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The RSREG Procedure

MODEL Statement

MODEL responses=independents < / options > ;
The MODEL statement lists response (dependent) variables followed by an equal sign and then lists independent variables, some of which may be covariates. The output options to the MODEL statement specify which statistics are output to the data set created using the OUT= option in the PROC RSREG statement. If none of the options are selected, the data set is created but contains no observations. The option keywords become values of the special variable _TYPE_ in the output data set. Any of the following options can be specified:

Task   Options
Analyze Original Data NOCODE
Fit Model to First BY Group Only BYOUT
Declare Covariates COVAR=
Request Additional Statistics PRESS
Request Additional Tests LACKFIT
Suppress Displayed Output NOANOVA
  NOOPTIMAL
  NOPRINT
Output Statistics ACTUAL
  PREDICT
  RESIDUAL
  L95
  U95
  L95M
  U95M
  D


ACTUAL
specifies that the observed response values from the input data set be written to the output data set.

BYOUT
uses only the first BY group to estimate the model. Subsequent BY groups have scoring statistics computed in the output data set only. The BYOUT option is used only when a BY statement is specified.

COVAR=n
declares that the first n variables on the right-hand side of the model are simple linear regressors (covariates) and not factors in the quadratic response surface. By default, PROC RSREG forms quadratic and crossproduct effects for all regressor variables in the MODEL statement. See the "Handling Covariates" section for more details and Example 56.2 for an example using covariates.

D
specifies that Cook's D influence statistic be written to the output data set. See Chapter 3, "Introduction to Regression Procedures," for details and formulas.

LACKFIT
performs a lack-of-fit test. Refer to Draper and Smith (1981) for a discussion of lack-of-fit tests.

L95
specifies that the lower bound of a 95% confidence interval for an individual predicted value be written to the output data set. The variance used in calculating this bound is a function of both the mean square error and the variance of the parameter estimates. See Chapter 3 for details and formulas.

L95M
specifies that the lower bound of a 95% confidence interval for the expected value of the dependent variable be written to the output data set. The variance used in calculating this bound is a function of the variance of the parameter estimates. See Chapter 3 for details and formulas.

NOANOVA
NOAOV
suppresses the display of the analysis of variance and parameter estimates from the model fit.

NOCODE
performs the canonical and ridge analyses with the parameter estimates derived from fitting the response to the original values of the factors variables, rather than their coded values (see the "Coding the Factor Variables" section for more details.) Use this option if the data are already stored in a coded form.

NOOPTIMAL
NOOPT
suppresses the display of the canonical analysis for the quadratic response surface.

NOPRINT
suppresses the display of both the analysis of variance and the canonical analysis.

PREDICT
specifies that the values predicted by the model be written to the output data set.

PRESS
computes and displays the predicted residual sum of squares (PRESS) statistic for each dependent variable in the model. The PRESS statistic is added to the summary information at the beginning of the analysis of variance, so if the NOANOVA or NOPRINT option is specified, PRESS has no effect. See Chapter 3 for details and formulas.

RESIDUAL
specifies that the residuals, calculated as ACTUAL - PREDICTED, be written to the output data set.

U95
specifies that the upper bound of a 95% confidence interval for an individual predicted value be written to the output data set. The variance used in calculating this bound is a function of both the mean square error and the variance of the parameter estimates. See Chapter 3 for details and formulas.

U95M
specifies that the upper bound of a 95% confidence interval for the expected value of the dependent variable be written to the output data set. The variance used in calculating this bound is a function of the variance of the parameter estimates. See Chapter 3 for details and formulas.

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