1          **************************************************************************;
2          *** Bootstrap Example                                                  ***;
3          *** Problem from Neter, Kutner, Nachtsheim & Wasserman 1996, Table 7.1 ***;
4          **************************************************************************;
5
6          OPTIONS LS=99 PS=256 NOCENTER NODATE NONUMBER;
7
8          DATA ONE; INFILE CARDS MISSOVER;
9               TITLE1 'EXST7034 - Bodyfat Example, NKNW Table 7.1';
10              LABEL X1 = 'Triceps skinfold thickness';
11              LABEL X2 = 'Thigh circumference';
12              LABEL X3 = 'Midarm circumference';
13              LABEL Y = 'Body Fat';
14            INPUT SUBJECT X1 X2 X3 Y;
15         CARDS;
NOTE: The data set WORK.ONE has 20 observations and 5 variables.
NOTE: DATA statement used:
      real time           0.11 seconds
15       !        RUN;
36         ;
37
38         *******************************************;
39         ***  Bootstrap section                 ***;
40         *******************************************;
41
42         DATA BOOTS;
43            DO Run = 1 TO 50 BY 1;
44            DO rep = 1 TO 20 BY 1;
45               get = INT(RANUNI(37746319)*20+1);
46            SET ONE POINT=get NOBS=subjects; OUTPUT;
47            END;
48            END;
49            stop;
50         RUN;
NOTE: The data set WORK.BOOTS has 1000 observations and 7 variables.
NOTE: DATA statement used:
      real time           0.05 seconds
51         proc print data=boots; run;
NOTE: There were 1000 observations read from the data set WORK.BOOTS.
NOTE: The PROCEDURE PRINT printed pages 1-4.
NOTE: PROCEDURE PRINT used:
      real time           0.04 seconds
 

 EXST7034 - Bodyfat Example, NKNW Table 7.1
 Obs    Run    rep     X1      X2      X3       Y   SUBJECT
   1      1      1    29.8    54.3    31.1    20.1        4
   2      1      2    30.7    51.9    37.0    18.7        3
   3      1      3    27.7    55.3    25.7    22.6       17
   4      1      4    19.5    43.1    29.1    11.9        1
   5      1      5    30.2    58.6    24.6    25.4       18
   6      1      6    19.5    43.1    29.1    11.9        1
   7      1      7    24.7    49.8    28.2    22.8        2
   8      1      8    27.9    52.1    30.6    25.4        8
   9      1      9    29.8    54.3    31.1    20.1        4
  10      1     10    25.6    53.9    23.7    21.7        6
  11      1     11    30.7    51.9    37.0    18.7        3
  12      1     12    27.7    55.3    25.7    22.6       17
  13      1     13    30.2    58.6    24.6    25.4       18
  14      1     14    25.5    53.5    24.8    19.3       10
  15      1     15    27.7    55.3    25.7    22.6       17
  16      1     16    29.8    54.3    31.1    20.1        4
  17      1     17    30.4    56.7    28.3    27.2       12
  18      1     18    22.7    48.2    27.1    14.8       19
  19      1     19    24.7    49.8    28.2    22.8        2
  20      1     20    24.7    49.8    28.2    22.8        2
  21      2      1    27.9    52.1    30.6    25.4        8
  22      2      2    30.4    56.7    28.3    27.2       12
  23      2      3    14.6    42.7    21.3    12.8       15
  24      2      4    31.1    56.6    30.0    25.4       11
  25      2      5    30.2    58.6    24.6    25.4       18
  26      2      6    25.2    51.0    27.5    21.1       20
  27      2      7    29.5    54.4    30.1    23.9       16
  28      2      8    30.7    51.9    37.0    18.7        3
  29      2      9    30.7    51.9    37.0    18.7        3
  30      2     10    22.7    48.2    27.1    14.8       19
  31      2     11    29.5    54.4    30.1    23.9       16
  32      2     12    22.1    49.9    23.2    21.3        9
  33      2     13    27.9    52.1    30.6    25.4        8
  34      2     14    29.5    54.4    30.1    23.9       16
  35      2     15    19.1    42.2    30.9    12.9        5
  36      2     16    27.9    52.1    30.6    25.4        8
  37      2     17    22.1    49.9    23.2    21.3        9
  38      2     18    27.9    52.1    30.6    25.4        8
  39      2     19    19.7    44.2    28.6    17.8       14
  40      2     20    31.1    56.6    30.0    25.4       11
 
 

 53         PROC SORT DATA=BOOTS; BY run rep; run;
NOTE: There were 1000 observations read from the data set WORK.BOOTS.
NOTE: The data set WORK.BOOTS has 1000 observations and 7 variables.
NOTE: PROCEDURE SORT used:
      real time           0.00 seconds
54
55         PROC REG DATA=one; TITLE2 'Ordinary Regression';
56               MODEL  Y = X1 X2 X3 / vif collin;
57         RUN;
NOTE: 20 observations read.
NOTE: 20 observations used in computations.
58
NOTE: The PROCEDURE REG printed page 5.
NOTE: PROCEDURE REG used:
      real time           0.10 seconds
 

EXST7034 - Bodyfat Example, NKNW Table 7.1
Ordinary Regression

The REG Procedure
Model: MODEL1
Dependent Variable: Y Body Fat

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     3      396.98461      132.32820      21.52    <.0001
Error                    16       98.40489        6.15031
Corrected Total          19      495.38950

Root MSE              2.47998    R-Square     0.8014
Dependent Mean       20.19500    Adj R-Sq     0.7641
Coeff Var            12.28017

Parameter Estimates                          Parameter     Standard                        Variance
Variable   Label                       DF     Estimate        Error  t Value  Pr > |t|    Inflation
Intercept  Intercept                    1    117.08469     99.78240     1.17    0.2578            0
X1         Triceps skinfold thickness   1      4.33409      3.01551     1.44    0.1699    708.84291
X2         Thigh circumference          1     -2.85685      2.58202    -1.11    0.2849    564.34339
X3         Midarm circumference         1     -2.18606      1.59550    -1.37    0.1896    104.60601

Collinearity Diagnostics
                             Condition    -----------------Proportion of Variation----------------
  Number     Eigenvalue          Index      Intercept             X1             X2             X3
       1        3.96796        1.00000     0.00000195     0.00000320     0.00000110     0.00000980
       2        0.02052       13.90482     0.00037152        0.00132     0.00003262        0.00139
       3        0.01151       18.56570     0.00059915     0.00021875     0.00032550        0.00693
       4     0.00000865      677.37207        0.99903        0.99846        0.99964        0.99167
 
 

59         PROC REG DATA=boots outest=BVALUES NOPRINT; by run;
60               TITLE2 'Bootstrap regression';
61               MODEL  Y = X1 X2 X3;
62         RUN;
NOTE: 20 observations read.
NOTE: 20 observations used in computations.
NOTE: The above message was for the following by-group:
      Run=1
NOTE: 20 observations read.
NOTE: 20 observations used in computations.
NOTE: The above message was for the following by-group:
      Run=2
NOTE: 20 observations read.
NOTE: 20 observations used in computations.
NOTE: The above message was for the following by-group:
      Run=3
. . .
NOTE: 20 observations read.
NOTE: 20 observations used in computations.
NOTE: The above message was for the following by-group:
      Run=50
NOTE: Interactivity disabled with BY processing.
NOTE: PROCEDURE REG used:
      real time           0.04 seconds
NOTE: The data set WORK.BVALUES has 50 observations and 10 variables.
 63         proc sort data=BVALUES; by x1 x2 x3; run;
NOTE: There were 50 observations read from the data set WORK.BVALUES.
NOTE: The data set WORK.BVALUES has 50 observations and 10 variables.
NOTE: PROCEDURE SORT used:
      real time           0.00 seconds
64         proc print data=BVALUES; run;
NOTE: There were 50 observations read from the data set WORK.BVALUES.
NOTE: The PROCEDURE PRINT printed page 6.
NOTE: PROCEDURE PRINT used:
      real time           0.00 seconds
 
 

