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Premiers pas en régression linéaire avec SAS

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Abstract

This tutorial shows in an intuitive way and without excessive formalism, the theoretical notions necessary to understand and interpret simple and multiple regression produced by SAS PROC REG and by the menu FIT of SAS/INSIGHT. This tutorial is based heavily on training courses given by the authors in high-profile institutions like ISUP, Master Degree at Paris 1 University, CNRS and CEPE-INSEE. It follows a first working paper published by UMS-INSEE. Thanks to SAS/INSIGHT interactivity and visualization tools, we created numerous graphs and displays to improve the understanding of data and statistical methods. This tutorial also includes various links towards applets or other documents from the internet. We insist in this tutorial on the significance of exploratory graphs and on the limits of results obtained by a linear regression if the assumptions are not systematically checked.

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File URL: ftp://mse.univ-paris1.fr/pub/mse/CES2007/R07047.pdf
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Bibliographic Info

Paper provided by Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne in its series Documents de travail du Centre d'Economie de la Sorbonne with number r07047.

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Length: 145 pages
Date of creation: Oct 2007
Date of revision:
Handle: RePEc:mse:cesdoc:r07047

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Keywords: Simple linear regression; multiple linear regression; ordinary least squares; SAS; Proc REG; SAS/IONSIGHT; exploratory graphics; validation.;

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