Premiers pas en r gression lin aire avec SAS

Josiane Confais and Monique Le Guen
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Josiane Confais: ISUP - Université Paris VI

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

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

Keywords: Simple linear regression; multiple linear regression; ordinary least squares; SAS; Proc REG; SAS/IONSIGHT; exploratory graphics; validation (search for similar items in EconPapers)
JEL-codes: C01 C52 (search for similar items in EconPapers)
Pages: 145 pages
Date: 2007-10
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:r07047

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