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Output de la corrida de collin.sas |
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Collinearity in regression Uncorrelated independent variables
OBS X1 X2 Y
1 4 2 42
2 4 2 39
3 4 3 48
4 4 3 51
5 6 2 49
6 6 2 53
7 6 3 61
8 6 3 60
Collinearity in regression Uncorrelated independent variables
Model: MODEL1 Dependent Variable: Y
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Prob>F
Model 2 402.25000 201.12500 57.057 0.0004
Error 5 17.62500 3.52500
C Total 7 419.87500
Root MSE 1.87750 R-square 0.9580
Dep Mean 50.37500 Adj R-sq 0.9412
C.V. 3.72704
Parameter Estimates
Parameter Standard T for H0:
Variable DF Estimate Error Parameter=0 Prob > |T|
INTERCEP 1 0.375000 4.74045093 0.079 0.9400
X1 1 5.375000 0.66379590 8.097 0.0005
X2 1 9.250000 1.32759180 6.968 0.0009
Variance
Variable DF Type I SS Type II SS Tolerance Inflation
INTERCEP 1 20301 0.022059 . 0.00000000
X1 1 231.125000 231.125000 1.00000000 1.00000000
X2 1 171.125000 171.125000 1.00000000 1.00000000
Correlation of Estimates
CORRB INTERCEP X1 X2
INTERCEP 1.0000 -0.7001 -0.7001
X1 -0.7001 1.0000 0.0000
X2 -0.7001 0.0000 1.0000
Collinearity Diagnostics(intercept adjusted)
Condition Var Prop Var Prop
Number Eigenvalue Index X1 X2
1 1.00000 1.00000 1.0000 0.0000
2 1.00000 1.00000 0.0000 1.0000
Collinearity in regression Highly correlated predictors (Hald's data)
OBS X1 X2 X3 X4 Y
1 7 26 6 60 78.5
2 1 29 15 52 74.3
3 11 56 8 20 104.3
4 11 31 8 47 87.6
5 7 52 6 33 95.9
6 11 55 9 22 109.2
7 3 71 17 6 102.7
8 1 31 22 44 72.5
9 2 54 18 22 93.1
10 21 47 4 26 115.9
11 1 40 23 34 83.8
12 11 66 9 12 113.3
13 10 68 8 12 109.4
Collinearity in regression Highly correlated predictors (Hald's data)
Model: MODEL1 Dependent Variable: Y
Analysis of Variance
Sum of Mean
Source DF Squares Square F Value Prob>F
Model 4 2667.89944 666.97486 111.479 0.0001
Error 8 47.86364 5.98295
C Total 12 2715.76308
Root MSE 2.44601 R-square 0.9824
Dep Mean 95.42308 Adj R-sq 0.9736
C.V. 2.56333
Parameter Estimates
Parameter Standard T for H0:
Variable DF Estimate Error Parameter=0 Prob > |T|
INTERCEP 1 62.405369 70.07095921 0.891 0.3991
X1 1 1.551103 0.74476987 2.083 0.0708
X2 1 0.510168 0.72378800 0.705 0.5009
X3 1 0.101909 0.75470905 0.135 0.8959
X4 1 -0.144061 0.70905206 -0.203 0.8441
Variance
Variable DF Type I SS Type II SS Tolerance Inflation
INTERCEP 1 118372 4.745517 . 0.00000000
X1 1 1450.076328 25.950911 0.02597658 38.49621149
X2 1 1207.782266 2.972478 0.00393046 254.42316585
X3 1 9.793869 0.109090 0.02133634 46.86838633
X4 1 0.246975 0.246975 0.00353966 282.51286479
Correlation of Estimates
CORRB INTERCEP X1 X2 X3 X4 INTERCEP 1.0000 -0.9678 -0.9978 -0.9769 -0.9983 X1 -0.9678 1.0000 0.9510 0.9861 0.9568 X2 -0.9978 0.9510 1.0000 0.9624 0.9979 X3 -0.9769 0.9861 0.9624 1.0000 0.9659 X4 -0.9983 0.9568 0.9979 0.9659 1.0000
Collinearity in regression Highly correlated predictors (Hald's data)
Collinearity Diagnostics(intercept adjusted)
Condition Var Prop Var Prop Var Prop Var Prop
Number Eigenvalue Index X1 X2 X3 X4
1 2.23570 1.00000 0.0026 0.0006 0.0015 0.0005
2 1.57607 1.19102 0.0043 0.0004 0.0050 0.0005
3 0.18661 3.46134 0.0635 0.0021 0.0465 0.0007
4 0.00162 37.10634 0.9296 0.9969 0.9471 0.9983