[原创博文] 关于reg 回归的残差 [推广有奖]

stefaniekenny 发表于 2010-8-21 23:04
在用proc reg回归时，选用了选项r，其中会输出残差的标准差（std error residential），残差的标准差应该是残差序列的的一个值，

为什么程序在每个观测对应的残差值后面都有一个对应的残差的标准差呢？

求问……

bobguy 发表于 2010-8-22 05:10
The r is residual rather than a std error residual. It is definded as y (observed) - y(hat)  for each observation.

stefaniekenny 发表于 2010-8-22 09:07

bobguy 发表于 2010-8-22 05:10
The r is residual rather than a std error residual. It is definded as y (observed) - y(hat)  for each observation.

first of all ,i am very appreciated of your enthusiasm.

this is my statement in the programming,model r_it=rmt_ew /r; this r can get the reslut std error residual , residual and something else.

i know the r you are talking about ,that is an option can be choosed in the output statement,kindof output out=    r=   .

so , i still want to know the answer of my question above.

bobguy 发表于 2010-8-22 05:10
I think the stdr option you could specify on output statement in proc reg to get the standard error of the residuals.