SAS系统的判别分析和逐步判别分析

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1、信用风险测定与管理实验报告班级：姓名：学号：2016年5月29日实验课程信用风险测定与管理实验名称SAS系统的判别分析和逐步判别分析实验步骤（采用练习题2）dataconsum;inputxl「x8type;cards;8.3523.537.518.6217.4210.001.0411.2119.2523.756.619.1917.7710.481.7210.5118.1930.504.729.7816.287.602.5210.3217.7329.205.429.4319.29&492.5210.0019.4227.93&208.1416.179.

2、421.559.7619.1627.989.019.3215.999.101.8211.35110.062&6410.5210.0516.188.391.9610.8119.0928.127.409.6217.2611.122.4912.6519.412&205.7710.8016.3611.561.5312.1718.7028.127.2110.5319.4513.301.6611.9616.9329.854.549.4916.6210.651.8813.6118.6736.057.317.7516.6711.682.3812.8819.9837.

3、697.01&9416.1511.080.8311.6716.773&696.01&8214.7911.441.7413.2318.1437.759.618.4913.159.761.2811.2817.6735.718.048.3115.137.761.4113.2517.9039.778.4912.9419.2711.052.0413.2917.1840.917.32&9417.6012.751.1414.801&8233.707.5910.981&8214.731.7810.1016.2535.024.726.2810.037.151.9310

4、.39110.6052.417.709.9812.5311.702.3114.6927.2752.653.849.1613.0315.261.9814.57213.4555.855.507.459.559.522.2116.30210.8544.687.3214.5117.1312.081.2611.5727.2145.797.6610.3616.5612.862.2511.6927.6850.3711.3513.3019.2514.592.7514.8727.7848.448.0020.5122.1215.731.1516.612procstepd

5、iscdata^consummethod二stepwise;classtype;varxl-x8;run;dataconsumdis;inputxl-x8;cards;7.9439.6520.9720.8222.5212.411.757.908.2864.348.0022.2220.0615.120.7222.8912.4776.395.5211.2414.5222.005.4625.50•procdiscrimdata=consumtestdata=consumdistest!ist;classtype;varxl-x8;run;具体操作SAS^^

6、STEPDISC过程选择变量的方法为STEPWISE总样本大小27分析中的变量8分类水平2将包括的变量0输入变量的显著性水平0.15保留变量的显著性水平0.15读取的观测数27使用的观测数27分类水平信息type变量频数权重比例名称1_12020.00000.7407412_277.00000.259259SAS系统STEPDISC过程逐步选择：第1步变量输入统计分析，DF=1,25变量xl0.06631.78Pr>F容差0.19461.0000x20.726466.37<.00011.0000x30.00220.060.81561.0000x40.

7、21836.980.01401.0000x50.01530.390.53891.0000x60.27069.280.00541.0000x70.03921.020.32231.0000x80.352413.610.00111.0000将输入变量x2o已输入的变量x2多元统计量统计量值F值分子自由度分母自由度Pr>FWilksLambda0.27360466.37125<.0001Pillai轨迹0.72639666.37125<.0001典型相关系数平均平方0.726396逐步选择：第2步变量删除统计分析，DF=1,25变量R方F值Pr>Fx20.7

8、26466.37<.0001没有可以删除的变量。变量输入统计分析，DF二1,24变量偏R方F值Pr>F容差X