPTIONS LS=155 PS=256 NOCENTER NODATE NONUMBER;
10         DATA ONE; INFILE CARDS MISSOVER;
11              TITLE1 'EXST7034 - Chapter 3 examples : Toluca example';
12         *     LABEL X = 'Lot size';
13         *     LABEL Y = 'work hours';
14            INPUT X Y;
15            group = 'Upper'; If X lt 80 then group = 'Lower';
16            anotherX = X;
17         CARDS;
NOTE: The data set WORK.ONE has 25 observations and 4 variables.
NOTE: DATA statement used:
      real time           0.10 seconds
43         ;
44         PROC SORT; BY group X Y; run;
NOTE: There were 25 observations read from the data set WORK.ONE.
NOTE: The data set WORK.ONE has 25 observations and 4 variables.
NOTE: PROCEDURE SORT used:      real time           0.05 seconds
45         PROC REG DATA=ONE lineprinter; id x;
46            TITLE2 'Regression Models done with SAS REG procedure';
47            MODEL  Y = X / XPX I P CLM CLI R CLB alpha=0.01;
48            TEST X = 5;
49            OUTPUT OUT=Next2 PREDICTED=YHat RESIDUAL=E;   RUN;
NOTE: 25 observations read.
NOTE: 25 observations used in computations.
50            OPTIONS PS=35 ls=80; PLOT Y*X='O' PREDICTED.*X='P'/ OVERLAY;
51                           PLOT RESIDUAL.*X='e';        RUN;
NOTE: The data set WORK.NEXT2 has 25 observations and 6 variables.
NOTE: The PROCEDURE REG printed pages 1-6.
NOTE: PROCEDURE REG used:      real time           0.17 seconds

EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure

The REG Procedure
Model: MODEL1
                Model Crossproducts X'X X'Y Y'Y
Variable          Intercept                 X                 Y
Intercept                25              1750              7807
X                      1750            142300            617180
Y                      7807            617180           2745173

           X'X Inverse, Parameter Estimates, and SSE
Variable          Intercept                 X                 Y
Intercept      0.2874747475      -0.003535354      62.365858586
X              -0.003535354      0.0000505051      3.5702020202
Y              62.365858586      3.5702020202      54825.459192

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1         252378         252378     105.88    <.0001
Error                    23          54825     2383.71562
Corrected Total          24         307203

Root MSE             48.82331    R-Square     0.8215
Dependent Mean      312.28000    Adj R-Sq     0.8138
Coeff Var            15.63447

                                       Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|       99% Confidence Limits
Intercept     1       62.36586       26.17743       2.38      0.0259      -11.12299      135.85470
X             1        3.57020        0.34697      10.29      <.0001        2.59613        4.54427EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure

The REG Procedure
Model: MODEL1
Dependent Variable: Y

                                                                Output Statistics
                    Dep Var Predicted    Std Error                                                   Std Error  Student                   Cook's
     Obs X                Y     Value Mean Predict     99% CL Mean        99% CL Predict    Residual  Residual Residual   -2-1 0 1 2           D
       1       20  113.0000  133.7699      19.9079   77.8819  189.6579  -14.2499  281.7897  -20.7699    44.580   -0.466 |      |      |    0.022
       2       30  121.0000  169.4719      16.9697  121.8322  217.1117   24.3653  314.5785  -48.4719    45.779   -1.059 |    **|      |    0.077
       3       30  212.0000  169.4719      16.9697  121.8322  217.1117   24.3653  314.5785   42.5281    45.779    0.929 |      |*     |    0.059
       4       30  273.0000  169.4719      16.9697  121.8322  217.1117   24.3653  314.5785  103.5281    45.779    2.261 |      |****  |    0.351
       5       40  160.0000  205.1739      14.2723  165.1067  245.2412   62.3742  347.9737  -45.1739    46.691   -0.968 |     *|      |    0.044
       6       40  244.0000  205.1739      14.2723  165.1067  245.2412   62.3742  347.9737   38.8261    46.691    0.832 |      |*     |    0.032
       7       50  157.0000  240.8760      11.9793  207.2459  274.5060   99.7471  382.0048  -83.8760    47.331   -1.772 |   ***|      |    0.101
       8       50  221.0000  240.8760      11.9793  207.2459  274.5060   99.7471  382.0048  -19.8760    47.331   -0.420 |      |      |    0.006
       9       50  268.0000  240.8760      11.9793  207.2459  274.5060   99.7471  382.0048   27.1240    47.331    0.573 |      |*     |    0.011
      10       60  224.0000  276.5780      10.3628  247.4861  305.6698  136.4612  416.6948  -52.5780    47.711   -1.102 |    **|      |    0.029
      11       70  252.0000  312.2800       9.7647  284.8673  339.6927  172.5022  452.0578  -60.2800    47.837   -1.260 |    **|      |    0.033
      12       70  323.0000  312.2800       9.7647  284.8673  339.6927  172.5022  452.0578   10.7200    47.837    0.224 |      |      |    0.001
      13       70  361.0000  312.2800       9.7647  284.8673  339.6927  172.5022  452.0578   48.7200    47.837    1.018 |      |**    |    0.022
      14       80  342.0000  347.9820      10.3628  318.8902  377.0739  207.8652  488.0988   -5.9820    47.711   -0.125 |      |      |    0.000
      15       80  352.0000  347.9820      10.3628  318.8902  377.0739  207.8652  488.0988    4.0180    47.711   0.0842 |      |      |    0.000
      16       80  399.0000  347.9820      10.3628  318.8902  377.0739  207.8652  488.0988   51.0180    47.711    1.069 |      |**    |    0.027
      17       90  376.0000  383.6840      11.9793  350.0540  417.3141  242.5552  524.8129   -7.6840    47.331   -0.162 |      |      |    0.001
      18       90  377.0000  383.6840      11.9793  350.0540  417.3141  242.5552  524.8129   -6.6840    47.331   -0.141 |      |      |    0.001
      19       90  389.0000  383.6840      11.9793  350.0540  417.3141  242.5552  524.8129    5.3160    47.331    0.112 |      |      |    0.000
      20       90  468.0000  383.6840      11.9793  350.0540  417.3141  242.5552  524.8129   84.3160    47.331    1.781 |      |***   |    0.102
      21      100  353.0000  419.3861      14.2723  379.3188  459.4533  276.5863  562.1858  -66.3861    46.691   -1.422 |    **|      |    0.094
      22      100  420.0000  419.3861      14.2723  379.3188  459.4533  276.5863  562.1858    0.6139    46.691   0.0131 |      |      |    0.000
      23      110  421.0000  455.0881      16.9697  407.4483  502.7278  309.9815  600.1947  -34.0881    45.779   -0.745 |     *|      |    0.038
      24      110  435.0000  455.0881      16.9697  407.4483  502.7278  309.9815  600.1947  -20.0881    45.779   -0.439 |      |      |    0.013
      25      120  546.0000  490.7901      19.9079  434.9021  546.6781  342.7703  638.8099   55.2099    44.580    1.238 |      |**    |    0.153

