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Modeling and Multivariate Methods - SAS

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100 Fitting St<strong>and</strong>ard Least Squares Models Chapter 3<br />

Row Diagnostics<br />

Save Specific<br />

Transformation<br />

Table of Estimates<br />

Prompts you for a lambda value <strong>and</strong> then does the same thing as the Save<br />

Best Transformation.<br />

Creates a new data table containing parameter estimates <strong>and</strong> SSE for all<br />

values of λ from -2 to 2.<br />

Row Diagnostics<br />

Plot Regression<br />

Plot Actual by<br />

Predicted<br />

Plot Effect Leverage<br />

Plot Residual By<br />

Predicted<br />

Plot Residual By Row<br />

Press<br />

Produces a regression plot of the response <strong>and</strong> the continuous X variable. If<br />

there is exactly one continuous term in a model, <strong>and</strong> no more than one<br />

categorical term, then JMP plots the regression line (or lines).<br />

Displays the observed values by the predicted values of Y. This is the leverage<br />

plot for the whole model. See “Leverage Plots” on page 101.<br />

Produces a leverage plot for each effect in the model showing the<br />

point-by-point composition of the test for that effect. See “Leverage Plots”<br />

on page 101.<br />

Displays the residual values by the predicted values of Y. You typically want<br />

to see the residual values scattered r<strong>and</strong>omly about zero.<br />

Displays the residual value by the row number of its observation.<br />

Displays a Press statistic, which computes the residual sum of squares where<br />

the residual for each row is computed after dropping that row from the<br />

computations. The Press statistic is the total prediction error sum of squares<br />

<strong>and</strong> is given by<br />

Press<br />

n<br />

= ( ŷ () i – y i<br />

) 2<br />

i = 1<br />

where n is the number of variables in the model, y i is the observed response<br />

value of the i th observation, <strong>and</strong><br />

ŷ is the predicted response value of the omitted observation.<br />

() i<br />

The Press RMSE is defined as Press ⁄ n .<br />

The Press statistic is useful when comparing multiple models. Models with<br />

lower Press statistics are favored.

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