topic Re: Standardized residuals in Statistical Procedures

Standardized residuals

sasnewbie12 — Thu, 22 Feb 2018 00:43:29 GMT

I am comparing the effects of four treatments, x1,x2,x3,x4 on an outcome, y. I am using proc GLM to run this analysis. I need to calculate the standardized residuals for the model, how can I do that?

Thank You

Re: Standardized residuals

Reeza — Thu, 22 Feb 2018 01:28:59 GMT

What's your definition of standardized residual?
SAS calculates a studentized residual as residual/ stderr, which appears the same by some definitions:

http://www.r-tutor.com/elementary-statistics/simple-linear-regression/standardized-residual

http://documentation.sas.com/?docsetId=statug&docsetTarget=statug_glm_syntax17.htm&docsetVersion=14.3&locale=en

You can get that using the OUTPUT statement, STUDENT option.

@sasnewbie12 wrote:

I am comparing the effects of four treatments, x1,x2,x3,x4 on an outcome, y. I am using proc GLM to run this analysis. I need to calculate the standardized residuals for the model, how can I do that?

Thank You

Re: Standardized residuals

travis945 — Thu, 27 Feb 2020 15:39:24 GMT

Hello,

I used the OUTPUT statement and STUDENT option, but I'm not sure how to print the standardized residuals. Here is my code:

proc reg data=work.'chp 14 # 50'n;

model y=x

output residual=yresid

predicted=yhat

student=stdres;

run;

Thank you!

-Travis

Re: Standardized residuals

PaigeMiller — Thu, 27 Feb 2020 15:57:13 GMT

You could use the R option in the MODEL statement. Or:

you should probably give the output data set a name

output OUT=RESIDUALS residual=yresid predicted=yhat student=stdres;

Then you could use PROC PRINT or VIEWTABLE or many other procedures to see the residuals.

A side question ... why would you want to PRINT residuals or standardized residuals? I see no benefit there ... rather your ought to be PLOTTING residuals, and there are many ways to do that.