Sum of Residuals                           0
Sum of Squared Residuals               54825
Predicted Residual SS (PRESS)          65818



Test 1 Results for Dependent Variable Y
                                Mean
Source             DF         Square    F Value    Pr > F
Numerator           1          40478      16.98    0.0004
Denominator        23     2383.71562


EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure

The REG Procedure
Model: MODEL1
Dependent Variable: Y

    --+------+------+------+------+------+------+------+------+------+------+---
  Y |                                                                          |
600 +                                                                          +
    |                                                                          |
    |                                                                       O  |
    |                                                                       P  |
    |                                                  O             P         |
    |                                                         ?      O         |
400 +                                           O      ?                       +
    |                                    O      O      O      O                |
    |                                    O      ?                              |
    |                                    P                                     |
    |        O             O      P      O                                     |
    |               O      ?      O                                            |
200 +        O      P                                                          +
    |        P      O      O                                                   |
    | P      O                                                                 |
    | O                                                                        |
    |                                                                          |
    |                                                                          |
  0 +                                                                          +
    |                                                                          |
    --+------+------+------+------+------+------+------+------+------+------+---
     20     30     40     50     60     70     80     90     100    110    120
                                         X

           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
       100 +         e                                                         +
           |                                                                   |
           |                                             e                     |
           |                                                                   |
           |                                                               e   |
        50 +                                 e     e                           +
R          |         e     e                                                   |
e RESIDUAL |                     e                                             |
s          |                                                                   |
i          |                                 e           e                     |
d        0 +                                       e           e               +
u          |                                       e     e                     |
a          |   e                 e                                   e         |
l          |                                                         e         |
           |                                                                   |
       -50 +         e     e           e                                       +
           |                                 e                                 |
           |                                                   e               |
           |                     e                                             |
           |                                                                   |
      -100 +                                                                   +
           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
              20    30    40    50    60    70    80    90    100   110   120
                                             X

52         PROC PLOT DATA=Next2;  PLOT E*X='x' / VREF=0; RUN;
53         OPTIONS PS=256 ls=88;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE PLOT printed page 7.
NOTE: PROCEDURE PLOT used:
      real time           0.00 seconds
EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure

                       Plot of E*X.  Symbol used is 'x'.
       |
       |
   100 +       x
       |
       |                                                 x
       |
       |                                                                      x
    50 +                                   x      x
R      |       x      x
e      |                     x
s      |
i      |                                   x             x
d    0 +------------------------------------------x-------------x---------------
u      |                                          x      x
a      |x                    x                                         x
l      |                                                               x
       |
   -50 +       x      x             x
       |                                   x
       |                                                        x
       |                     x
       |
  -100 +
       |
       -+------+------+------+------+------+------+------+------+------+------+-
       20     30     40     50     60     70     80     90     100    110    120
                                           X
NOTE: 1 obs hidden.


55         PROC UNIVARIATE DATA=Next2 PLOT NORMAL; VAR E; RUN;

NOTE: The PROCEDURE UNIVARIATE printed page 8.
NOTE: PROCEDURE UNIVARIATE used:
      real time           0.00 seconds

EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure

The UNIVARIATE Procedure
Variable:  E  (Residual)
                            Moments
N                          25    Sum Weights                 25
Mean                        0    Sum Observations             0
Std Deviation      47.7953359    Variance            2284.39413
Skewness           0.31691262    Kurtosis            -0.3941493
Uncorrected SS     54825.4592    Corrected SS        54825.4592
Coeff Variation             .    Std Error Mean      9.55906718

              Basic Statistical Measures
    Location                    Variability
Mean      0.00000     Std Deviation           47.79534
Median   -5.98202     Variance                    2284
Mode       .          Range                  187.40404
                      Interquartile Range     72.91414

           Tests for Location: Mu0=0
Test           -Statistic-    -----p Value------
Student's t    t         0    Pr > |t|    1.0000
Sign           M      -0.5    Pr >= |M|   1.0000
Signed Rank    S      -7.5    Pr >= |S|   0.8448
                   Tests for Normality
Test                  --Statistic---    -----p Value------
Shapiro-Wilk          W     0.978904    Pr < W      0.8626
Kolmogorov-Smirnov    D      0.09572    Pr > D     >0.1500
Cramer-von Mises      W-Sq  0.033263    Pr > W-Sq  >0.2500
Anderson-Darling      A-Sq  0.207142    Pr > A-Sq  >0.2500

Quantiles (Definition 5)
Quantile        Estimate
100% Max       103.52808
99%            103.52808
95%             84.31596
90%             55.20990
75% Q3          38.82606
50% Median      -5.98202
25% Q1         -34.08808
10%            -60.28000
5%             -66.38606
1%             -83.87596
0% Min         -83.87596

            Extreme Observations
------Lowest-----        ------Highest-----
   Value      Obs            Value      Obs
-83.8760        7          48.7200       13
-66.3861       21          51.0180       16
-60.2800       11          55.2099       25
-52.5780       10          84.3160       20
-48.4719        2         103.5281        4

   Stem Leaf                     #  Boxplot
     10 4                        1     |
      8 4                        1     |
      6                                |
      4 3915                     4     |
      2 79                       2  +-----+
      0 1451                     4  |  +  |
     -0 876                      3  *-----*
     -2 4100                     4  +-----+
     -4 385                      3     |
     -6 60                       2     |
     -8 4                        1     |
        ----+----+----+----+
    Multiply Stem.Leaf by 10**+1

                       Normal Probability Plot
     110+                                             *+++++
        |                                        * ++++
        |                                      ++++
        |                                 **+*+*
        |                              **++
      10+                         +****
        |                     +****
        |                 ++***
        |             +*+**
        |         +*+*
     -90+     *+++
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2

 57         PROC SORT; BY group X Y; run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The data set WORK.NEXT2 has 25 observations and 6 variables.
NOTE: PROCEDURE SORT used:
      real time           0.04 seconds
58         PROC means data=next2 noprint; BY group; var e;
59                OUTPUT OUT=NEXT3 median=med;
60         run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The data set WORK.NEXT3 has 2 observations and 4 variables.
NOTE: PROCEDURE MEANS used:
      real time           0.06 seconds
61         data next2; merge next2 next3; by group;
62            absE = abs(e);
63            esquared = e*e;
64            logesq = log(esquared);
65            logX = Log(X);
66            leveneTest = abs(e - med);
67            drop  _TYPE_  _FREQ_;
68         run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: There were 2 observations read from the data set WORK.NEXT3.
NOTE: The data set WORK.NEXT2 has 25 observations and 12 variables.
NOTE: DATA statement used:
      real time           0.00 seconds
69         proc print data=next2; run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE PRINT printed page 9.
NOTE: PROCEDURE PRINT used:
      real time           0.04 seconds

