线性回归模型在sas_em中的应用实例

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1、Error!Notextofspecifiedstyleindocument.Error!Notextofspecifiedstyleindocument.3-53Chapter3PredictiveModelingUsingRegression3.1IntroductiontoRegression3-33.2RegressioninEnterpriseMiner3-8Error!Notextofspecifiedstyleindocument.Error!Notextofspecifiedstyleindocument.3-53Chapter3Pr

2、edictiveModelingUsingRegression3.1IntroductiontoRegression3-33.2RegressioninEnterpriseMiner3-8Error!Notextofspecifiedstyleindocument.Error!Notextofspecifiedstyleindocument.3-533.1IntroductiontoRegressionError!Notextofspecifiedstyleindocument.Error!Notextofspecifiedstyleindocume

3、nt.3-53TheRegressionnodeinEnterpriseMinerdoeseitherlinearorlogisticregressiondependinguponthemeasurementlevelofthetargetvariable.Linearregressionisdoneifthetargetvariableisanintervalvariable.Inlinearregressionthemodelpredictsthemeanofthetargetvariableatthegivenvaluesoftheinputv

4、ariables.Logisticregressionisdoneifthetargetvariableisadiscretevariable.Inlogisticregressionthemodelpredictstheprobabilityofaparticularlevel(s)ofthetargetvariableatthegivenvaluesoftheinputvariables.Becausethepredictionsareprobabilities,whichareboundedby0and1andarenotlinearinthi

5、sspace,theprobabilitiesmustbetransformedinordertobeadequatelymodeled.Themostcommontransformationforabinarytargetisthelogittransformation.Probitandcomplementarylog-logtransformationsarealsoavailableintheregressionnode.Error!Notextofspecifiedstyleindocument.Error!Notextofspecifie

6、dstyleindocument.3-53Recallthatoneassumptionoflogisticregressionisthatthelogittransformationoftheprobabilitiesofthetargetvariableresultsinalinearrelationshipwiththeinputvariables.Error!Notextofspecifiedstyleindocument.Error!Notextofspecifiedstyleindocument.3-53Regressionusesonl

7、yfullcasesinthemodel.Thismeansthatanycase,orobservation,thathasamissingvaluewillbeexcludedfromconsiderationwhenbuildingthemodel.Asdiscussedearlier,whentherearemanypotentialinputvariablestobeconsidered,thiscouldresultinanunacceptablyhighlossofdata.Therefore,whenpossible,missingv

8、aluesshouldbeimputedpriortorunningaregressionmodel.Oth