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First steps in linear regression with SAS

Premiers pas en régression linéaire avec SAS®

Josiane Confais () and Monique Le Guen
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Josiane Confais: ISUP - Institut de Statistique de l'Université Pierre et Marie Curie - UPMC - Université Pierre et Marie Curie - Paris 6

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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.

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 (search for similar items in EconPapers)
Date: 2007-10
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00180861
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Published in 2007

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