EXST7034 - Chapter 3 examples : Toluca example
Regression Models done with SAS REG procedure
                                                                                       l
                                                                                       e
                  a                                           e                        v
                  n                                           s                        e
                  o                                           q     l                  n
             g    t                                           u     o                  e
             r    h     Y                            a        a     g       l          T
 O           o    e     H                 m          b        r     e       o          e
 b           u    r     a                 e          s        e     s       g          s
 s  X   Y    p    X     t           E     d          E        d     q       X          t
 1  20 113 Lower  20 133.770  -20.770 -19.8760  20.770   431.39  6.06701 2.99573   0.894
 2  30 121 Lower  30 169.472  -48.472 -19.8760  48.472  2349.53  7.76197 3.40120  28.596
 3  30 212 Lower  30 169.472   42.528 -19.8760  42.528  1808.64  7.50033 3.40120  62.404
 4  30 273 Lower  30 169.472  103.528 -19.8760 103.528 10718.06  9.27969 3.40120 123.404
 5  40 160 Lower  40 205.174  -45.174 -19.8760  45.174  2040.68  7.62104 3.68888  25.298
 6  40 244 Lower  40 205.174   38.826 -19.8760  38.826  1507.46  7.31818 3.68888  58.702
 7  50 157 Lower  50 240.876  -83.876 -19.8760  83.876  7035.18  8.85868 3.91202  64.000
 8  50 221 Lower  50 240.876  -19.876 -19.8760  19.876   395.05  5.97902 3.91202   0.000
 9  50 268 Lower  50 240.876   27.124 -19.8760  27.124   735.71  6.60084 3.91202  47.000
10  60 224 Lower  60 276.578  -52.578 -19.8760  52.578  2764.44  7.92459 4.09434  32.702
11  70 252 Lower  70 312.280  -60.280 -19.8760  60.280  3633.68  8.19800 4.24850  40.404
12  70 323 Lower  70 312.280   10.720 -19.8760  10.720   114.92  4.74422 4.24850  30.596
13  70 361 Lower  70 312.280   48.720 -19.8760  48.720  2373.64  7.77218 4.24850  68.596
14  80 342 Upper  80 347.982   -5.982  -2.6840   5.982    35.78  3.57752 4.38203   3.298
15  80 352 Upper  80 347.982    4.018  -2.6840   4.018    16.14  2.78156 4.38203   6.702
16  80 399 Upper  80 347.982   51.018  -2.6840  51.018  2602.83  7.86436 4.38203  53.702
17  90 376 Upper  90 383.684   -7.684  -2.6840   7.684    59.04  4.07829 4.49981   5.000
18  90 377 Upper  90 383.684   -6.684  -2.6840   6.684    44.68  3.79945 4.49981   4.000
19  90 389 Upper  90 383.684    5.316  -2.6840   5.316    28.26  3.34143 4.49981   8.000
20  90 468 Upper  90 383.684   84.316  -2.6840  84.316  7109.18  8.86914 4.49981  87.000
21 100 353 Upper 100 419.386  -66.386  -2.6840  66.386  4407.11  8.39097 4.60517  63.702
22 100 420 Upper 100 419.386    0.614  -2.6840   0.614     0.38 -0.97572 4.60517   3.298
23 110 421 Upper 110 455.088  -34.088  -2.6840  34.088  1162.00  7.05790 4.70048  31.404
24 110 435 Upper 110 455.088  -20.088  -2.6840  20.088   403.53  6.00025 4.70048  17.404
25 120 546 Upper 120 490.790   55.210  -2.6840  55.210  3048.13  8.02228 4.78749  57.894
70         proc ttest data=next2;
71             TITLE2 'TTest for the Modified Levene test';
72              class group; var leveneTest;
73         run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE TTEST printed page 10.
NOTE: PROCEDURE TTEST used:
      real time           0.00 seconds


EXST7034 - Chapter 3 examples : Toluca example
TTest for the Modified Levene test

The TTEST Procedure
                                      Statistics
                               Lower CL          Upper CL  Lower CL           Upper CL
Variable    group           N      Mean    Mean      Mean   Std Dev  Std Dev   Std Dev
leveneTest  Lower          13     25.26  44.815     64.37    23.205   32.361    53.419
leveneTest  Upper          12    9.6702   28.45     47.23    20.939   29.558    50.186
leveneTest  Diff (1-2)            -9.35  16.365     42.08    24.134   31.052    43.558

                     Statistics
Variable    group       Std Err    Minimum    Maximum
leveneTest  Lower        8.9753          0      123.4
leveneTest  Upper        8.5326      3.298         87
leveneTest  Diff (1-2)   12.431

                                T-Tests
Variable      Method           Variances      DF    t Value    Pr > |t|
leveneTest    Pooled           Equal          23       1.32      0.2010
leveneTest    Satterthwaite    Unequal        23       1.32      0.1993

                     Equality of Variances
Variable      Method      Num DF    Den DF    F Value    Pr > F
leveneTest    Folded F        12        11       1.20    0.7710



75         proc npar1way data=next2;
76            TITLE2 'Nonparametric analysis of abs(residuals)';
77            TITLE3 'Other tests of residuals for homogeneity';
78            class group; var abse;
79         run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE NPAR1WAY printed pages 11-16.
NOTE: PROCEDURE NPAR1WAY used:
      real time           0.00 seconds
80         proc npar1way data=next2;
81            TITLE2 'Nonparametric analysis of abs(residuals)';
82            TITLE3 'Other tests of residuals for homogeneity';
83            class group; var e;
84         run;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE NPAR1WAY printed pages 17-22.
NOTE: PROCEDURE NPAR1WAY used:
      real time           0.04 seconds
 EXST7034 - Chapter 3 examples : Toluca example
Nonparametric analysis of abs(residuals)
Other tests of residuals for homogeneity

The NPAR1WAY Procedure

Analysis of Variance for Variable absE
     Classified by Variable group
group             N                Mean
Lower            13           46.343994
Upper            12           28.450337

Source    DF    Sum of Squares    Mean Square     F Value    Pr > F
Among      1       1997.941694    1997.941694      2.6730    0.1157
Within    23      17191.444414     747.454105

            Wilcoxon Scores (Rank Sums) for Variable absE
                    Classified by Variable group
                     Sum of      Expected       Std Dev          Mean
group       N        Scores      Under H0      Under H0         Score
Lower      13         199.0         169.0     18.384776     15.307692
Upper      12         126.0         156.0     18.384776     10.500000


   Wilcoxon Two-Sample Test
Statistic             126.0000
Normal Approximation
Z                      -1.6046
One-Sided Pr <  Z       0.0543
Two-Sided Pr > |Z|      0.1086

t Approximation
One-Sided Pr <  Z       0.0608
Two-Sided Pr > |Z|      0.1217
Z includes a continuity correction of 0.5.

