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1、sas线性回归分析案例(CasestudyofSASlinearregressionanalysis)linearregression20094788ChenLeicalculates2SouthwestJiaoTongUniversitySouthWestJiaoTongUniversity-------------------------------------------------------------------Linearregressionisdividedintosinglelinearregressionandmultipleline
2、arregression.ThemodelofunarylinearregressionisY=..0+..1X+epsilon,HereXIndependentvariable,YDependentvariable,Epsilonisarandomerrorterm.ItisusuallyassumedthatthemeanoftherandomerrorisZeroThevarianceis(..2..2>0),..2andXValueindependent.IffurtherassumptionsRandomerrorThedifferencefo
3、llowsanormaldistribution,whichiscalledanormallinearmodel.Ingeneral,withKAnindependentvariableandadependentvariable,dependentvariableThevaluecanbebrokendownintotwoparts:partisduetotheinfluenceoftheindependentvariable,thatistosayFunctionasanargumentAmongthem,thefunctionformisalread
4、yKnow,butcontainsomeunknownparameters;anotherpartisduetootherUNconsideredfactorsandrandomeffects,thatis,randomerrors.Whenafunctionisalinearfunctionofunknownparameters,itiscalledalinearregressionanalysismodel.Iftherearemultipledependentvariables,theregressionmodelis:Y=..0+..1X1+..
5、2X2+.+..IXi+..DuetothelineardieThemodelcontainsrandomerrors,sotheregressionThestraightlinereflectedbythemodelisuncertain.ThemainpurposeofregressionanalysisistoderivefromtheseIntheuncertainstraightline,findalinewhichcanbestfittheoriginaldatainformationanddescribeitasaregressionmod
6、elRelationshipbetweenindependentvariables,Thestraightlineiscalledtheregressionequation.throughOfteninregressionanalysis,yesEpsilonhasthemostcommonlyusedclassicalassumptions.1.TheexpectedvalueofepsilonisZero2,epsilonforallXForexample,ithasthesamevariance.3,epsilonobeysnormaldistri
7、butionandisindependentofeachotherVariable.Explanationoflinearregression,ThispaperBasedonexamples.Inthefollowingexample,thereisaoneelementregressionanalysis,andanothertwoMetaregressionanalysis.Examples(Dataanalysismethod_exercises2.4_page79)Acompanymanagerwhoknowsaboutthemonthlysa
8、lesofacosmeticsinacityY(unit:box)withthe