Modeling and Multivariate Methods - SAS

58 Fitting Standard Least Squares Models Chapter 3
Regression Reports
Table 3.2 Description of Regression Reports and Options (Continued)
Effect Details
Lack of Fit
Show All Confidence
Intervals
AICc
Shows or hides the Effect Details report when Effect Screening or Minimal
Report is selected in Fit Model launch window. See “Effect Options” on
page 106.
Note: If you select the Effect Leverage Emphasis option, each effect has
its own report at the top of the report window.
Shows or hides a test assessing if the model has the appropriate effects. See
“Lack of Fit” on page 62.
Shows or hides confidence intervals for the following:
• Parameter estimates in the Parameter Estimates report
• Least squares means in the Least Squares Means Table
Shows or hides AICc and BIC values in the Summary of Fit report.
Summary of Fit
The Summary of Fit report provides a summary of model fit.
Table 3.3 Description of the Summary of Fit Report
RSquare
Estimates the proportion of variation in the response that can be attributed
to the model rather than to random error. Using quantities from the
corresponding Analysis of Variance table, R 2 is calculated as follows:
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Sum of Squares(Model)
Sum of Squares(C. Total)
An R 2 closer to 1 indicates a better fit. An R 2 closer to 0 indicates that the fit
predicts the response no better than the overall response mean.
Rsquare Adj
Adjusts R 2 to make it more comparable between models with different
numbers of parameters. The computation uses the degrees of freedom, and is
the ratio of mean squares instead of sums of squares.
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Mean Square(Error)
Mean Square(C. Total)
The mean square for Error appears in the Analysis of Variance report. The
mean square for C. Total is computed as the C. Total sum of squares divided
by its respective degrees of freedom.
Root Mean Square Error
Estimates the standard deviation of the random error. It is the square root of
the Mean Square for Error in the Analysis of Variance report.
Note: Root Mean Square Error (RMSE) is commonly denoted as s.