     Kruskal-Wallis Test
Chi-Square              2.6627
DF                           1
Pr > Chi-Square         0.1027

   Median Scores (Number of Points Above Median) for Variable absE
                    Classified by Variable group
                     Sum of      Expected       Std Dev          Mean
group       N        Scores      Under H0      Under H0         Score
Lower      13           8.0         6.240      1.273735      0.615385
Upper      12           4.0         5.760      1.273735      0.333333

   Median Two-Sample Test
Statistic              4.0000
Z                     -1.3818
One-Sided Pr <  Z      0.0835
Two-Sided Pr > |Z|     0.1670

   Median One-Way Analysis
Chi-Square             1.9093
DF                          1
Pr > Chi-Square        0.1670

          Van der Waerden Scores (Normal) for Variable absE
                    Classified by Variable group
                     Sum of      Expected       Std Dev          Mean
group       N        Scores      Under H0      Under H0         Score
Lower      13      3.826510           0.0      2.264058      0.294347
Upper      12     -3.826510           0.0      2.264058     -0.318876

Van der Waerden Two-Sample Test
Statistic             -3.8265
Z                     -1.6901
One-Sided Pr <  Z      0.0455
Two-Sided Pr > |Z|     0.0910

Van der Waerden One-Way Analysis
Chi-Square             2.8565
DF                          1
Pr > Chi-Square        0.0910

            Savage Scores (Exponential) for Variable absE
                    Classified by Variable group
                     Sum of      Expected       Std Dev          Mean
group       N        Scores      Under H0      Under H0         Score
Lower      13      2.470789           0.0      2.346881      0.190061
Upper      12     -2.470789           0.0      2.346881     -0.205899

   Savage Two-Sample Test
Statistic             -2.4708
Z                     -1.0528
One-Sided Pr <  Z      0.1462
Two-Sided Pr > |Z|     0.2924

   Savage One-Way Analysis
Chi-Square             1.1084
DF                          1
Pr > Chi-Square        0.2924

    Kolmogorov-Smirnov Test for Variable absE
           Classified by Variable group
                     EDF at    Deviation from Mean
group       N       Maximum        at Maximum
Lower      13         0.000         -0.865332
Upper      12         0.500          0.900666
Total      25         0.240
Maximum Deviation Occurred at Observation 17
       Value of absE at Maximum = 7.684040

Kolmogorov-Smirnov Two-Sample Test (Asymptotic)
KS   0.249800    D         0.500000
KSa  1.249000    Pr > KSa  0.0883

Cramer-von Mises Test for Variable absE
     Classified by Variable group
                       Summed Deviation
group          N           from Mean
Lower         13            0.192246
Upper         12            0.208267

Cramer-von Mises Statistics (Asymptotic)
CM  0.016021    CMa  0.400513

Kuiper Test for Variable absE
Classified by Variable group
                    Deviation
group        N      from Mean
Lower       13       0.025641
Upper       12       0.500000

     Kuiper Two-Sample Test (Asymptotic)
K  0.525641    Ka  1.313051    Pr > Ka  0.3751

86         TITLE2 'Other tests for homogeneity of residuals';
87         proc reg data=next2; TITLE3 'SLR'; model Y = x; run;
NOTE: 25 observations read.
NOTE: 25 observations used in computations.
NOTE: The PROCEDURE REG printed page 23.
NOTE: PROCEDURE REG used:       real time           0.05 seconds
88         proc reg data=next2; TITLE3 'e*e on X'; model esquared = x; run;
NOTE: 25 observations read.
NOTE: 25 observations used in computations.
NOTE: The PROCEDURE REG printed page 24.
NOTE: PROCEDURE REG used:       real time           0.00 seconds

EXST7034 - Chapter 3 examples : Toluca example
Other tests for homogeneity of residuals
SLR

The REG Procedure
Model: MODEL1
Dependent Variable: Y

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1         252378         252378     105.88    <.0001
Error                    23          54825     2383.71562
Corrected Total          24         307203

Root MSE             48.82331    R-Square     0.8215
Dependent Mean      312.28000    Adj R-Sq     0.8138
Coeff Var            15.63447

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1       62.36586       26.17743       2.38      0.0259
X             1        3.57020        0.34697      10.29      <.0001

Other tests for homogeneity of residuals
e*e on X
Dependent Variable: esquared

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1        7896142        7896142       1.09    0.3070
Error                    23      166395896        7234604
Corrected Total          24      174292038

Root MSE           2689.72195    R-Square     0.0453
Dependent Mean     2193.01837    Adj R-Sq     0.0038
Coeff Var           122.64931

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1     3590.90811     1442.13939       2.49      0.0204
X             1      -19.96985       19.11502      -1.04      0.3070
Breusch-Pagan Test -  
P(>Chi square with 1 d.f.) = 0.364907535493054  
89         proc reg data=next2; TITLE3 'log(e*e) on X'; model logesq = x; run;
NOTE: 25 observations read.
NOTE: 25 observations used in computations.
NOTE: The PROCEDURE REG printed page 25.
NOTE: PROCEDURE REG used:
      real time           0.05 seconds
90         proc reg data=next2; TITLE3 'Log(e*e) on log(X)'; model logesq = logx;
NOTE: 25 observations read.
NOTE: 25 observations used in computations.
91         options ps=55;
NOTE: The PROCEDURE REG printed page 26.
NOTE: PROCEDURE REG used:
      real time           0.05 seconds

EXST7034 - Chapter 3 examples : Toluca example
Other tests for homogeneity of residuals
log(e*e) on X

The REG Procedure
Model: MODEL1
Dependent Variable: logesq

                             Analysis of Variance
                                    Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1       15.35148       15.35148       2.78    0.1093
Error                    23      127.19606        5.53026
Corrected Total          24      142.54754

Root MSE              2.35165    R-Square     0.1077
Dependent Mean        6.33733    Adj R-Sq     0.0689
Coeff Var            37.10793

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1        8.28646        1.26088       6.57      <.0001
X             1       -0.02784        0.01671      -1.67      0.1093

Log(e*e) on log(X)
Dependent Variable: logesq

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1       15.55203       15.55203       2.82    0.1068
Error                    23      126.99551        5.52154
Corrected Total          24      142.54754

Root MSE              2.34980    R-Square     0.1091
Dependent Mean        6.33733    Adj R-Sq     0.0704
Coeff Var            37.07867

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1       13.17710        4.10248       3.21      0.0039
logX          1       -1.64898        0.98254      -1.68      0.1068

