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1、SAS线性回归分析案例linearregression20094788ChenLeicalculates2SouthwestJiaoTongUniversitySouthWestJiaoTongUniversityLinearregressionisdividedintosinglelinearregressionandmultiplelinearregression.ThemodelofunarylinearregressionisY二..0+・・1X+epsilon,HereXIndependentvariable,
2、YDependentvariable,EpsilonisarandomerrortermItisusuallyassumedthatthemeanoftherandomerrorisZeroThevarianceis(..2..2>0),・・2andXValueindependent・IffurtherassumptionsRandomerrorThedifferencefollowsanormaldistribution,whichiscalledanormallinearmode1.Ingeneral,withKAn
3、independentvariableandadependentvariable,dependentvariableThevaluecanbebrokendownintotwoparts:partisduetotheinfluenceoftheindependentvariable,thatistosayFunctionasanargumentAmongthem,thefunctionformisalreadyKnow,butcontainsomeunknownparameters;anotherpartisduetoo
4、therUNconsideredfactorsandrandomeffects,thatis,randomerrors・Whenafunctionisalinearfunctionofunknownparameters,itiscalledalinearregressionanalysismode1.Iftherearemultipledependentvariables,theregressionmodelis:Y二…0+.・1X1+.・2X2+.+・・IXi+・・DuetothelineardieThemodelco
5、ntainsrandomerrors,sotheregressionThestraightlinereflectedbythemodelisuncertain・ThemainpurposeofregressionanalysisistoderivefromtheseIntheuncertainstraightline,findalinewhichcanbestfittheoriginaldatainformationanddescribeitasaregressionmodelRelationshipbetweenind
6、ependentvariables,Thestraightlineiscalledtheregressionequation.throughOfteninregressionanalysis,yesEpsilonhasthemostcommonlyusedclassicalassumptions・1,TheexpectedvalueofepsilonisZero2,epsilonforallXForexample,ithasthesamevariance・3,epsilonobeysnormaldistributiona
7、ndisindependentofeachotherVariable・Explanationoflinearregression,ThispaperBasedonexamples・Inthefollowingexample,thereisaoneelementregressionanalysis,andanothertwoMetaregressionanalysis.Examples(Dataanalysismethodexercises2.4_page79)Acompanymanagerwhoknowsaboutthe
8、monthlysalesofacosmeticsinacityY(unit:box)withthemiddleofthecityThenumberofpeoplewhousethecosmetics・・1(unit:thousandpersons)andtheirpercapitamonthlyincome・・2(u
