例子
data grain1;
input year y X1 X2 X3 X4 X5 X6 X7 @@;
cards;
。
。
。
/*数据*/ ;
proc reg data=grain1; /*最小二乘法估计模型*/
model y=X1 X2 X3 X4 X5 X6 X7/DW;
run;
proc corr;/*求相关系数矩阵*/
var X1 X2 X3 X4 X5 X6 X7;
run;
proc reg data=grain1; /*y对Xi作回归分析,i=1、2、3、4、5、6、7*/
model y=Xi /DW;
run;
proc reg data=grain1;/*逐步回归分析
*/
model y=X1 X2 X3 X4 X5 X6 X7/ dw
selection=stepwise
details=all slentry=0.05 slstay=0.05;title "农民收入模型逐步回归
";
run;
data grain;
set grain1 totalguji=-810.94204-5.51052*X4+0.00743*X6+0.05997
*X7;
wucha=y-totalguji;
m=abs(wucha)*abs(wucha);
a4=X4*X4;
a6=X6*X6;
a7=X7*X7;
keep year y et m wucha_1 a wucha X4 X6 X7 a4 a6 a7 totalguji et=abs(wucha); wucha_1=lag(wucha);
a=lag(wucha_1);
proc reg data=grain;
model wucha=X4 X6 X7 wucha_1 a title
‘拉格朗日乘数检验
2阶序列相关’;
run;
跟多例子参考
http://www.doc88.com/p-3734259896629.html