91                        PROC PLOT DATA=next2;  PLOT e*x / href=75 vref=0; RUN;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE PLOT printed page 27.
NOTE: PROCEDURE PLOT used:      real time           0.00 seconds
92                        PROC PLOT DATA=next2;  PLOT logesq*logx / href=4.32; RUN;
NOTE: There were 25 observations read from the data set WORK.NEXT2.
NOTE: The PROCEDURE PLOT printed page 28.
NOTE: PROCEDURE PLOT used:      real time           0.00 seconds


EXST7034 - Chapter 3 examples : Toluca example
Other tests for homogeneity of residuals
Log(e*e) on log(X)
                    Plot of E*X.  Legend: A = 1 obs, B = 2 obs, etc.
         |                                         |
     125 +                                         |
         |                                         |
         |                                         |
         |         A                               |
     100 +                                         |
         |                                         |
         |                                         |
         |                                         |         A
      75 +                                         |
         |                                         |
         |                                         |
         |                                         |                              A
      50 +                                     A   |  A
         |         A                               |
  R      |                A                        |
  e      |                                         |
  s   25 +                       A                 |
  i      |                                         |
  d      |                                     A   |
  u      |                                         |  A      A
  a    0 +-----------------------------------------+----------------A----------------
  l      |                                         |  A      B
         |                                         |
         |  A                    A                 |                       A
     -25 +                                         |
         |                                         |                       A
         |                                         |
         |                A                        |
     -50 +         A                    A          |
         |                                         |
         |                                     A   |
         |                                         |                A
     -75 +                                         |
         |                       A                 |
         |                                         |
         |                                         |
    -100 +                                         |
         ---+------+------+------+------+------+------+------+------+------+------+--
           20     30     40     50     60     70     80     90     100    110    120
                                               X

Log(e*e) on log(X)
                Plot of logesq*logX.  Legend: A = 1 obs, B = 2 obs, etc.
         10 +                                            |
            |                                            |
            |                                            |
            |               A                            |
            |                               A            |     A
            |                                            |
            |                                          A |        A
          8 +                                     A      | A            A
            |               A        A                 A |
            |               A        A                   |
            |                                            |           A
            |                                            |
            |                               A            |
            |                                            |
          6 +  A                            A            |           A
            |                                            |
            |                                            |
     logesq |                                            |
            |                                          A |
            |                                            |
            |                                            |
          4 +                                            |     A
            |                                            | A   A
            |                                            |     A
            |                                            |
            |                                            | A
            |                                            |
            |                                            |
          2 +                                            |
            |                                            |
            |                                            |
            |                                            |
            |                                            |
            |                                            |
            |                                            |
          0 +                                            |
            |                                            |
            |                                            |
            |                                            |        A
            |                                            |
            ---+---------------+---------------+---------------+---------------+--
              3.0             3.5             4.0             4.5             5.0
                                             logX
94         proc freq data=one; table x / NOROW NOCOL NOPERCENT; run;
NOTE: There were 25 observations read from the data set WORK.ONE.
NOTE: The PROCEDURE FREQ printed page 29.
NOTE: PROCEDURE FREQ used:
      real time           0.04 seconds


EXST7034 - Chapter 3 examples : Toluca example
Other tests for homogeneity of residuals
Log(e*e) on log(X)

The FREQ Procedure
                    Cumulative
  X    Frequency     Frequency
------------------------------
 20           1             1
 30           3             4
 40           2             6
 50           3             9
 60           1            10
 70           3            13
 80           3            16
 90           4            20
100           2            22
110           2            24
120           1            25

95         proc mixed DATA=ONE;  CLASSES AnotherX;
96            title2 'Analysis of Lack of Fit using PROC MIXED - Full Model';
97            model Y = AnotherX / htype=1 3 DDFM=Satterthwaite solution;
98         run;
NOTE: The PROCEDURE MIXED printed pages 30-31.
NOTE: PROCEDURE MIXED used:
      real time           0.05 seconds

EXST7034 - Chapter 3 examples : Toluca example
Analysis of Lack of Fit using PROC MIXED - Full Model

The Mixed Procedure
                  Model Information
Data Set                     WORK.ONE
Dependent Variable           Y
Covariance Structure         Diagonal
Estimation Method            REML
Residual Variance Method     Profile
Fixed Effects SE Method      Model-Based
Degrees of Freedom Method    Residual

              Class Level Information
Class       Levels    Values
anotherX        11    20 30 40 50 60 70 80 90 100 110 120

            Dimensions
Covariance Parameters             1
Columns in X                     12
Columns in Z                      0
Subjects                          1
Max Obs Per Subject              25
Observations Used                25
Observations Not Used             0
Total Observations               25
EXST7034 - Chapter 3 examples : Toluca example
Analysis of Lack of Fit using PROC MIXED - Full Model

The Mixed Procedure

Covariance Parameter Estimates
Cov Parm     Estimate
Residual      2684.35

           Fit Statistics
-2 Res Log Likelihood           158.1
AIC (smaller is better)         160.1
AICC (smaller is better)        160.5
BIC (smaller is better)         160.8

                        Solution for Fixed Effects
             another                Standard
Effect       X          Estimate       Error      DF    t Value    Pr > |t|
Intercept                 546.00     51.8107      14      10.54      <.0001
anotherX      20         -433.00     73.2713      14      -5.91      <.0001
anotherX      30         -344.00     59.8258      14      -5.75      <.0001
anotherX      40         -344.00     63.4548      14      -5.42      <.0001
anotherX      50         -330.67     59.8258      14      -5.53      <.0001
anotherX      60         -322.00     73.2713      14      -4.39      0.0006
anotherX      70         -234.00     59.8258      14      -3.91      0.0016
anotherX      80         -181.67     59.8258      14      -3.04      0.0089
anotherX      90         -143.50     57.9261      14      -2.48      0.0266
anotherX     100         -159.50     63.4548      14      -2.51      0.0248
anotherX     110         -118.00     63.4548      14      -1.86      0.0841
anotherX     120               0           .       .        .         .

