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Modeling and Multivariate Methods - SAS

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Chapter 3 Fitting St<strong>and</strong>ard Least Squares Models 59<br />

Regression Reports<br />

Table 3.3 Description of the Summary of Fit Report (Continued)<br />

Mean of Response<br />

Observations (or Sum<br />

Wgts)<br />

AICc<br />

BIC<br />

Overall mean of the response values.<br />

Records the number of observations used in the model. If there are no<br />

missing values <strong>and</strong> no excluded rows, this is the same as the number of rows<br />

in the data table. If there is a column assigned to the role of weight, this is<br />

the sum of the weight column values.<br />

Note: Appears only if you have the AICc option selected.<br />

Shows or hides the corrected Akaike Information Criterion value, which is a<br />

measure of model fit that is helpful when comparing different models.<br />

Note: Appears only if you have the AICc option selected.<br />

Shows or hides the Bayesian Information Criterion value, which is a measure<br />

of model fit that is helpful when comparing different models.<br />

Analysis of Variance<br />

The Analysis of Variance report provides the calculations for comparing the fitted model to a simple mean<br />

model.<br />

Table 3.4 Description of the Analysis of Variance Report<br />

Source<br />

DF<br />

Sum of Squares<br />

Lists the three sources of variation: Model, Error, <strong>and</strong> C. Total (Corrected<br />

Total).<br />

Records an associated degrees of freedom (DF) for each source of variation.<br />

• The C. Total DF is always one less than the number of observations.<br />

• The total DF are partitioned into the Model <strong>and</strong> Error terms:<br />

– The Model degrees of freedom is the number of parameters (except<br />

for the intercept) used to fit the model.<br />

– The Error DF is the difference between the C. Total DF <strong>and</strong> the<br />

Model DF.<br />

Records an associated sum of squares (SS) for each source of variation. The<br />

SS column accounts for the variability measured in the response.<br />

• The total (C. Total) SS is the sum of squared distances of each response<br />

from the sample mean.<br />

• The Error SS is the sum of squared differences between the fitted values<br />

<strong>and</strong> the actual values. This corresponds to the unexplained variability<br />

after fitting the model.<br />

• The Model SS is the difference between the C. Total SS <strong>and</strong> the Error<br />

SS.

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