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The REG Procedure |
proc reg data=a; model y z=x1 x2; output out=b p=yhat zhat r=yresid zresid; run;create an output data set named b. In addition to the variables in the input data set, b contains the following variables:
Keyword | Description |
COOKD=names | Cook's D influence statistic |
COVRATIO=names | standard influence of observation on covariance of betas, as discussed in the "Influence Diagnostics" section |
DFFITS=names | standard influence of observation on predicted value |
H=names | leverage, xi(X'X)-1xi' |
LCL=names | lower bound of a % confidence interval for an individual prediction. This includes the variance of the error, as well as the variance of the parameter estimates. |
LCLM=names | lower bound of a % confidence interval for the expected value (mean) of the dependent variable |
PREDICTED | P=names | predicted values |
PRESS=names | ith residual divided by (1-h), where h is the leverage, and where the model has been refit without the ith observation |
RESIDUAL | R=names | residuals, calculated as ACTUAL minus PREDICTED |
RSTUDENT=names | a studentized residual with the current observation deleted |
STDI=names | standard error of the individual predicted value |
STDP=names | standard error of the mean predicted value |
STDR=names | standard error of the residual |
STUDENT=names | studentized residuals, which are the residuals divided by their standard errors |
UCL=names | upper bound of a % confidence interval for an individual prediction |
UCLM=names | upper bound of a % confidence interval for the expected value (mean) of the dependent variable |
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