        Type 1 Tests of Fixed Effects
              Num     Den
Effect         DF      DF    F Value    Pr > F
anotherX       10      14      10.04    <.0001

        Type 3 Tests of Fixed Effects
              Num     Den
Effect         DF      DF    F Value    Pr > F
anotherX       10      14      10.04    <.0001


99         proc mixed DATA=ONE;  CLASSES AnotherX;
100           title2 'Analysis of Lack of Fit using PROC MIXED';
101           model Y = X AnotherX/ htype=1 3 DDFM=Satterthwaite solution;
102        run;
NOTE: The PROCEDURE MIXED printed pages 32-33.
NOTE: PROCEDURE MIXED used:
      real time           0.00 seconds

EXST7034 - Chapter 3 examples : Toluca example
Analysis of Lack of Fit using PROC MIXED

The Mixed Procedure
                  Model Information
Data Set                     WORK.ONE
Dependent Variable           Y
Covariance Structure         Diagonal
Estimation Method            REML
Residual Variance Method     Profile
Fixed Effects SE Method      Model-Based
Degrees of Freedom Method    Residual

              Class Level Information
Class       Levels    Values
anotherX        11    20 30 40 50 60 70 80 90 100
                      110 120

            Dimensions
Covariance Parameters             1
Columns in X                     13
Columns in Z                      0
Subjects                          1
Max Obs Per Subject              25
Observations Used                25
Observations Not Used             0
Total Observations               25

Covariance Parameter Estimates
Cov Parm     Estimate
Residual      2684.35

           Fit Statistics
-2 Res Log Likelihood           162.7
AIC (smaller is better)         164.7
AICC (smaller is better)        165.1
BIC (smaller is better)         165.4

                        Solution for Fixed Effects
             another                Standard
Effect       X          Estimate       Error      DF    t Value    Pr > |t|
Intercept                -870.00      719.78      14      -1.21      0.2468
X                        11.8000      6.3455      14       1.86      0.0841
anotherX      20          747.00      595.26      14       1.25      0.2301
anotherX      30          718.00      530.48      14       1.35      0.1973
anotherX      40          600.00      467.73      14       1.28      0.2204
anotherX      50          495.33      404.10      14       1.23      0.2405
anotherX      60          386.00      343.67      14       1.12      0.2803
anotherX      70          356.00      278.21      14       1.28      0.2215
anotherX      80          290.33      215.71      14       1.35      0.1997
anotherX      90          210.50      153.26      14       1.37      0.1912
anotherX     100         76.5000     96.9289      14       0.79      0.4431
anotherX     110               0           .       .        .         .
anotherX     120               0           .       .        .         .

        Type 1 Tests of Fixed Effects
              Num     Den
Effect         DF      DF    F Value    Pr > F
X               1      14      94.02    <.0001
anotherX        9      14       0.71    0.6893

        Type 3 Tests of Fixed Effects
              Num     Den
Effect         DF      DF    F Value    Pr > F
X               0       .        .       .
anotherX        9      14       0.71    0.6893
103        proc GLM DATA=ONE;  CLASSES AnotherX;
104           title2 'Analysis of Lack of Fit using PROC glm';
105           model Y = X AnotherX / solution;
106        run;
NOTE: Unable to find the "Note" style element. Default style attributes will be used.
NOTE: The PROCEDURE GLM printed pages 34-35.
NOTE: PROCEDURE GLM used:
      real time           0.04 seconds

EXST7034 - Chapter 3 examples : Toluca example
Analysis of Lack of Fit using PROC glm

The GLM Procedure
                  Class Level Information
Class         Levels    Values
anotherX          11    20 30 40 50 60 70 80 90 100 110 120
Number of observations    25

Dependent Variable: Y
                                        Sum of
Source                      DF         Squares     Mean Square    F Value    Pr > F
Model                       10     269622.2067      26962.2207      10.04    <.0001
Error                       14      37580.8333       2684.3452
Corrected Total             24     307203.0400

R-Square     Coeff Var      Root MSE        Y Mean
0.877668      16.59109      51.81067      312.2800

Source                      DF       Type I SS     Mean Square    F Value    Pr > F
X                            1     252377.5808     252377.5808      94.02    <.0001
anotherX                     9      17244.6259       1916.0695       0.71    0.6893

Source                      DF     Type III SS     Mean Square    F Value    Pr > F
X                            0         0.00000          .             .       .
anotherX                     9     17244.62586      1916.06954       0.71    0.6893

                                        Standard
Parameter             Estimate             Error    t Value    Pr > |t|
Intercept         -870.0000000 B     719.7767925      -1.21      0.2468
X                   11.8000000 B       6.3454849       1.86      0.0841
anotherX  20       747.0000000 B     595.2592472       1.25      0.2301
anotherX  30       718.0000000 B     530.4798386       1.35      0.1973
anotherX  40       600.0000000 B     467.7329761       1.28      0.2204
anotherX  50       495.3333333 B     404.1010624       1.23      0.2405
anotherX  60       386.0000000 B     343.6730866       1.12      0.2803
anotherX  70       356.0000000 B     278.2060766       1.28      0.2215
anotherX  80       290.3333333 B     215.7050087       1.35      0.1997
anotherX  90       210.5000000 B     153.2580205       1.37      0.1912
anotherX  100       76.5000000 B      96.9288829       0.79      0.4431
anotherX  110        0.0000000 B        .               .         .
anotherX  120        0.0000000 B        .               .         .
NOTE: The X'X matrix has been found to be singular, and a generalized inverse was
      used to solve the normal equations.  Terms whose estimates are followed by the
      letter  'B' are not uniquely estimable.

108        proc transreg data=one;
109           MODEL  BOXCOX(Y) = identity(X);
110        run;
NOTE: Algorithm converged.
NOTE: There were 25 observations read from the data set WORK.ONE.
NOTE: The PROCEDURE TRANSREG printed pages 36-37.
NOTE: PROCEDURE TRANSREG used:      real time           0.05 seconds
EXST7034 - Chapter 3 examples : Toluca example
Box-Cox transformation with PROC TRANSREG

The TRANSREG Procedure
Transformation Information for BoxCox(Y)
  Lambda      R-Square    Log Like
   -3.00          0.42    -143.735
   -2.75          0.45    -139.597
   -2.50          0.47    -135.541
   -2.25          0.50    -131.573
   -2.00          0.53    -127.700
   -1.75          0.56    -123.933
   -1.50          0.59    -120.282
   -1.25          0.62    -116.762
   -1.00          0.66    -113.394
   -0.75          0.69    -110.205
   -0.50          0.72    -107.231
   -0.25          0.75    -104.519
    0.00          0.77    -102.129
    0.25          0.79    -100.133
    0.50          0.81     -98.605 *
    0.75          0.82     -97.614 *
    1.00 +        0.82     -97.205 <
    1.25          0.82     -97.388 *
    1.50          0.82     -98.132 *
    1.75          0.81     -99.376
    2.00          0.79    -101.039
    2.25          0.78    -103.039
    2.50          0.76    -105.301
    2.75          0.74    -107.765
    3.00          0.71    -110.382
< - Best Lambda
* - Confidence Interval
+ - Convenient Lambda

EXST7034 - Chapter 3 examples : Toluca example
Analysis of Lack of Fit using PROC glm

The TRANSREG Procedure
      TRANSREG Univariate Algorithm Iteration History for BoxCox(Y)
Iteration    Average    Maximum                Criterion
   Number     Change     Change    R-Square       Change    Note
-------------------------------------------------------------------------
        1    0.00000    0.00000     0.82153                 Converged
Algorithm converged.