EXST7034 - Bodyfat Example, NKNW Table 7.1
Bootstrap regression

Obs   Run   _MODEL_   _TYPE_   _DEPVAR_    _RMSE_   Intercept         X1      X2         X3       Y
  1    45   MODEL1    PARMS       Y       2.02826     -86.069    -2.2746    2.69354    0.96798   -1
  2     3   MODEL1    PARMS       Y       2.57250     -93.869    -1.8845    2.47138    1.27658   -1
  3    11   MODEL1    PARMS       Y       2.55378     -83.508    -1.6238    2.18801    1.20208   -1
  4     6   MODEL1    PARMS       Y       2.58466     -68.778    -1.3964    2.00652    0.75932   -1
  5    50   MODEL1    PARMS       Y       2.47264     -69.455    -1.1752    1.73600    1.12700   -1
  6    38   MODEL1    PARMS       Y       2.29334     -37.944    -0.5274    1.30906    0.17175   -1
  7    49   MODEL1    PARMS       Y       2.17482     -54.870    -0.4746    1.36310    0.62290   -1
  8    29   MODEL1    PARMS       Y       1.71841     -10.626     0.2922    0.60947   -0.29663   -1
  9    44   MODEL1    PARMS       Y       2.40471       6.600     1.2401   -0.17689   -0.28207   -1
 10    35   MODEL1    PARMS       Y       1.84837      26.990     1.4657   -0.37080   -0.89895   -1
 11    32   MODEL1    PARMS       Y       2.70628      24.093     1.4936   -0.42727   -0.69926   -1
 12    16   MODEL1    PARMS       Y       2.42875      28.031     1.6422   -0.64958   -0.58204   -1
 13    40   MODEL1    PARMS       Y       2.10121      38.661     1.7080   -0.64762   -1.02238   -1
 14    17   MODEL1    PARMS       Y       2.84546      40.393     2.0076   -0.88047   -0.95489   -1
 15    15   MODEL1    PARMS       Y       2.31671      45.586     2.1730   -0.95736   -1.12663   -1
 16    27   MODEL1    PARMS       Y       1.88707      58.810     2.4313   -1.25808   -1.28893   -1
 17    47   MODEL1    PARMS       Y       2.10667      39.182     2.4336   -1.15205   -0.77021   -1
 18    46   MODEL1    PARMS       Y       2.19939      53.957     2.5141   -1.38110   -0.95129   -1
 19    28   MODEL1    PARMS       Y       1.93668      69.801     2.9387   -1.71871   -1.29085   -1
 20    23   MODEL1    PARMS       Y       2.42737      81.924     3.2264   -1.90584   -1.67519   -1
 21    48   MODEL1    PARMS       Y       2.41676      91.942     3.7038   -2.24583   -1.83223   -1
 22    18   MODEL1    PARMS       Y       2.10993     102.046     3.7187   -2.41609   -1.88916   -1
 23    25   MODEL1    PARMS       Y       2.15277      98.314     3.7342   -2.31042   -1.98330   -1
 24     7   MODEL1    PARMS       Y       1.85771      92.992     3.7852   -2.28726   -1.87444   -1
 25    13   MODEL1    PARMS       Y       2.32050     127.377     4.6226   -3.36044   -1.85601   -1
 26    26   MODEL1    PARMS       Y       2.37111     133.914     4.7175   -3.18471   -2.52731   -1
 27    22   MODEL1    PARMS       Y       1.94202     131.030     4.9349   -3.16099   -2.71435   -1
 28    14   MODEL1    PARMS       Y       1.95453     130.200     4.9617   -3.21599   -2.60675   -1
 29    36   MODEL1    PARMS       Y       2.29776     138.831     5.1255   -3.47801   -2.55601   -1
 30     8   MODEL1    PARMS       Y       1.98470     147.198     5.1976   -3.59410   -2.71967   -1
 31    39   MODEL1    PARMS       Y       2.58372     150.196     5.2636   -3.72834   -2.61851   -1
 32    33   MODEL1    PARMS       Y       2.20953     146.101     5.3011   -3.71116   -2.51520   -1
 33    19   MODEL1    PARMS       Y       1.77352     149.207     5.4396   -3.68593   -2.84126   -1
 34    42   MODEL1    PARMS       Y       2.30561     157.401     5.9257   -4.02984   -2.93899   -1
 35     9   MODEL1    PARMS       Y       1.85783     175.036     6.0075   -4.30338   -3.13580   -1
 36    31   MODEL1    PARMS       Y       2.41120     172.321     6.1022   -4.24178   -3.21940   -1
 37    21   MODEL1    PARMS       Y       2.11778     178.011     6.2960   -4.51068   -3.11575   -1
 38    41   MODEL1    PARMS       Y       2.28227     179.042     6.3081   -4.46844   -3.26730   -1
 39    37   MODEL1    PARMS       Y       2.10368     190.881     6.6623   -4.73044   -3.51688   -1
 40     4   MODEL1    PARMS       Y       1.84715     188.573     6.8525   -4.76859   -3.59560   -1
 41    34   MODEL1    PARMS       Y       1.24266     218.639     7.0207   -5.52998   -3.33280   -1
 42    43   MODEL1    PARMS       Y       2.32869     203.406     7.0778   -5.18465   -3.52981   -1
 43     2   MODEL1    PARMS       Y       2.14797     223.911     7.3580   -5.54262   -3.81904   -1
 44    30   MODEL1    PARMS       Y       1.67673     245.073     7.9449   -6.14498   -3.99649   -1
 45    12   MODEL1    PARMS       Y       2.29412     254.024     8.3006   -6.38929   -4.20551   -1
 46    24   MODEL1    PARMS       Y       2.08328     249.820     8.8414   -6.41505   -4.57029   -1
 47     1   MODEL1    PARMS       Y       2.25141     279.694     9.5525   -7.13374   -4.97738   -1
 48    20   MODEL1    PARMS       Y       2.52198     315.426     9.9770   -7.97082   -5.07632   -1
 49     5   MODEL1    PARMS       Y       1.97195     303.961    10.1455   -7.67782   -5.34358   -1
 50    10   MODEL1    PARMS       Y       1.83336     365.081    12.0749   -9.32553   -6.28819   -1
 

 65         proc univariate data=bvalues plot normal; var x1 x2 x3; run;
NOTE: The PROCEDURE UNIVARIATE printed pages 7-9.
NOTE: PROCEDURE UNIVARIATE used:
      real time           0.00 seconds
 

EXST7034 - Bodyfat Example, NKNW Table 7.1
Bootstrap regression

The UNIVARIATE Procedure
Variable:  X1  (Triceps skinfold thickness)

                            Moments
N                          50    Sum Weights                 50
Mean               4.18327267    Sum Observations    209.163634
Std Deviation      3.40267416    Variance            11.5781914
Skewness           0.01136057    Kurtosis             -0.437222
Uncorrected SS     1442.31989    Corrected SS        567.331379
Coeff Variation    81.3400039    Std Error Mean      0.48121079

              Basic Statistical Measures
    Location                    Variability
Mean     4.183273     Std Deviation            3.40267
Median   4.670047     Variance                11.57819
Mode      .           Range                   14.34952
                      Interquartile Range      4.60007

           Tests for Location: Mu0=0
Test           -Statistic-    -----p Value------
Student's t    t  8.693223    Pr > |t|    <.0001
Sign           M        18    Pr >= |M|   <.0001
Signed Rank    S     586.5    Pr >= |S|   <.0001

                   Tests for Normality
Test                  --Statistic---    -----p Value------
Shapiro-Wilk          W     0.984593    Pr < W      0.7540
Kolmogorov-Smirnov    D      0.07136    Pr > D     >0.1500
Cramer-von Mises      W-Sq  0.029461    Pr > W-Sq  >0.2500
Anderson-Darling      A-Sq  0.206462    Pr > A-Sq  >0.2500

Quantiles (Definition 5)
Quantile        Estimate
100% Max       12.074908
99%            12.074908
95%             9.977006  <== 95th percentile used in calculating confidence intervals
90%             8.571038
75% Q3          6.308094
50% Median      4.670047
25% Q1          1.708026
10%            -0.851315
5%             -1.623760  <== 5th percentile used in calculating confidence intervals
1%             -2.274612
0% Min         -2.274612

            Extreme Observations
------Lowest-----        ------Highest-----
   Value      Obs            Value      Obs
-2.27461        1          8.84144       46
-1.88453        2          9.55255       47
-1.62376        3          9.97701       48
-1.39637        4         10.14549       49
-1.17521        5         12.07491       50

    Stem Leaf                     #  Boxplot
     12 1                        1     |
     11                                |
     10 01                       2     |
      9 6                        1     |
      8 38                       2     |
      7 0149                     4     |
      6 013379                   6  +-----+
      5 0123349                  7  |     |
      4 679                      3  *--+--*
      3 27778                    5  |     |
      2 024459                   6  |     |
      1 25567                    5  +-----+
      0 3                        1     |
     -0 55                       2     |
     -1 9642                     4     |
     -2 3                        1     |
        ----+----+----+----+

                       Normal Probability Plot
    12.5+                                               *+++
        |                                              ++
        |                                           *++
     9.5+                                        **+
        |                                     **+
        |                                  ***
     6.5+                              ****
        |                           ***+
        |                         **+
     3.5+                      ***
        |                   ****
        |                ***
     0.5+             ++*
        |          +++**
        |       *+** *
    -2.5+   *+++
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2
 
 
 
 
 

EXST7034 - Bodyfat Example, NKNW Table 7.1
Bootstrap regression

The UNIVARIATE Procedure
Variable:  X2  (Thigh circumference)

                            Moments
N                          50    Sum Weights                 50
Mean               -2.7179113    Sum Observations    -135.89557
Std Deviation       2.8926404    Variance            8.36736846
Skewness            -0.019163    Kurtosis            -0.4632498
Uncorrected SS     779.353152    Corrected SS        410.001054
Coeff Variation     -106.4288    Std Error Mean      0.40908113

              Basic Statistical Measures
    Location                    Variability
Mean     -2.71791     Std Deviation            2.89264
Median   -3.17285     Variance                 8.36737
Mode       .          Range                   12.01907
                      Interquartile Range      3.86110

            Tests for Location: Mu0=0
Test           -Statistic-    -----p Value------
Student's t    t  -6.64394    Pr > |t|    <.0001
Sign           M       -17    Pr >= |M|   <.0001
Signed Rank    S    -513.5    Pr >= |S|   <.0001

                   Tests for Normality
Test                  --Statistic---    -----p Value------
Shapiro-Wilk          W     0.984508    Pr < W      0.7503
Kolmogorov-Smirnov    D      0.08087    Pr > D     >0.1500
Cramer-von Mises      W-Sq  0.026751    Pr > W-Sq  >0.2500
Anderson-Darling      A-Sq  0.194131    Pr > A-Sq  >0.2500

Quantiles (Definition 5)
Quantile       Estimate
100% Max       2.693542
99%            2.693542
95%            2.188008  <== 95th percentile used in calculating confidence intervals
90%            1.549550
75% Q3        -0.649579
50% Median    -3.172851
25% Q1        -4.510678
10%           -6.402169
5%            -7.677820  <== 5th percentile used in calculating confidence intervals
1%            -9.325527
0% Min        -9.325527

           Extreme Observations
------Lowest-----        -----Highest-----
   Value      Obs           Value      Obs
-9.32553       50         1.73600        5
-7.97082       48         2.00652        4
-7.67782       49         2.18801        3
-7.13374       47         2.47138        2
-6.41505       46         2.69354        1

   Stem Leaf                     #  Boxplot
      2 0257                     4     |
      1 347                      3     |
      0 6                        1     |
     -0 966442                   6  +-----+
     -1 974320                   6  |     |
     -2 4332                     4  |  +  |
     -3 777654222                9  *-----*
     -4 8755320                  7  +-----+
     -5 552                      3     |
     -6 441                      3     |
     -7 71                       2     |
     -8 0                        1     |
     -9 3                        1     |
        ----+----+----+----+

                       Normal Probability Plot
     2.5+                                        **+*+  *
        |                                    ***+++
        |                                   *++
        |                               ****
        |                            ***
        |                         +**
    -3.5+                     *****
        |                 *****
        |              +**+
        |           +***
        |       *+**
        |    +++
    -9.5++++*
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2
 EXST7034 - Bodyfat Example, NKNW Table 7.1
Bootstrap regression

