关于reg 回归的残差

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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……

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关键词：REG Residential Identi resid Error 标准差 error 程序

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……

The r is residual rather than a std error residual. It is definded as y (observed) - y(hat)  for each observation.

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.

着急啊，求人给解释一下

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.

I think the stdr option you could specify on output statement in proc reg to get the standard error of the residuals.


data t1;
   do i = 1 to 50;
      x=rannor(12);
      e=rannor(12);
      y=1 + 2 * x +3*e;
      output;
    end;
run;

proc reg data=t1;
  model y=x;
  output out=t2 stdr=stdr r=resid STUDENT=stud;
  run;
  quit;


  proc print; run;

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.

you can check the results in the T2 dateset , there is a series of standard error of the residuals, not just one.

好高级，都用英文的

我也有相同的问题 想问下楼主
"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" 那个是残差的标准差对吧？

r输出的是标准化残差，不是残差的标准差，标准化残差一个观测值对应一个