138        PROC loess DATA=ONE; TITLE2 'Loess Models';
139           MODEL  Y = X / CLM R smooth=0.1 to 0.8 by 0.1;
140           ods output OutputStatistics=Results;
141           run;

NOTE: The DFMETHOD=EXACT option is implicitly selected when the STD CLM or T option is 
      used.
WARNING: At smoothing parameter 0.1, the local SSCP matrix for 11 fit point(s) is 
         numerically singular. The fitted value and standard errors at those points are 
         not uniquely defined.
WARNING: At smoothing parameter 0.2, the local SSCP matrix for 9 fit point(s) is 
         numerically singular. The fitted value and standard errors at those points are 
         not uniquely defined.
WARNING: At smoothing parameter 0.3, the local SSCP matrix for 6 fit point(s) is 
         numerically singular. The fitted value and standard errors at those points are 
         not uniquely defined.
WARNING: At smoothing parameter 0.4, the local SSCP matrix for 1 fit point(s) is 
         numerically singular. The fitted value and standard errors at those points are 
         not uniquely defined.
NOTE: The data set WORK.RESULTS has 200 observations and 8 variables.
NOTE: The PROCEDURE LOESS printed pages 48-56.
NOTE: PROCEDURE LOESS used:
      real time           0.10 seconds
143        proc sort data=Results; by SmoothingParameter; run;

NOTE: There were 200 observations read from the data set WORK.RESULTS.
NOTE: The data set WORK.RESULTS has 200 observations and 8 variables.
NOTE: PROCEDURE SORT used:
      real time           0.00 seconds
144        
145        options ps=65 ls=123;
146        proc plot data=results; by SmoothingParameter; plot depvar*x='o' pred*x='p' / overlay; run;
NOTE: There were 200 observations read from the data set WORK.RESULTS.
NOTE: The PROCEDURE PLOT printed pages 57-64.
NOTE: PROCEDURE PLOT used:
      real time           0.05 seconds
149        data results; set results; format x 3.0 depvar 3.0; run;
NOTE: There were 200 observations read from the data set WORK.RESULTS.
NOTE: The data set WORK.RESULTS has 200 observations and 8 variables.
NOTE: DATA statement used:
      real time           0.05 seconds
150        proc print data=Results; run;
NOTE: There were 200 observations read from the data set WORK.RESULTS.
NOTE: The PROCEDURE PRINT printed pages 65-68.
NOTE: PROCEDURE PRINT used:
      real time           0.04 seconds

152        GOPTIONS DEVICE=CGMflwa GSFMODE=REPLACE GSFNAME=OUT1 NOPROMPT noROTATE
153           ftext='TimesRoman' ftitle='TimesRoman' htext=1 htitle=1 ctitle=black ctext=black;
154        FILENAME OUT1 'C:\Geaghan\EXST\EXST7034New\Fall2002\SAS\Lowess for Toluca.cgm';
155        PROC GPLOT DATA=results; by SmoothingParameter; TITLE1 H=1 'Lowess line';
156           PLOT depvar*x=1 depvar*x=2 pred*x=3  / HAXIS=AXIS1 VAXIS=AXIS2 overlay;
157           AXIS1 LABEL=(H=1 'Lot size') WIDTH=1 MINOR=(N=1)
158               VALUE=(H=1) ORDER=20 TO 120 BY 10;
159           AXIS2 LABEL=(ANGLE=90 H=1 'Hours') WIDTH=1
160                  VALUE=(H=1) MINOR=(N=4) ORDER=100 TO 600 BY 50;
161            SYMBOL1 C=red    V=J    I=none         W=1 H=1 F=SPECIAL MODE=INCLUDE;
162            SYMBOL2 C=blue   V=none I=RLclm95  L=1 W=1 H=1 MODE=INCLUDE;
163            SYMBOL3 C=orange V=none I=join     L=1 W=1 H=1 MODE=INCLUDE;
164        RUN;

EXST7034 - Chapter 3 examples : Toluca example
Loess Models

The LOESS Procedure

      Independent Variable Scaling

          Scaling applied: None
Statistic                               X
Minimum Value                    20.00000
Maximum Value                   120.00000

Smoothing Parameter: 0.1
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          1
Degree of Local Polynomials                  1
Smoothing Parameter                    0.10000
Points in Local Neighborhood                 2
Residual Sum of Squares                  48793
Trace[L]                              11.00000
GCV                                  248.94133
AICC                                  10.57646
AICC1                                257.06446
Delta1                                17.00000
Delta2                                22.00000
Equivalent Number of Parameters       14.00000
Lookup Degrees of Freedom             13.13636
Residual Standard Error               53.57375

Smoothing Parameter: 0.2
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          1
Degree of Local Polynomials                  1
Smoothing Parameter                    0.20000
Points in Local Neighborhood                 5
Residual Sum of Squares                  37581
Trace[L]                              11.00000
GCV                                  191.73895
AICC                                  10.31537
AICC1                                257.88434
Delta1                                14.00000
Delta2                                14.00000
Equivalent Number of Parameters       11.00000
Lookup Degrees of Freedom             14.00000
Residual Standard Error               51.81067

Smoothing Parameter: 0.3
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          1
Degree of Local Polynomials                  1
Smoothing Parameter                    0.30000
Points in Local Neighborhood                 7
Residual Sum of Squares                  39843
Trace[L]                               9.31323
GCV                                  161.91504
AICC                                   9.88087
AICC1                                247.61182
Delta1                                15.32538
Delta2                                14.62872
Equivalent Number of Parameters        8.95184
Lookup Degrees of Freedom             16.05522
Residual Standard Error               50.98841

Smoothing Parameter: 0.4
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          2
Degree of Local Polynomials                  1
Smoothing Parameter                    0.40000
Points in Local Neighborhood                10
Residual Sum of Squares                  45775
Trace[L]                               5.81868
GCV                                  124.41338
AICC                                   9.30634
AICC1                                233.26857
Delta1                                18.56795
Delta2                                18.14650
Equivalent Number of Parameters        5.20530
Lookup Degrees of Freedom             18.99919
Residual Standard Error               49.65125

Smoothing Parameter: 0.5
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          2
Degree of Local Polynomials                  1
Smoothing Parameter                    0.50000
Points in Local Neighborhood                12
Residual Sum of Squares                  46341
Trace[L]                               5.03022
GCV                                  116.20295
AICC                                   9.19605
AICC1                                230.41014
Delta1                                19.35613
Delta2                                19.02074
Equivalent Number of Parameters        4.41657
Lookup Degrees of Freedom             19.69744
Residual Standard Error               48.92971