The UNIVARIATE Procedure
Variable:  X3  (Midarm circumference)
                            Moments
N                          50    Sum Weights                 50
Mean               -2.0835004    Sum Observations    -104.17502
Std Deviation      1.81430845    Variance            3.29171514
Skewness           0.00238801    Kurtosis            -0.4188596
Uncorrected SS     378.342743    Corrected SS        161.294042
Coeff Variation    -87.079821    Std Error Mean      0.25658196

              Basic Statistical Measures
    Location                    Variability
Mean     -2.08350     Std Deviation            1.81431
Median   -2.24925     Variance                 3.29172
Mode       .          Range                    7.56477
                      Interquartile Range      2.36835

           Tests for Location: Mu0=0
Test           -Statistic-    -----p Value------
Student's t    t  -8.12021    Pr > |t|    <.0001
Sign           M       -18    Pr >= |M|   <.0001
Signed Rank    S    -564.5    Pr >= |S|   <.0001

                   Tests for Normality
Test                  --Statistic---    -----p Value------

Shapiro-Wilk          W     0.982552    Pr < W      0.6634
Kolmogorov-Smirnov    D     0.094037    Pr > D     >0.1500
Cramer-von Mises      W-Sq   0.03496    Pr > W-Sq  >0.2500
Anderson-Darling      A-Sq  0.235474    Pr > A-Sq  >0.2500

Quantiles (Definition 5)
Quantile       Estimate
100% Max       1.276578
99%            1.276578
95%            1.127003  <== 95th percentile used in calculating confidence intervals
90%            0.691110
75% Q3        -0.898947
50% Median    -2.249251
25% Q1        -3.267301
10%           -4.387901
5%            -5.076321  <== 5th percentile used in calculating confidence intervals
1%            -6.288195
0% Min        -6.288195

            Extreme Observations
------Lowest-----        ------Highest-----
   Value      Obs            Value      Obs
-6.28819       50         0.759323        4
-5.34358       49         0.967975        1
-5.07632       48         1.127003        5
-4.97738       47         1.202083        3
-4.57029       46         1.276578        2

    Stem Leaf                     #  Boxplot
      1 0123                     4     |
      0 68                       2     |
      0 2                        1     |
     -0 33                       2     |
     -0 9876                     4  +-----+
     -1 331000                   6  |     |
     -1 99987                    5  |     |
     -2 0                        1  *--+--*
     -2 987766655                9  |     |
     -3 33211                    5  +-----+
     -3 8655                     4     |
     -4 20                       2     |
     -4 6                        1     |
     -5 310                      3     |
     -5                                |
     -6 3                        1     |
        ----+----+----+----+
 

                       Normal Probability Plot
    1.25+                                         *+*+  *
        |                                     ** *+
        |                                    *+++
   -0.25+                                  **+
        |                               ****
        |                            ***
   -1.75+                         ****
        |                       +++
        |                    +*****
   -3.25+                  ***
        |              ****
        |            +*+
   -4.75+         +*+*
        |       *+*
        |    +++
   -6.25+ ++*
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2
 
 
 

68         *******************************************;
69         ***  Ridge Regression section           ***;
70         *******************************************;
71
72         PROC REG DATA=ONE outest=ridge1 outvif; TITLE2 'Ridge Regression';
73               MODEL  Y = X1 X2 X3 / ridge= 0.00 to 0.10 by 0.005;
74               output out=next1 r=e p=yhat;
75         RUN;

NOTE: 20 observations read.
NOTE: 20 observations used in computations.
NOTE: The data set WORK.RIDGE1 has 43 observations and 11 variables.
NOTE: The data set WORK.NEXT1 has 20 observations and 7 variables.
NOTE: The PROCEDURE REG printed page 10.
NOTE: PROCEDURE REG used:
      real time           0.05 seconds
76         proc print data=ridge1; run;
NOTE: There were 43 observations read from the data set WORK.RIDGE1.
NOTE: The PROCEDURE PRINT printed page 11.
NOTE: PROCEDURE PRINT used:
      real time           0.00 seconds
 

 EXST7034 - Bodyfat Example, NKNW Table 7.1
Ridge Regression

The REG Procedure
Model: MODEL1
Dependent Variable: Y Body Fat

Analysis of Variance
                                    Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     3      396.98461      132.32820      21.52    <.0001
Error                    16       98.40489        6.15031
Corrected Total          19      495.38950

Root MSE              2.47998    R-Square     0.8014
Dependent Mean       20.19500    Adj R-Sq     0.7641
Coeff Var            12.28017

Parameter Estimates
                                                   Parameter       Standard
Variable     Label                         DF       Estimate          Error    t Value    Pr > |t|
Intercept    Intercept                      1      117.08469       99.78240       1.17      0.2578
X1           Triceps skinfold thickness     1        4.33409        3.01551       1.44      0.1699
X2           Thigh circumference            1       -2.85685        2.58202      -1.11      0.2849
X3           Midarm circumference           1       -2.18606        1.59550      -1.37      0.1896
 
 

78         data ridgeK ridgeV; set ridge1;
79            if _type_ eq 'PARMS' then delete;
80            if _type_ eq 'RIDGE' then output ridgeK;
81            if _type_ eq 'RIDGEVIF' then output ridgeV;
82         run;
NOTE: There were 43 observations read from the data set WORK.RIDGE1.
NOTE: The data set WORK.RIDGEK has 21 observations and 11 variables.
NOTE: The data set WORK.RIDGEV has 21 observations and 11 variables.
NOTE: DATA statement used:
      real time           0.04 seconds
 

EXST7034 - Bodyfat Example, NKNW Table 7.1
Ridge Regression

Obs _MODEL_ _TYPE_   _DEPVAR_ _RIDGE_ _PCOMIT_  _RMSE_ Intercept      X1       X2       X3  Y
  1 MODEL1  PARMS       Y       .         .    2.47998   117.085   4.334   -2.857   -2.186 -1
  2 MODEL1  RIDGEVIF    Y      0.000      .     .           .    708.843  564.343  104.606 -1
  3 MODEL1  RIDGE       Y      0.000      .    2.47998   117.085   4.334   -2.857   -2.186 -1
  4 MODEL1  RIDGEVIF    Y      0.005      .     .           .     11.643    9.476    2.580 -1
  5 MODEL1  RIDGE       Y      0.005      .    2.57755     4.268   0.918    0.065   -0.385 -1
  6 MODEL1  RIDGEVIF    Y      0.010      .     .           .      3.486    2.981    1.377 -1
  7 MODEL1  RIDGE       Y      0.010      .    2.59104    -3.312   0.685    0.262   -0.262 -1
  8 MODEL1  RIDGEVIF    Y      0.015      .     .           .      1.745    1.594    1.113 -1
  9 MODEL1  RIDGE       Y      0.015      .    2.59630    -6.029   0.600    0.332   -0.216 -1
 10 MODEL1  RIDGEVIF    Y      0.020      .     .           .      1.103    1.081    1.011 -1
 11 MODEL1  RIDGE       Y      0.020      .    2.59924    -7.403   0.555    0.368   -0.192 -1
 12 MODEL1  RIDGEVIF    Y      0.025      .     .           .      0.796    0.834    0.957 -1
 13 MODEL1  RIDGE       Y      0.025      .    2.60122    -8.218   0.528    0.389   -0.176 -1
 14 MODEL1  RIDGEVIF    Y      0.030      .     .           .      0.626    0.697    0.923 -1
 15 MODEL1  RIDGE       Y      0.030      .    2.60276    -8.746   0.509    0.403   -0.165 -1
 16 MODEL1  RIDGEVIF    Y      0.035      .     .           .      0.521    0.612    0.900 -1
 17 MODEL1  RIDGE       Y      0.035      .    2.60405    -9.107   0.495    0.413   -0.157 -1
 18 MODEL1  RIDGEVIF    Y      0.040      .     .           .      0.453    0.555    0.881 -1
 19 MODEL1  RIDGE       Y      0.040      .    2.60522    -9.364   0.484    0.420   -0.151 -1
 20 MODEL1  RIDGEVIF    Y      0.045      .     .           .      0.405    0.515    0.866 -1
 21 MODEL1  RIDGE       Y      0.045      .    2.60632    -9.550   0.475    0.425   -0.145 -1
 22 MODEL1  RIDGEVIF    Y      0.050      .     .           .      0.370    0.486    0.853 -1
 23 MODEL1  RIDGE       Y      0.050      .    2.60740    -9.687   0.468    0.428   -0.141 -1
 24 MODEL1  RIDGEVIF    Y      0.055      .     .           .      0.344    0.463    0.841 -1
 25 MODEL1  RIDGE       Y      0.055      .    2.60847    -9.788   0.462    0.431   -0.137 -1
 26 MODEL1  RIDGEVIF    Y      0.060      .     .           .      0.324    0.445    0.831 -1
 27 MODEL1  RIDGE       Y      0.060      .    2.60956    -9.862   0.457    0.433   -0.133 -1
 28 MODEL1  RIDGEVIF    Y      0.065      .     .           .      0.308    0.431    0.821 -1
 29 MODEL1  RIDGE       Y      0.065      .    2.61066    -9.915   0.452    0.435   -0.130 -1
 30 MODEL1  RIDGEVIF    Y      0.070      .     .           .      0.296    0.419    0.811 -1
 31 MODEL1  RIDGE       Y      0.070      .    2.61180    -9.951   0.448    0.436   -0.127 -1
 32 MODEL1  RIDGEVIF    Y      0.075      .     .           .      0.285    0.409    0.802 -1
 33 MODEL1  RIDGE       Y      0.075      .    2.61297    -9.974   0.445    0.437   -0.125 -1
 34 MODEL1  RIDGEVIF    Y      0.080      .     .           .      0.276    0.400    0.793 -1
 35 MODEL1  RIDGE       Y      0.080      .    2.61418    -9.987   0.441    0.438   -0.122 -1
 36 MODEL1  RIDGEVIF    Y      0.085      .     .           .      0.269    0.392    0.785 -1
 37 MODEL1  RIDGE       Y      0.085      .    2.61542    -9.991   0.438    0.438   -0.120 -1
 38 MODEL1  RIDGEVIF    Y      0.090      .     .           .      0.262    0.385    0.777 -1
 39 MODEL1  RIDGE       Y      0.090      .    2.61671    -9.987   0.435    0.438   -0.118 -1
 40 MODEL1  RIDGEVIF    Y      0.095      .     .           .      0.257    0.379    0.769 -1
 41 MODEL1  RIDGE       Y      0.095      .    2.61804    -9.978   0.433    0.438   -0.116 -1
 42 MODEL1  RIDGEVIF    Y      0.100      .     .           .      0.252    0.373    0.761 -1
 43 MODEL1  RIDGE       Y      0.100      .    2.61942    -9.963   0.430    0.438   -0.114 -1

