Module 10: Multiple Regression

Question 1

What is PROC GLM?

Answer 1

Its a SAS procedure used for the analysis of variance and regression analysis.

Question 2

Write the general syntax for PROC GLM.

Answer 2

proc glm data=dataset;
model y-var = list-of-x-var;
run;

Question 3

How do you write an interaction term in PROC GLM?

Answer 3

var1 x var2

Question 4

What does the class statement do in PROC GLM?

Answer 4

Specifies one or more categorical variables that you want to include in the regression

Question 5

T/F: When the class variables are used, the parameter estimates are generated.

Answer 5

False: They are not generated. Need to use the SOLUTION model option.

Question 6

T/F: By default SAS keeps the last level of the categorical variable as the reference group.

Answer 6

True

Question 7

How do you specify another level of a categorical variable as the reference group?

Answer 7

Use the option REF = ‘ref-level in the class statement.
Ex. class eeogroup (ref = ‘1M’);

Question 8

Given the following code, explain each line.

proc glm data=one;
1) class eeogroup;
2) model salary = eeogroup timeinjob othertime/solution;
3) output = out=oneout predicted=yhat residual= diff student =sigma

Answer 8

1) specifies eeogroup as categorical
2) specifies the model to use
3) Creates a new dataset called oneout that has the variables named yhat, diff, and sigma based on the outputs for predicted, residual, and student

Note: sigma is std. deviations