Smoothing Parameter: 0.6
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                    11
kd Tree Bucket Size                          2
Degree of Local Polynomials                  1
Smoothing Parameter                    0.60000
Points in Local Neighborhood                15
Residual Sum of Squares                  50029
Trace[L]                               3.87019
GCV                                  112.05442
AICC                                   9.11065
AICC1                                228.03777
Delta1                                20.66097
Delta2                                20.41581
Equivalent Number of Parameters        3.40134
Lookup Degrees of Freedom             20.90907
Residual Standard Error               49.20790

Smoothing Parameter: 0.7
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                     9
kd Tree Bucket Size                          3
Degree of Local Polynomials                  1
Smoothing Parameter                    0.70000
Points in Local Neighborhood                17
Residual Sum of Squares                  52150
Trace[L]                               3.38284
GCV                                  111.59776
AICC                                   9.08984
AICC1                                227.42141
Delta1                                21.23026
Delta2                                20.95352
Equivalent Number of Parameters        2.99594
Lookup Degrees of Freedom             21.51066
Residual Standard Error               49.56198

Smoothing Parameter: 0.8
Dependent Variable: Y

                 Fit Summary
Fit Method                             kd Tree
Blending                                Linear
Number of Observations                      25
Number of Fitting Points                     9
kd Tree Bucket Size                          3
Degree of Local Polynomials                  1
Smoothing Parameter                    0.80000
Points in Local Neighborhood                20
Residual Sum of Squares                  53326
Trace[L]                               3.07846
GCV                                  110.96674
AICC                                   9.07475
AICC1                                227.00497
Delta1                                21.59115
Delta2                                21.37400
Equivalent Number of Parameters        2.74806
Lookup Degrees of Freedom             21.81050
Residual Standard Error               49.69694


















EXST7034 - Chapter 3 examples : Toluca example
Loess Models

       Smoothing                       Dep
Obs    Parameter         Obs      X    Var           Pred       Residual        LowerCL        UpperCL
  1       0.1              1     80    399      375.50000       23.50000      293.74640      457.25360
  2       0.1              2     30    121      166.50000      -45.50000       84.74640      248.25360
  3       0.1              3     50    221      244.50000      -23.50000      162.74640      326.25360
. . .
 24       0.1             24     80    342      375.50000      -33.50000      293.74640      457.25360
 25       0.1             25     70    323      287.50000       35.50000      205.74640      369.25360
 26       0.2              1     80    399      364.33333       34.66667      300.17654      428.49013
 27       0.2              2     30    121      202.00000      -81.00000      137.84320      266.15680
 28       0.2              3     50    221      215.33333        5.66667      151.17654      279.49013
 . . .
 49       0.2             24     80    342      364.33333      -22.33333      300.17654      428.49013
 50       0.2             25     70    323      312.00000       11.00000      247.84320      376.15680
 51       0.3              1     80    399      364.33333       34.66667      301.94464      426.72203
 52       0.3              2     30    121      185.39119      -64.39119      139.14129      231.64108
 53       0.3              3     50    221      214.46246        6.53754      168.21256      260.71236
. . .
 74       0.3             24     80    342      364.33333      -22.33333      301.94464      426.72203
 75       0.3             25     70    323      312.00000       11.00000      249.61130      374.38870
 76       0.4              1     80    399      364.33333       34.66667      304.33420      424.33247
 77       0.4              2     30    121      181.31970      -60.31970      137.83003      224.80938
 78       0.4              3     50    221      214.46246        6.53754      169.98399      258.94093
. . .
 99       0.4             24     80    342      364.33333      -22.33333      304.33420      424.33247
100       0.4             25     70    323      304.84581       18.15419      261.59917      348.09245
101       0.5              1     80    399      360.04835       38.95165      326.88093      393.21577
102       0.5              2     30    121      180.61465      -59.61465      138.09368      223.13562
103       0.5              3     50    221      214.46246        6.53754      170.73529      258.18963
104       0.5              4     90    376      390.43038      -14.43038      355.30511      425.55565
105       0.5              5     70    361      304.84581       56.15419      262.32966      347.36196
106       0.5              6     60    224      255.76420      -31.76420      216.65128      294.87712
107       0.5              7    120    546      503.21276       42.78724      427.82299      578.60254
108       0.5              8     80    352      360.04835       -8.04835      326.88093      393.21577
109       0.5              9    100    353      404.93224      -51.93224      366.50549      443.35899
110       0.5             10     50    157      214.46246      -57.46246      170.73529      258.18963
111       0.5             11     40    160      203.53581      -43.53581      169.91203      237.15958
112       0.5             12     70    252      304.84581      -52.84581      262.32966      347.36196
113       0.5             13     90    389      390.43038       -1.43038      355.30511      425.55565
114       0.5             14     20    113      156.52948      -43.52948       89.98035      223.07861
115       0.5             15    110    435      452.24519      -17.24519      405.20963      499.28076
116       0.5             16    100    420      404.93224       15.06776      366.50549      443.35899
117       0.5             17     30    212      180.61465       31.38535      138.09368      223.13562
118       0.5             18     50    268      214.46246       53.53754      170.73529      258.18963
119       0.5             19     90    377      390.43038      -13.43038      355.30511      425.55565
120       0.5             20    110    421      452.24519      -31.24519      405.20963      499.28076
121       0.5             21     30    273      180.61465       92.38535      138.09368      223.13562
122       0.5             22     90    468      390.43038       77.56962      355.30511      425.55565
123       0.5             23     40    244      203.53581       40.46419      169.91203      237.15958
124       0.5             24     80    342      360.04835      -18.04835      326.88093      393.21577
125       0.5             25     70    323      304.84581       18.15419      262.32966      347.36196
126       0.6              1     80    399      354.47845       44.52155      324.28913      384.66778
127       0.6              2     30    121      178.90856      -57.90856      137.26480      220.55231
128       0.6              3     50    221      227.31067       -6.31067      194.66589      259.95546
. . .
149       0.6             24     80    342      354.47845      -12.47845      324.28913      384.66778
150       0.6             25     70    323      307.47386       15.52614      276.75071      338.19701
151       0.7              1     80    399      354.47845       44.52155      324.12383      384.83308
152       0.7              2     30    121      175.84907      -54.84907      135.04365      216.65450
153       0.7              3     50    221      235.10419      -14.10419      206.79752      263.41086
. . .
174       0.7             24     80    342      354.47845      -12.47845      324.12383      384.83308
175       0.7             25     70    323      307.47386       15.52614      276.58248      338.36524
176       0.8              1     80    399      348.82099       50.17901      321.86329      375.77869
177       0.8              2     30    121      175.84907      -54.84907      134.96590      216.73225
178       0.8              3     50    221      235.10419      -14.10419      206.74359      263.46480
. . .
199       0.8             24     80    342      348.82099       -6.82099      321.86329      375.77869
200       0.8             25     70    323      308.22776       14.77224      281.50283      334.95268