83         data ridgev; set ridgev; vx1=x1; vx2=x2; vx3=x3;
84             drop x1 x2 x3;
85         run;
NOTE: There were 21 observations read from the data set WORK.RIDGEV.
NOTE: The data set WORK.RIDGEV has 21 observations and 11 variables.
NOTE: DATA statement used:
      real time           0.05 seconds
86         data combo; merge ridgek ridgev; by _ridge_; run;
NOTE: There were 21 observations read from the data set WORK.RIDGEK.
NOTE: There were 21 observations read from the data set WORK.RIDGEV.
NOTE: The data set WORK.COMBO has 21 observations and 14 variables.
NOTE: DATA statement used:
      real time           0.00 seconds
87         proc print data=combo; run;
NOTE: There were 21 observations read from the data set WORK.COMBO.
NOTE: The PROCEDURE PRINT printed page 12.
NOTE: PROCEDURE PRINT used:
      real time           0.00 seconds

EXST7034 - Bodyfat Example, NKNW Table 7.1
Ridge Regression
                                      I
                      _         _     n
      _               D    _    P     t
      M        _      E    R    C  _  e
      O        T      P    I    O  R  r
      D        Y      V    D    M  M  c
 O    E        P      A    G    I  S  e                                         v        v        v
 b    L        E      R    E    T  E  p     X         X         X               x        x        x
 s    _        _      _    _    _  _  t     1         2         3      Y        1        2        3
 1  MODEL1  RIDGEVIF  Y  0.000  .  .  .  4.33409  -2.85685  -2.18606  -1  708.843  564.343  104.606
 2  MODEL1  RIDGEVIF  Y  0.005  .  .  .  0.91772   0.06535  -0.38521  -1   11.643    9.476    2.580
 3  MODEL1  RIDGEVIF  Y  0.010  .  .  .  0.68530   0.26183  -0.26185  -1    3.486    2.981    1.377
 4  MODEL1  RIDGEVIF  Y  0.015  .  .  .  0.60000   0.33238  -0.21602  -1    1.745    1.594    1.113
 5  MODEL1  RIDGEVIF  Y  0.020  .  .  .  0.55535   0.36814  -0.19163  -1    1.103    1.081    1.011
 6  MODEL1  RIDGEVIF  Y  0.025  .  .  .  0.52766   0.38942  -0.17618  -1    0.796    0.834    0.957
 7  MODEL1  RIDGEVIF  Y  0.030  .  .  .  0.50864   0.40327  -0.16531  -1    0.626    0.697    0.923
 8  MODEL1  RIDGEVIF  Y  0.035  .  .  .  0.49466   0.41283  -0.15712  -1    0.521    0.612    0.900
 9  MODEL1  RIDGEVIF  Y  0.040  .  .  .  0.48386   0.41968  -0.15062  -1    0.453    0.555    0.881
10  MODEL1  RIDGEVIF  Y  0.045  .  .  .  0.47521   0.42471  -0.14526  -1    0.405    0.515    0.866
11  MODEL1  RIDGEVIF  Y  0.050  .  .  .  0.46806   0.42847  -0.14072  -1    0.370    0.486    0.853
12  MODEL1  RIDGEVIF  Y  0.055  .  .  .  0.46202   0.43129  -0.13676  -1    0.344    0.463    0.841
13  MODEL1  RIDGEVIF  Y  0.060  .  .  .  0.45681   0.43342  -0.13327  -1    0.324    0.445    0.831
14  MODEL1  RIDGEVIF  Y  0.065  .  .  .  0.45225   0.43501  -0.13012  -1    0.308    0.431    0.821
15  MODEL1  RIDGEVIF  Y  0.070  .  .  .  0.44819   0.43618  -0.12726  -1    0.296    0.419    0.811
16  MODEL1  RIDGEVIF  Y  0.075  .  .  .  0.44455   0.43701  -0.12462  -1    0.285    0.409    0.802
17  MODEL1  RIDGEVIF  Y  0.080  .  .  .  0.44124   0.43757  -0.12217  -1    0.276    0.400    0.793
18  MODEL1  RIDGEVIF  Y  0.085  .  .  .  0.43820   0.43791  -0.11988  -1    0.269    0.392    0.785
19  MODEL1  RIDGEVIF  Y  0.090  .  .  .  0.43539   0.43807  -0.11773  -1    0.262    0.385    0.777
20  MODEL1  RIDGEVIF  Y  0.095  .  .  .  0.43278   0.43807  -0.11569  -1    0.257    0.379    0.769
21  MODEL1  RIDGEVIF  Y  0.100  .  .  .  0.43034   0.43795  -0.11375  -1    0.252    0.373    0.761
 

89         OPTIONS LS=99 PS=56;
90         proc plot data=combo; title1 'Plot of Ridge trace';
91           plot x1*_ridge_='1' x2*_ridge_='2' x3*_ridge_='3' / vref=0 overlay;
92         run;
NOTE: There were 21 observations read from the data set WORK.COMBO.
NOTE: The PROCEDURE PLOT printed page 13.
NOTE: PROCEDURE PLOT used:
      real time           0.04 seconds

95         proc plot data=combo; title1 'Plot of Ridge VIF values';
96           plot Vx1*_ridge_='1' Vx2*_ridge_='2' Vx3*_ridge_='3' / overlay;
97         run;
NOTE: There were 21 observations read from the data set WORK.COMBO.
NOTE: The PROCEDURE PLOT printed page 14.
NOTE: PROCEDURE PLOT used:
      real time           0.00 seconds


 
 

99         proc plot data=next1; plot e*yhat / vref=0; run;
100        OPTIONS LS=99 PS=256;
NOTE: There were 20 observations read from the data set WORK.NEXT1.
NOTE: The PROCEDURE PLOT printed page 15.
NOTE: PROCEDURE PLOT used:
      real time           0.00 seconds

Residual plot
                        Plot of e*yhat.  Legend: A = 1 obs, B = 2 obs, etc.
   5 +
     |
     |
     |
     |                   A
   4 +
     |
     |
     |
     |                                                              A
   3 +
     |
     |                                                    A
     |
     |                                                                            A
   2 +
     |                                                 A
     |
     |                                                                                A
R    |          A
e  1 +          A
s    |                                                                          A
i    |                                                     A
d    |
u    |                                                                      A
a  0 +---------------------------------------------------------------------------------------------
l    |
     |                                                                  A
     |                                                              A
     |
  -1 +
     |                                                      A
     |                                                                                     A
     |
     |
  -2 +
     |                                                        A
     |
     |
     |
  -3 +                         A                                         A
     |
     |                          A
     |
     |                                            A
  -4 +
     --+---------+---------+---------+---------+---------+---------+---------+---------+---------+-
      10        12        14        16        18        20        22        24        26        28
                                          Predicted Value of Y
 
 
 
 

101        proc univariate data=next1 normal plot; var e; run;
NOTE: The PROCEDURE UNIVARIATE printed page 16.
NOTE: PROCEDURE UNIVARIATE used:
      real time           0.00 seconds
 

Proc univariate of residuals
The UNIVARIATE Procedure
Variable:  e  (Residual)

                            Moments
N                          20    Sum Weights                 20
Mean                        0    Sum Observations             0
Std Deviation       2.2757866    Variance            5.17920464
Skewness           -0.0920396    Kurtosis            -0.9101278
Uncorrected SS     98.4048882    Corrected SS        98.4048882
Coeff Variation             .    Std Error Mean      0.50888135

              Basic Statistical Measures
    Location                    Variability
Mean     0.000000     Std Deviation            2.27579
Median   0.392310     Variance                 5.17920
Mode      .           Range                    7.85397
                      Interquartile Range      3.38172

           Tests for Location: Mu0=0
Test           -Statistic-    -----p Value------
Student's t    t         0    Pr > |t|    1.0000
Sign           M         1    Pr >= |M|   0.8238
Signed Rank    S         1    Pr >= |S|   0.9854

                   Tests for Normality
Test                  --Statistic---    -----p Value------
Shapiro-Wilk          W     0.966027    Pr < W      0.6698
Kolmogorov-Smirnov    D     0.106019    Pr > D     >0.1500
Cramer-von Mises      W-Sq  0.034763    Pr > W-Sq  >0.2500
Anderson-Darling      A-Sq  0.241832    Pr > A-Sq  >0.2500

Quantiles (Definition 5)
Quantile      Estimate
100% Max       4.12769
99%            4.12769
95%            3.62853
90%            2.85526
75% Q3         1.54543
50% Median     0.39231
25% Q1        -1.83629
10%           -3.16836
5%            -3.51784
1%            -3.72628
0% Min        -3.72628

           Extreme Observations
------Lowest-----        -----Highest-----
   Value      Obs           Value      Obs
-3.72628       19         1.70518        9
-3.30940       13         2.20769       12
-3.02732        4         2.58116        2
-2.95499        1         3.12936        8
-2.28668        3         4.12769       14

   Stem Leaf                     #  Boxplot
      4 1                        1     |
      3 1                        1     |
      2 26                       2     |
      1 0147                     4  +-----+
      0 268                      3  *--+--*
     -0 54                       2  |     |
     -1 42                       2  +-----+
     -2 3                        1     |
     -3 7300                     4     |
        ----+----+----+----+
 

                       Normal Probability Plot
     4.5+                                           +*++
        |                                       *+++
        |                                  *+*++
        |                             *+**+
     0.5+                        *+***+
        |                     +**+
        |                 ++*+*
        |            ++++* *
    -3.5+      * +++*  *
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2
 
 
 

Original fit of the bodyfat example
Parameter Estimates                          Parameter     Standard                        Variance
Variable   Label                       DF     Estimate        Error  t Value  Pr > |t|    Inflation
Intercept  Intercept                    1    117.08469     99.78240     1.17    0.2578            0
X1         Triceps skinfold thickness   1      4.33409      3.01551     1.44    0.1699    708.84291
X2         Thigh circumference          1     -2.85685      2.58202    -1.11    0.2849    564.34339
X3         Midarm circumference         1     -2.18606      1.59550    -1.37    0.1896    104.60601

Results from Bootstrap for the bodyfat example.  The bootstrap technique is not usually considered a way of addressing multicollinearity because it does not address fluctuations in the regression coefficients.  It is used here only to demonstrate the stabilizing effect on the variance.

