A11 - EST 504 (Remmenga) Chapter 11: Some Model Building...

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1EST 504 (Remmenga) Chapter 11: Some Model Building and Diagnostic Tools in the REG procedure DATA SET 1. Use the Gifted data set (from Chapter 10) again. (I will call the SAS ® data set “GIFT” as before.) The GIFT data set can be found at the E ST 504 website ( http://web.NMSU.Edu/~martarem/EST_504.htm). Read it into SAS ® however you like. SAS PROGRAMMING and QUESTIONS (Please write your answers on the OUTPUT) 1. Print out the data and plot each X against Y. 2. Suggest a reasonable relationship between each X and Y based on the plots alone. 3. Use PROC CORR to obtain all pair-wise correlations among Y and the X’s. 4. Fit the full model in PROC REG and request the variance inflation factors (VIF’s). 5. Show how the VIF values relate to the results of the pair-wise correlations. 6. Based on the VIF values, obtain a set of variables that you believe to be free of multicolinearity and explain your choice of variables. 7. Using the set of variables from 6, apply three different automatic variable selection techniques provided by SAS ® . a.
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This note was uploaded on 04/09/2008 for the course STAT 503 taught by Professor Steiner during the Spring '05 term at New Mexico.

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