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First steps in linear regression with SAS
[Premiers pas en régression linéaire avec SAS®]

Author

Listed:
  • Josiane Confais

    (ISUP - Institut de Statistique de l'Université Pierre et Marie Curie - UPMC - Université Pierre et Marie Curie - Paris 6)

  • Monique Le Guen

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

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. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Post-Print halshs-00180861, HAL.
  • Handle: RePEc:hal:journl:halshs-00180861
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00180861
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    References listed on IDEAS

    as
    1. Monique Le Guen, 2001. "La boîte à moustaches de TUKEY, un outil pour initier à la Statistique," Post-Print halshs-00287697, HAL.
    2. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    3. Sawa, Takamitsu, 1978. "Information Criteria for Discriminating among Alternative Regression Models," Econometrica, Econometric Society, vol. 46(6), pages 1273-1291, November.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Simple Linear Regression; Multiple Linear Regression; Ordinary Least Squares; SAS; Proc REG; SAS/INSIGHT; Exploratory Graphics; Validation; Régression linéaire simple; Régression linéaire multiple; Moindres carrés ordinaires; Graphiques exploratoires;
    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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