Variable:  X1  (Triceps skinfold thickness)
                            Moments
N                          50    Sum Weights                 50
Mean               4.18327267    Sum Observations    209.163634
Std Deviation      3.40267416    Variance            11.5781914
Uncorrected SS     1442.31989    Corrected SS        567.331379
Coeff Variation    81.3400039    Std Error Mean      0.48121079

Variable:  X2  (Thigh circumference)
                            Moments
N                          50    Sum Weights                 50
Mean               -2.7179113    Sum Observations    -135.89557
Std Deviation       2.8926404    Variance            8.36736846
Uncorrected SS     779.353152    Corrected SS        410.001054
Coeff Variation     -106.4288    Std Error Mean      0.40908113

Variable:  X3  (Midarm circumference)
                            Moments
N                          50    Sum Weights                 50
Mean               -2.0835004    Sum Observations    -104.17502
Std Deviation      1.81430845    Variance            3.29171514
Uncorrected SS     378.342743    Corrected SS        161.294042
Coeff Variation    -87.079821    Std Error Mean      0.25658196

Results from Ridge regression for the bodyfat example Compare changes in the regression coefficients and the VIF values to the original regression above.
                                      I
                      _         _     n
      _               D    _    P     t
      M        _      E    R    C  _  e
      O        T      P    I    O  R  r
      D        Y      V    D    M  M  c
 O    E        P      A    G    I  S  e                                         v        v        v
 b    L        E      R    E    T  E  p     X         X         X               x        x        x
 s    _        _      _    _    _  _  t     1         2         3      Y        1        2        3
 1  MODEL1  RIDGEVIF  Y  0.000  .  .  .  4.33409  -2.85685  -2.18606  -1  708.843  564.343  104.606
 2  MODEL1  RIDGEVIF  Y  0.005  .  .  .  0.91772   0.06535  -0.38521  -1   11.643    9.476    2.580
 3  MODEL1  RIDGEVIF  Y  0.010  .  .  .  0.68530   0.26183  -0.26185  -1    3.486    2.981    1.377
 4  MODEL1  RIDGEVIF  Y  0.015  .  .  .  0.60000   0.33238  -0.21602  -1    1.745    1.594    1.113
 5  MODEL1  RIDGEVIF  Y  0.020  .  .  .  0.55535   0.36814  -0.19163  -1    1.103    1.081    1.011
 6  MODEL1  RIDGEVIF  Y  0.025  .  .  .  0.52766   0.38942  -0.17618  -1    0.796    0.834    0.957
 7  MODEL1  RIDGEVIF  Y  0.030  .  .  .  0.50864   0.40327  -0.16531  -1    0.626    0.697    0.923
 8  MODEL1  RIDGEVIF  Y  0.035  .  .  .  0.49466   0.41283  -0.15712  -1    0.521    0.612    0.900
 9  MODEL1  RIDGEVIF  Y  0.040  .  .  .  0.48386   0.41968  -0.15062  -1    0.453    0.555    0.881
10  MODEL1  RIDGEVIF  Y  0.045  .  .  .  0.47521   0.42471  -0.14526  -1    0.405    0.515    0.866
11  MODEL1  RIDGEVIF  Y  0.050  .  .  .  0.46806   0.42847  -0.14072  -1    0.370    0.486    0.853
12  MODEL1  RIDGEVIF  Y  0.055  .  .  .  0.46202   0.43129  -0.13676  -1    0.344    0.463    0.841
13  MODEL1  RIDGEVIF  Y  0.060  .  .  .  0.45681   0.43342  -0.13327  -1    0.324    0.445    0.831
14  MODEL1  RIDGEVIF  Y  0.065  .  .  .  0.45225   0.43501  -0.13012  -1    0.308    0.431    0.821
15  MODEL1  RIDGEVIF  Y  0.070  .  .  .  0.44819   0.43618  -0.12726  -1    0.296    0.419    0.811
16  MODEL1  RIDGEVIF  Y  0.075  .  .  .  0.44455   0.43701  -0.12462  -1    0.285    0.409    0.802
17  MODEL1  RIDGEVIF  Y  0.080  .  .  .  0.44124   0.43757  -0.12217  -1    0.276    0.400    0.793
18  MODEL1  RIDGEVIF  Y  0.085  .  .  .  0.43820   0.43791  -0.11988  -1    0.269    0.392    0.785
19  MODEL1  RIDGEVIF  Y  0.090  .  .  .  0.43539   0.43807  -0.11773  -1    0.262    0.385    0.777
20  MODEL1  RIDGEVIF  Y  0.095  .  .  .  0.43278   0.43807  -0.11569  -1    0.257    0.379    0.769
21  MODEL1  RIDGEVIF  Y  0.100  .  .  .  0.43034   0.43795  -0.11375  -1    0.252    0.373    0.761
 
 

1    *************************************************************************;
2    *** EXST7034 Example of Piecewise Regression                          ***;
3    *** Problem from Neter, Kutner, Nachtsheim, & Wasserman 1996, #11.17  ***;
4    *************************************************************************;
5    OPTIONS LS=99 PS=256 NOCENTER NODATE NONUMBER;
6
7    DATA ONE; INFILE CARDS MISSOVER;
8       TITLE1 'EXST7034 - NKNW Table 11.11';
9       INPUT state $ 1-25 mathprof parents homelib reading tvwatch absences;
10         weight = 1;
11   *---+----1----+----2----+----3----+----4----+----5----+----6;
12   CARDS;
NOTE: The data set WORK.ONE has 40 observations and 8 variables.
NOTE: DATA statement used:
      real time           0.26 seconds
12 !        RUN;
53   ;
54   OPTIONS LS=99 PS=56;
55   PROC REG DATA=ONE lineprinter; weight weight; id state;
56      MODEL mathprof = homelib / influence;
57      output out=next1a r=e p=yhat;
58      plot residual.*homelib;
59   run;
NOTE: 40 observations read.
NOTE: 40 observations used in computations.
NOTE: Some ID variables have been truncated to 16 characters.
NOTE: The data set WORK.NEXT1A has 40 observations and 10 variables.
NOTE: PROCEDURE REG used:
      real time           0.75 seconds
 

Original fit of the model.

EXST7034 - NKNW Table 11.11

The REG Procedure
Model: MODEL1
Dependent Variable: mathprof

Weight: weight
Analysis of Variance
                                    Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1     3769.30965     3769.30965      47.42    <.0001
Error                    38     3020.59035       79.48922
Corrected Total          39     6789.90000

Root MSE              8.91567    R-Square     0.5551
Dependent Mean      260.95000    Adj R-Sq     0.5434
Coeff Var             3.41662

Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1      135.55589       18.26408       7.42      <.0001
homelib       1        1.55963        0.22649       6.89      <.0001
 

