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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

Suggested Citation

  • Josiane Confais & Monique Le Guen, 2007. "Premiers pas en régression linéaire avec SAS," Documents de travail du Centre d'Economie de la Sorbonne r07047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Handle: RePEc:mse:cesdoc:r07047
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    File URL: ftp://mse.univ-paris1.fr/pub/mse/CES2007/R07047.pdf
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    More about this item

    Keywords

    Simple linear regression; multiple linear regression; ordinary least squares; SAS; Proc REG; SAS/IONSIGHT; exploratory graphics; validation;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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