options
ls=80
ps=59
nodate;
data
/* Examples 4.2, 4.3, and 4.6. Finding least squares estimates and the ANOVA;
"clb" = Confidence intervals for the parameter estimates */
/* Examples 4.4 and 4.5.
Obtaining CI's and PI's for a fixed x_0
"cli" = Prediction intervals for a new observation at each observed X
"clm" = Confidence intervals for the mean at each observed X
'.' means missing value; create this line for the x_0 of interest;
Note: SAS can not give confidence/prediction bands (as far as I can tell)
*/
data
proposed;/* Basic residual plots and analysis
"p" = predicted values for each observation (y-hat)
"r" = Residuals for each observation (also gives the internally
studentised residuals, the r_i's)
*/
proc
reg;/* 'student=student_residual'
gives the internally studentised residuals (i.e., the r_i's)
'rstudent=student_deleted_residual' gives the externally studentised residuals (i.e., the
t_i's)
Note: I'll create a new data set, diag, and then print the new data set. */