Output Statistics
                              Weight                              Hat Diag         Cov                -------DFBETAS-------
Obs    state                Variable     Residual     RStudent           H       Ratio      DFFITS    Intercept     homelib
  1    Alabama                1.0000      -5.2069      -0.5875      0.0287      1.0660     -0.1010      -0.0435      0.0363
  2    Arizona                1.0000       9.5912       1.1133      0.0603      1.0509      0.2821       0.2293     -0.2159
  3    Arkansas               1.0000       0.3527       0.0397      0.0325      1.0901      0.0073       0.0040     -0.0035
  4    California             1.0000      14.3894       1.7726      0.1242      1.0232      0.6676       0.6180     -0.5966
  5    Colorado               1.0000      -1.1243      -0.1269      0.0387      1.0962     -0.0255       0.0135     -0.0151
  6    Connecticut            1.0000       0.3161       0.0358      0.0452      1.1047      0.0078      -0.0047      0.0052
  7    Delaware               1.0000      -4.0050      -0.4512      0.0294      1.0748     -0.0785       0.0246     -0.0302
  8    Distric of Colum       1.0000     -23.0876      -2.8821      0.0375      0.7309     -0.5688      -0.3632      0.3284
  9    Florida                1.0000       5.5912       0.6419      0.0603      1.0979      0.1627       0.1322     -0.1245
 10    Georgia                1.0000      -2.3261      -0.2610      0.0251      1.0780     -0.0419      -0.0059      0.0027
 11    Guam                   1.0000      -4.3721      -0.5427      0.1986      1.2954     -0.2701      -0.2592      0.2525
 12    Hawaii                 1.0000       7.8298       0.9286      0.1089      1.1303      0.3246       0.2960     -0.2849
 13    Idaho                  1.0000       5.4353       0.6150      0.0334      1.0692      0.1143      -0.0494      0.0572
 14    Illinois               1.0000      -3.4454      -0.3873      0.0267      1.0749     -0.0641       0.0111     -0.0160
 15    Indiana                1.0000       0.4353       0.0490      0.0334      1.0910      0.0091      -0.0039      0.0046
 16    Iowa                   1.0000       5.1968       0.5968      0.0623      1.1035      0.1538      -0.1111      0.1190
 17    Kentucky               1.0000      -1.2069      -0.1356      0.0287      1.0849     -0.0233      -0.0100      0.0084
 18    Louisiana              1.0000      -8.0876      -0.9228      0.0375      1.0471     -0.1821      -0.1163      0.1051
 19    Maryland               1.0000      -5.0050      -0.5647      0.0294      1.0682     -0.0982       0.0307     -0.0379
 20    Michigan               1.0000      -2.5647      -0.2890      0.0334      1.0863     -0.0537       0.0232     -0.0269
 21    Minnesota              1.0000       3.1968       0.3660      0.0623      1.1167      0.0943      -0.0681      0.0730
 22    Montana                1.0000       7.1968       0.8302      0.0623      1.0841      0.2139      -0.1546      0.1655
 23    Nebraska               1.0000       3.1968       0.3660      0.0623      1.1167      0.0943      -0.0681      0.0730
 24    New Hampshire          1.0000       0.1968       0.0225      0.0623      1.1248      0.0058      -0.0042      0.0045
 25    New Jersey             1.0000       2.4353       0.2744      0.0334      1.0868      0.0510      -0.0220      0.0255
 26    New Mexico             1.0000       8.1509       0.9470      0.0705      1.0818      0.2609       0.2210     -0.2096
 27    New York               1.0000       2.2335       0.2507      0.0263      1.0796      0.0412       0.0121     -0.0090
 28    North Carolina         1.0000      -7.2069      -0.8166      0.0287      1.0479     -0.1404      -0.0605      0.0505
 29    North Dakota           1.0000       5.0776       0.5901      0.0845      1.1307      0.1792      -0.1424      0.1504
 30    Ohio                   1.0000      -2.5647      -0.2890      0.0334      1.0863     -0.0537       0.0232     -0.0269
 31    Oklahoma               1.0000       5.7931       0.6543      0.0287      1.0613      0.1125       0.0485     -0.0405
 32    Oregon                 1.0000       7.5546       0.8558      0.0267      1.0420      0.1416      -0.0246      0.0353
 33    Pennsylvania           1.0000      -3.6839      -0.4183      0.0452      1.0944     -0.0910       0.0555     -0.0609
 34    Rhode Island           1.0000      -0.3261      -0.0366      0.0251      1.0819     -0.0059      -0.0008      0.0004
 35    Texas                  1.0000      13.2701       1.5959      0.0948      1.0200      0.5165       0.4623     -0.4432
 36    Virgin Islands         1.0000     -36.0876      -5.4792      0.0375      0.3340     -1.0814      -0.6905      0.6243
 37    Virginia               1.0000       0.5546       0.0622      0.0267      1.0834      0.0103      -0.0018      0.0026
 38    West Virginia          1.0000      -4.3261      -0.4865      0.0251      1.0682     -0.0781      -0.0110      0.0050
 39    Wisconsin              1.0000       4.3161       0.4905      0.0452      1.0905      0.1068      -0.0651      0.0714
 40    Wyoming                1.0000       2.3161       0.2626      0.0452      1.1007      0.0572      -0.0348      0.0382
Sum of Residuals                           0
Sum of Squared Residuals          3020.59035
Predicted Residual SS (PRESS)     3367.16839
 

           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----
        20 +                                                                                      +
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |               1                                                                      |
           |                     1                                                                |
           |                                                                                      |
        10 +                              1                                                       +
           |                           1                                                          |
           |                  1                                      1                 1          |
           |                              1              1                 1           1     1    |
           |                                                                     1                |
           |                                                1              1     1     2          |
           |                                                                                      |
         0 +                                          1        1     1     1     1     1          +
           |                                             1                    1                   |
           |                                                   1     1     2                      |
R RESIDUAL |   1                                               1        1        1                |
e          |                                             1              1                         |
s          |                                             1                                        |
i          |                                       1                                              |
d      -10 +                                                                                      +
u          |                                                                                      |
a          |                                                                                      |
l          |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
       -20 +                                                                                      +
           |                                                                                      |
           |                                       1                                              |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
       -30 +                                                                                      +
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                       1                                              |
           |                                                                                      |
           |                                                                                      |
       -40 +                                                                                      +
           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----
              64    66    68    70    72    74    76    78    80    82    84    86    88    90
                                                   homelib
 

 First reweighting of the data.

EXST7034 - NKNW Table 11.11
                                m               a
                                a   p  h  r  t  b
      m                         t   a  o  e  v  s    w
      e    s                    h   r  m  a  w  e    e
      d    t                    p   e  e  d  a  n    i       y                a
 O    i    a                    r   n  l  i  t  c    g       h                b       m
 b    a    t                    o   t  i  n  c  e    h       a                s       a        m
 s    n    e                    f   s  b  g  h  s    t       t        e       e       d        u
 1 4.32112                       .  .  .  .  .  . 1.00000    .       .       .     6.40640   .
 2  .      Alabama             252 75 78 34 18 18 1.00000 257.207  -5.2069  5.2069 6.40640 -0.81276
 3  .      Arizona             259 75 73 41 12 26 0.89838 249.409   9.5912  9.5912 6.40640  1.49714
 4  .      Arkansas            256 77 77 28 20 23 1.00000 255.647   0.3527  0.3527 6.40640  0.05506
 5  .      California          256 78 68 42 11 28 0.59882 241.611  14.3894 14.3894 6.40640  2.24610
 6  .      Colorado            267 78 85 38  9 25 1.00000 268.124  -1.1243  1.1243 6.40640 -0.17549
 7  .      Connecticut         270 79 86 43 12 22 1.00000 269.684   0.3161  0.3161 6.40640  0.04934
 8  .      Delaware            261 75 83 32 18 28 1.00000 265.005  -4.0050  4.0050 6.40640 -0.62516
 9  .      Distric of Columbia 231 47 76 24 33 37 0.37321 254.088 -23.0876 23.0876 6.40640 -3.60384
10  .      Florida             255 75 73 31 19 27 1.00000 249.409   5.5912  5.5912 6.40640  0.87276
11  .      Georgia             258 73 80 36 17 22 1.00000 260.326  -2.3261  2.3261 6.40640 -0.36310
12  .      Guam                231 81 64 32 20 28 1.00000 235.372  -4.3721  4.3721 6.40640 -0.68246
13  .      Hawaii              251 78 69 36 23 26 1.00000 243.170   7.8298  7.8298 6.40640  1.22218
14  .      Idaho               272 84 84 48  7 21 1.00000 266.565   5.4353  5.4353 6.40640  0.84842
15  .      Illinois            260 78 82 43 14 21 1.00000 263.445  -3.4454  3.4454 6.40640 -0.53781
16  .      Indiana             267 81 84 37 11 23 1.00000 266.565   0.4353  0.4353 6.40640  0.06795
17  .      Iowa                278 83 88 43  8 20 1.00000 272.803   5.1968  5.1968 6.40640  0.81119
18  .      Kentucky            256 79 78 36 14 23 1.00000 257.207  -1.2069  1.2069 6.40640 -0.18839
19  .      Louisiana           246 73 76 36 19 27 1.00000 254.088  -8.0876  8.0876 6.40640 -1.26243
20  .      Maryland            260 75 83 34 19 27 1.00000 265.005  -5.0050  5.0050 6.40640 -0.78126
21  .      Michigan            264 77 84 31 14 25 1.00000 266.565  -2.5647  2.5647 6.40640 -0.40033
22  .      Minnesota           276 83 88 36  7 20 1.00000 272.803   3.1968  3.1968 6.40640  0.49901
23  .      Montana             280 83 88 44  6 21 1.00000 272.803   7.1968  7.1968 6.40640  1.12338
24  .      Nebraska            276 85 88 42  9 19 1.00000 272.803   3.1968  3.1968 6.40640  0.49901
25  .      New Hampshire       273 83 88 40  7 22 1.00000 272.803   0.1968  0.1968 6.40640  0.03072
26  .      New Jersey          269 79 84 41 13 23 1.00000 266.565   2.4353  2.4353 6.40640  0.38014
27  .      New Mexico          256 77 72 40 11 27 1.00000 247.849   8.1509  8.1509 6.40640  1.27230
28  .      New York            261 76 79 35 17 29 1.00000 258.767   2.2335  2.2335 6.40640  0.34863
29  .      North Carolina      250 74 78 37 21 25 1.00000 257.207  -7.2069  7.2069 6.40640 -1.12495
30  .      North Dakota        281 85 90 41  6 14 1.00000 275.922   5.0776  5.0776 6.40640  0.79258
31  .      Ohio                264 79 84 36 11 22 1.00000 266.565  -2.5647  2.5647 6.40640 -0.40033
32  .      Oklahoma            263 78 78 37 14 22 1.00000 257.207   5.7931  5.7931 6.40640  0.90427
33  .      Oregon              271 81 82 41  9 31 1.00000 263.445   7.5546  7.5546 6.40640  1.17923
34  .      Pennsylvania        266 80 86 34 10 24 1.00000 269.684  -3.6839  3.6839 6.40640 -0.57504
35  .      Rhode Island        260 78 80 38 12 28 1.00000 260.326  -0.3261  0.3261 6.40640 -0.05091
36  .      Texas               258 77 70 34 15 18 0.64932 244.730  13.2701 13.2701 6.40640  2.07139
37  .      Virgin Islands      218 63 76 23 27 22 0.23877 254.088 -36.0876 36.0876 6.40640 -5.63306
38  .      Virginia            264 78 82 33 16 24 1.00000 263.445   0.5546  0.5546 6.40640  0.08657
39  .      West Virginia       256 82 80 36 16 25 1.00000 260.326  -4.3261  4.3261 6.40640 -0.67529
40  .      Wisconsin           274 81 86 38  8 21 1.00000 269.684   4.3161  4.3161 6.40640  0.67371
41  .      Wyoming             272 85 86 43  7 23 1.00000 269.684   2.3161  2.3161 6.40640  0.36153
 

First refit of the model.

EXST7034 - NKNW Table 11.11

The REG Procedure
Model: MODEL1
Dependent Variable: mathprof

Weight: weight
Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1     3218.16321     3218.16321      80.84    <.0001
Error                    38     1512.79288       39.81034
Corrected Total          39     4730.95609

Root MSE              6.30954    R-Square     0.6802
Dependent Mean      262.39830    Adj R-Sq     0.6718
Coeff Var             2.40457

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1      140.36603       13.61156      10.31      <.0001
homelib       1        1.51011        0.16796       8.99      <.0001
 

Second reweighting of the data.

