多元回归分析与相关分析

《多元回归分析与相关分析》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、多元回归分析与相关分析的实验报告一.数据来源数据来源于《屮国统计年鉴2012》，数据类型是关于各地区限额以上批发业企业的主要财务指标（2011年），即主营业务利润，主营业务收入，主营业务成本及主营业务税金及附加。为方便分析,选择了6个地区的财务指标进行分析,即北京，辽宁,上海,湖北,重庆和陕西。数据分别是：2143.533294.031085.364.8350.310797.910416.930.72686.436252.633523.942.4414.16241.55794.133.2508.65158.54618.431.5259.436

2、02.33316.826.1对这些数据分别作相关分析和回归分析。二.相关分析程序如下dataprofit;inputprofitincomecosttax;cards;2143.533294.031085.364.8350.310797.910416.930.72686.436252.633523.942.4414.16241.55794.133.2508.65158.54618.431.5259.43602.33316.826.1;proccom;varprofitincomecosttax;run;三.相关分析输出结果主营业务利润与收入，

3、成木，税金及附加之间的相关分析TheCORRProcedure4Variables:profitincomecosttaxSimpleStatisticsVariableNMeanStdDevSumMinimumMaximumprofit6106010666362259.400002686income6158911485195347360236253cost6147931379688755331733524tax638.1166714.12592228.7O00026.1000064.80000PearsonCorreiationCoeffi

4、cients,N=6Prob>

5、r

6、underH0:Rho=0profitincomecosttaxprofit0.979780.00060.97661Q.&QQ80.764630.0766丄.VVVVVincome0.979780.00061.000000.99988<・00010・815610.0479cost0.976610.00080.99988<.00011.000000.817830.0468tax0.764630.07660.815610.04790.817830.0468丄■VWVVV一.回归分析程序如下dataprofit;

7、inputprofitincomecosttax;cards;2143.533294.031085.364.8350.310797.910416.930.72686.436252.633523.942.4414.16241.55794.133.2508.65158.54618.431.5259.43602.33316.826.1;procreggraphics;modelprofit=incomecosttax/selection二stepwisesls=0.05sle=0.2r;plotstudent.*p・=*;run;modelprof

8、it=incomecosttax/selection=stepwisesls=0>05sle=0.2nointr;plotstudent.*p•二*;run;二.iHl归分析输出结果(1)含截距项的逐步回归结果:TheREGProcedureModel:MODEL1DependentVariable:profitNumberofObservationsReadNumberofObservationsUsedStepwiseSelection:Step1VariableincomeEntered:R-Square=0.9600andC(p)=1

9、.3287E8AnalysisofVarianeeSumofMianSourceDFSquaresSquareFValuePr>Ff-todel15457449545744995.930•0006Error422756356891CorrecTotal55685012Parameter*StandardVariableEstimaErrorTypeIISSFValuePr>FIntercept•57.55789150.033798372.841860.150.7208income0.070350.00718545744995.930.0006

10、RmmdcnnrnndinnmimhAe•11StepwiseSelection:Step2VariablecostEntered:R-Square=0.9999a