【正文】
Forward Selection: Step 2 Bounds on condition number: , Forward Selection: Step 3 Variable X2 Entered: RSquare = and C(p) = Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr F Model 3 .0001 Error 11 Corrected Total 14 Parameter Standard Variable Estimate Error Type II SS F Value Pr F Intercept X1 .0001 X2 X3 Bounds on condition number: , Summary of Forward Selection Variable Number Partial Model Step Entered Vars In RSquare RSquare C(p) F Value Pr F 1 X1 1 .0001 2 X3 2 3 X2 3 The SAS System 14:40 Friday, April 30, 2022 6 The REG Procedure Model: MODEL1 Dependent Variable: Y Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr F Model 3 .0001 Error 11 Corrected Total 14 Root MSE RSquare Dependent Mean Adj RSq Coeff Var Parameter Estimates Parameter Standard Standardized Variable DF Estimate Error t Value Pr |t| Estimate Intercept 1 0 X1 1 .0001 X2 1 X3 1 逐步 (前進(jìn) ,后退 )法回歸程序模式 data b。 input id y x1 x2 x3 x4@@。 cards。 … 。 proc reg data=b。 model y=x1 x2 x3 x4 /stb。 model y=x1 x2 x3 x4 / selection= FORWARD stb。 model y=x1 x2 x3 X4 / selection= BACKWARD stb。 model y=x1 x2 x3 x4 / selection=stepwise stb。 run。 后退法回歸程序模式 ? DATA A。 ? input X1X4 Y @@。 ? cards。 ? 10 23 113 9 20 106 10 22 111 ? 13 21 109 10 22 110 10 23 103 ? 8 23 100 10 24 114 10 20 104 ? 10 21 110 10 23 104 8 21 109 ? 6 23 114 8 21 113 9 22 105 ? 。 ? PROC REG CORR。 ? MODEL Y=X1X4/SELECTION=BACKWORD SLS= STB。 ? RUN。 The REG Procedure Model: MODEL1 Dependent Variable: Y Backward Elimination: Step 0 All Variables Entered: RSquare = and C(p) = Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr F Model 4 .0001 Error 10 Corrected Total 14 Parameter Standard Variable Estimate Error Type II SS F Value Pr F Intercept X1 .0001 X2 X3 X4 Bounds on condition number: , Backward Elimination: Step 1 Variable X4 Removed: RSquare = and C(p) = Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr F Model 3 .0001 Error 11 Corrected Total 14 The SAS System 14:40 Friday, April 30, 2022 13 The REG Procedure Model: MODEL1 Dependent Variable: Y Backward Elimination: Step 1 Parameter Standard Variable Estimate Error Type II SS F Value Pr F Intercept X1 .0001 X2 X3 Bounds on condition number: , All variables left in the model are significant at the level. Summary of Backward Elimination Variable Number Partial Model Step Removed