EXST7034 - NKNW Table 11.11
                                m               a
                                a   p  h  r  t  b
      m                         t   a  o  e  v  s    w
      e    s                    h   r  m  a  w  e    e
      d    t                    p   e  e  d  a  n    i       y                a
 O    i    a                    r   n  l  i  t  c    g       h                b       m
 b    a    t                    o   t  i  n  c  e    h       a                s       a        m
 s    n    e                    f   s  b  g  h  s    t       t        e       e       d        u
 1 4.55057                       .  .  .  .  .  . 1.00000    .       .       .     6.74658   .
 2  .      Alabama             252 75 78 34 18 18 1.00000 258.155  -6.1549  6.1549 6.74658 -0.91230
 3  .      Arizona             259 75 73 41 12 26 1.00000 250.604   8.3957  8.3957 6.74658  1.24444
 4  .      Arkansas            256 77 77 28 20 23 1.00000 256.645  -0.6448  0.6448 6.74658 -0.09557
 5  .      California          256 78 68 42 11 28 0.70091 243.054  12.9463 12.9463 6.74658  1.91894
 6  .      Colorado            267 78 85 38  9 25 1.00000 268.726  -1.7257  1.7257 6.74658 -0.25579
 7  .      Connecticut         270 79 86 43 12 22 1.00000 270.236  -0.2358  0.2358 6.74658 -0.03495
 8  .      Delaware            261 75 83 32 18 28 1.00000 265.705  -4.7054  4.7054 6.74658 -0.69746
 9  .      Distric of Columbia 231 47 76 24 33 37 0.37598 255.135 -24.1347 24.1347 6.74658 -3.57732
10  .      Florida             255 75 73 31 19 27 1.00000 250.604   4.3957  4.3957 6.74658  0.65154
11  .      Georgia             258 73 80 36 17 22 1.00000 261.175  -3.1751  3.1751 6.74658 -0.47063
12  .      Guam                231 81 64 32 20 28 1.00000 237.013  -6.0133  6.0133 6.74658 -0.89131
13  .      Hawaii              251 78 69 36 23 26 1.00000 244.564   6.4361  6.4361 6.74658  0.95399
14  .      Idaho               272 84 84 48  7 21 1.00000 267.216   4.7844  4.7844 6.74658  0.70916
15  .      Illinois            260 78 82 43 14 21 1.00000 264.195  -4.1953  4.1953 6.74658 -0.62185
16  .      Indiana             267 81 84 37 11 23 1.00000 267.216  -0.2156  0.2156 6.74658 -0.03195
17  .      Iowa                278 83 88 43  8 20 1.00000 273.256   4.7440  4.7440 6.74658  0.70317
18  .      Kentucky            256 79 78 36 14 23 1.00000 258.155  -2.1549  2.1549 6.74658 -0.31940
19  .      Louisiana           246 73 76 36 19 27 0.99338 255.135  -9.1347  9.1347 6.74658 -1.35397
20  .      Maryland            260 75 83 34 19 27 1.00000 265.705  -5.7054  5.7054 6.74658 -0.84568
21  .      Michigan            264 77 84 31 14 25 1.00000 267.216  -3.2156  3.2156 6.74658 -0.47662
22  .      Minnesota           276 83 88 36  7 20 1.00000 273.256   2.7440  2.7440 6.74658  0.40672
23  .      Montana             280 83 88 44  6 21 1.00000 273.256   6.7440  6.7440 6.74658  0.99962
24  .      Nebraska            276 85 88 42  9 19 1.00000 273.256   2.7440  2.7440 6.74658  0.40672
25  .      New Hampshire       273 83 88 40  7 22 1.00000 273.256  -0.2560  0.2560 6.74658 -0.03795
26  .      New Jersey          269 79 84 41 13 23 1.00000 267.216   1.7844  1.7844 6.74658  0.26450
27  .      New Mexico          256 77 72 40 11 27 1.00000 249.094   6.9058  6.9058 6.74658  1.02360
28  .      New York            261 76 79 35 17 29 1.00000 259.665   1.3350  1.3350 6.74658  0.19788
29  .      North Carolina      250 74 78 37 21 25 1.00000 258.155  -8.1549  8.1549 6.74658 -1.20874
30  .      North Dakota        281 85 90 41  6 14 1.00000 276.276   4.7238  4.7238 6.74658  0.70017
31  .      Ohio                264 79 84 36 11 22 1.00000 267.216  -3.2156  3.2156 6.74658 -0.47662
32  .      Oklahoma            263 78 78 37 14 22 1.00000 258.155   4.8451  4.8451 6.74658  0.71816
33  .      Oregon              271 81 82 41  9 31 1.00000 264.195   6.8047  6.8047 6.74658  1.00861
34  .      Pennsylvania        266 80 86 34 10 24 1.00000 270.236  -4.2358  4.2358 6.74658 -0.62784
35  .      Rhode Island        260 78 80 38 12 28 1.00000 261.175  -1.1751  1.1751 6.74658 -0.17418
36  .      Texas               258 77 70 34 15 18 0.76087 246.074  11.9260 11.9260 6.74658  1.76771
37  .      Virgin Islands      218 63 76 23 27 22 0.24436 255.135 -37.1347 37.1347 6.74658 -5.50422
38  .      Virginia            264 78 82 33 16 24 1.00000 264.195  -0.1953  0.1953 6.74658 -0.02895
39  .      West Virginia       256 82 80 36 16 25 1.00000 261.175  -5.1751  5.1751 6.74658 -0.76707
40  .      Wisconsin           274 81 86 38  8 21 1.00000 270.236   3.7642  3.7642 6.74658  0.55794
41  .      Wyoming             272 85 86 43  7 23 1.00000 270.236   1.7642  1.7642 6.74658  0.26150
 

 Second refit of the model.

EXST7034 - NKNW Table 11.11

The REG Procedure
Model: MODEL1
Dependent Variable: mathprof

Weight: weight

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1     3189.86848     3189.86848      77.68    <.0001
Error                    38     1560.48524       41.06540
Corrected Total          39     4750.35372

Root MSE              6.40823    R-Square     0.6715
Dependent Mean      262.35324    Adj R-Sq     0.6629
Coeff Var             2.44260

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1      142.49768       13.63869      10.45      <.0001
homelib       1        1.48478        0.16847       8.81      <.0001
 

Third reweighting of the data.
EXST7034 - NKNW Table 11.11
                                m               a
                                a   p  h  r  t  b
      m                         t   a  o  e  v  s    w
      e    s                    h   r  m  a  w  e    e
      d    t                    p   e  e  d  a  n    i       y                a
 O    i    a                    r   n  l  i  t  c    g       h                b       m
 b    a    t                    o   t  i  n  c  e    h       a                s       a        m
 s    n    e                    f   s  b  g  h  s    t       t        e       e       d        u

 1 4.46955                       .  .  .  .  .  . 1.00000    .       .       .     6.62647   .
 2  .      Alabama             252 75 78 34 18 18 1.00000 258.310  -6.3103  6.3103 6.62647 -0.95229
 3  .      Arizona             259 75 73 41 12 26 1.00000 250.886   8.1136  8.1136 6.62647  1.22442
 4  .      Arkansas            256 77 77 28 20 23 1.00000 256.826  -0.8255  0.8255 6.62647 -0.12458
 5  .      California          256 78 68 42 11 28 0.71088 243.463  12.5375 12.5375 6.62647  1.89203
 6  .      Colorado            267 78 85 38  9 25 1.00000 268.704  -1.7038  1.7038 6.62647 -0.25711
 7  .      Connecticut         270 79 86 43 12 22 1.00000 270.189  -0.1885  0.1885 6.62647 -0.02845
 8  .      Delaware            261 75 83 32 18 28 1.00000 265.734  -4.7342  4.7342 6.62647 -0.71444
 9  .      Distric of Columbia 231 47 76 24 33 37 0.36616 255.341 -24.3408 24.3408 6.62647 -3.67326
10  .      Florida             255 75 73 31 19 27 1.00000 250.886   4.1136  4.1136 6.62647  0.62078
11  .      Georgia             258 73 80 36 17 22 1.00000 261.280  -3.2799  3.2799 6.62647 -0.49496
12  .      Guam                231 81 64 32 20 28 1.00000 237.523  -6.5234  6.5234 6.62647 -0.98445
13  .      Hawaii              251 78 69 36 23 26 1.00000 244.947   6.0527  6.0527 6.62647  0.91341
14  .      Idaho               272 84 84 48  7 21 1.00000 267.219   4.7810  4.7810 6.62647  0.72150
15  .      Illinois            260 78 82 43 14 21 1.00000 264.249  -4.2494  4.2494 6.62647 -0.64128
16  .      Indiana             267 81 84 37 11 23 1.00000 267.219  -0.2190  0.2190 6.62647 -0.03305
17  .      Iowa                278 83 88 43  8 20 1.00000 273.158   4.8419  4.8419 6.62647  0.73069
18  .      Kentucky            256 79 78 36 14 23 1.00000 258.310  -2.3103  2.3103 6.62647 -0.34865
19  .      Louisiana           246 73 76 36 19 27 0.95416 255.341  -9.3408  9.3408 6.62647 -1.40961
20  .      Maryland            260 75 83 34 19 27 1.00000 265.734  -5.7342  5.7342 6.62647 -0.86535
21  .      Michigan            264 77 84 31 14 25 1.00000 267.219  -3.2190  3.2190 6.62647 -0.48578
22  .      Minnesota           276 83 88 36  7 20 1.00000 273.158   2.8419  2.8419 6.62647  0.42887
23  .      Montana             280 83 88 44  6 21 1.00000 273.158   6.8419  6.8419 6.62647  1.03251
24  .      Nebraska            276 85 88 42  9 19 1.00000 273.158   2.8419  2.8419 6.62647  0.42887
25  .      New Hampshire       273 83 88 40  7 22 1.00000 273.158  -0.1581  0.1581 6.62647 -0.02386
26  .      New Jersey          269 79 84 41 13 23 1.00000 267.219   1.7810  1.7810 6.62647  0.26877
27  .      New Mexico          256 77 72 40 11 27 1.00000 249.402   6.5984  6.5984 6.62647  0.99576
28  .      New York            261 76 79 35 17 29 1.00000 259.795   1.2049  1.2049 6.62647  0.18183
29  .      North Carolina      250 74 78 37 21 25 1.00000 258.310  -8.3103  8.3103 6.62647 -1.25411
30  .      North Dakota        281 85 90 41  6 14 1.00000 276.128   4.8724  4.8724 6.62647  0.73529
31  .      Ohio                264 79 84 36 11 22 1.00000 267.219  -3.2190  3.2190 6.62647 -0.48578
32  .      Oklahoma            263 78 78 37 14 22 1.00000 258.310   4.6897  4.6897 6.62647  0.70772
33  .      Oregon              271 81 82 41  9 31 1.00000 264.249   6.7506  6.7506 6.62647  1.01873
34  .      Pennsylvania        266 80 86 34 10 24 1.00000 270.189  -4.1885  4.1885 6.62647 -0.63209
35  .      Rhode Island        260 78 80 38 12 28 1.00000 261.280  -1.2799  1.2799 6.62647 -0.19314
36  .      Texas               258 77 70 34 15 18 0.77046 246.432  11.5679 11.5679 6.62647  1.74571
37  .      Virgin Islands      218 63 76 23 27 22 0.23868 255.341 -37.3408 37.3408 6.62647 -5.63509
38  .      Virginia            264 78 82 33 16 24 1.00000 264.249  -0.2494  0.2494 6.62647 -0.03764
39  .      West Virginia       256 82 80 36 16 25 1.00000 261.280  -5.2799  5.2799 6.62647 -0.79678
40  .      Wisconsin           274 81 86 38  8 21 1.00000 270.189   3.8115  3.8115 6.62647  0.57519
41  .      Wyoming             272 85 86 43  7 23 1.00000 270.189   1.8115  1.8115 6.62647  0.27337
 

Third refit of the model.

Weight: weight

Analysis of Variance                Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1     3173.47847     3173.47847      78.00    <.0001
Error                    38     1546.12340       40.68746
Corrected Total          39     4719.60187

Root MSE              6.37867    R-Square     0.6724
Dependent Mean      262.38205    Adj R-Sq     0.6638
Coeff Var             2.43106

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1      142.89543       13.56897      10.53      <.0001
homelib       1        1.48019        0.16760       8.83      <.0001
 

Fourth reweighting of the data.

EXST7034 - NKNW Table 11.11
                                m               a
                                a   p  h  r  t  b
      m                         t   a  o  e  v  s    w
      e    s                    h   r  m  a  w  e    e
      d    t                    p   e  e  d  a  n    i       y                a
 O    i    a                    r   n  l  i  t  c    g       h                b       m
 b    a    t                    o   t  i  n  c  e    h       a                s       a        m
 s    n    e                    f   s  b  g  h  s    t       t        e       e       d        u
 1 4.46039                       .  .  .  .  .  . 1.00000    .       .       .     6.61288   .
 2  .      Alabama             252 75 78 34 18 18 1.00000 258.350  -6.3505  6.3505 6.61288 -0.96032
 3  .      Arizona             259 75 73 41 12 26 1.00000 250.950   8.0505  8.0505 6.61288  1.21739
 4  .      Arkansas            256 77 77 28 20 23 1.00000 256.870  -0.8703  0.8703 6.61288 -0.13161
 5  .      California          256 78 68 42 11 28 0.71432 243.549  12.4514 12.4514 6.61288  1.88291
 6  .      Colorado            267 78 85 38  9 25 1.00000 268.712  -1.7118  1.7118 6.61288 -0.25886
 7  .      Connecticut         270 79 86 43 12 22 1.00000 270.192  -0.1920  0.1920 6.61288 -0.02904
 8  .      Delaware            261 75 83 32 18 28 1.00000 265.751  -4.7514  4.7514 6.61288 -0.71851
 9  .     Distric of Columbia 231 47 76 24 33 37 0.36467 255.390 -24.3901 24.3901 6.61288 -3.68827
10  .      Florida             255 75 73 31 19 27 1.00000 250.950   4.0505  4.0505 6.61288  0.61251
11  .      Georgia             258 73 80 36 17 22 1.00000 261.311  -3.3109  3.3109 6.61288 -0.50067
12  .      Guam                231 81 64 32 20 28 1.00000 237.628  -6.6278  6.6278 6.61288 -1.00225
13  .      Hawaii              251 78 69 36 23 26 1.00000 245.029   5.9713  5.9713 6.61288  0.90297
14  .      Idaho               272 84 84 48  7 21 1.00000 267.232   4.7684  4.7684 6.61288  0.72107
15  .      Illinois            260 78 82 43 14 21 1.00000 264.271  -4.2713  4.2713 6.61288 -0.64590
16  .      Indiana             267 81 84 37 11 23 1.00000 267.232  -0.2316  0.2316 6.61288 -0.03503
17  .      Iowa                278 83 88 43  8 20 1.00000 273.152   4.8476  4.8476 6.61288  0.73305
18  .      Kentucky            256 79 78 36 14 23 1.00000 258.350  -2.3505  2.3505 6.61288 -0.35544
19  .      Louisiana           246 73 76 36 19 27 0.94720 255.390  -9.3901  9.3901 6.61288 -1.41997
20  .      Maryland            260 75 83 34 19 27 1.00000 265.751  -5.7514  5.7514 6.61288 -0.86973
21  .      Michigan            264 77 84 31 14 25 1.00000 267.232  -3.2316  3.2316 6.61288 -0.48869
22  .      Minnesota           276 83 88 36  7 20 1.00000 273.152   2.8476  2.8476 6.61288  0.43061
23  .      Montana             280 83 88 44  6 21 1.00000 273.152   6.8476  6.8476 6.61288  1.03549
24  .      Nebraska            276 85 88 42  9 19 1.00000 273.152   2.8476  2.8476 6.61288  0.43061
25  .      New Hampshire       273 83 88 40  7 22 1.00000 273.152  -0.1524  0.1524 6.61288 -0.02305
26  .      New Jersey          269 79 84 41 13 23 1.00000 267.232   1.7684  1.7684 6.61288  0.26741
27  .      New Mexico          256 77 72 40 11 27 1.00000 249.469   6.5307  6.5307 6.61288  0.98757
28  .      New York            261 76 79 35 17 29 1.00000 259.831   1.1693  1.1693 6.61288  0.17683
29  .      North Carolina      250 74 78 37 21 25 1.00000 258.350  -8.3505  8.3505 6.61288 -1.26276
30  .      North Dakota        281 85 90 41  6 14 1.00000 276.113   4.8872  4.8872 6.61288  0.73904
31  .      Ohio                264 79 84 36 11 22 1.00000 267.232  -3.2316  3.2316 6.61288 -0.48869
32  .      Oklahoma            263 78 78 37 14 22 1.00000 258.350   4.6495  4.6495 6.61288  0.70310
33  .      Oregon              271 81 82 41  9 31 1.00000 264.271   6.7287  6.7287 6.61288  1.01752
34  .      Pennsylvania        266 80 86 34 10 24 1.00000 270.192  -4.1920  4.1920 6.61288 -0.63392
35  .      Rhode Island        260 78 80 38 12 28 1.00000 261.311  -1.3109  1.3109 6.61288 -0.19823
36  .      Texas               258 77 70 34 15 18 0.77402 246.509  11.4911 11.4911 6.61288  1.73768
37  .      Virgin Islands      218 63 76 23 27 22 0.23788 255.390 -37.3901 37.3901 6.61288 -5.65413
38  .      Virginia            264 78 82 33 16 24 1.00000 264.271  -0.2713  0.2713 6.61288 -0.04102
39  .      West Virginia       256 82 80 36 16 25 1.00000 261.311  -5.3109  5.3109 6.61288 -0.80311
40  .      Wisconsin           274 81 86 38  8 21 1.00000 270.192   3.8080  3.8080 6.61288  0.57584
41  .      Wyoming             272 85 86 43  7 23 1.00000 270.192   1.8080  1.8080 6.61288  0.27340
 

Fourth and final refit of the model.

EXST7034 - NKNW Table 11.11

The REG Procedure
Model: MODEL1
Dependent Variable: mathprof

Weight: weight

Analysis of Variance
                                    Sum of           Mean
Source                   DF        Squares         Square    F Value    Pr > F
Model                     1     3170.39031     3170.39031      78.00    <.0001
Error                    38     1544.50010       40.64474
Corrected Total          39     4714.89041

Root MSE              6.37532    R-Square     0.6724
Dependent Mean      262.38623    Adj R-Sq     0.6638
Coeff Var             2.42975

                        Parameter Estimates
                     Parameter       Standard
Variable     DF       Estimate          Error    t Value    Pr > |t|
Intercept     1      142.99058       13.55814      10.55      <.0001
homelib       1        1.47908        0.16747       8.83      <.0001
 

           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----
        20 +                                                                                      +
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |               1                                                                      |
           |                     1                                                                |
        10 +                                                                                      +
           |                              1                                                       |
           |                           1                             1                 1          |
           |                  1                                                                   |
           |                              1              1                 1     1     1     1    |
           |                                                                           2          |
           |                                                1              1     1                |
         0 +                                                         1     1     1     1          +
           |                                          1        1              1                   |
           |                                             1     1           2                      |
R RESIDUAL |                                                         1  1        1                |
e          |                                             1     1        1                         |
s          |   1                                                                                  |
i          |                                             1                                        |
d      -10 +                                       1                                              +
u          |                                                                                      |
a          |                                                                                      |
l          |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
       -20 +                                                                                      +
           |                                                                                      |
           |                                                                                      |
           |                                       1                                              |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
       -30 +                                                                                      +
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                                                                      |
           |                                       1                                              |
           |                                                                                      |
       -40 +                                                                                      +
           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----
              64    66    68    70    72    74    76    78    80    82    84    86    88    90
                                                   homelib