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Assumptions testing of Linear regression on SAS Eminer

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Contributor
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Assumptions testing of Linear regression on SAS Eminer

Hi team,

 

I am working on a client data and would be interested to see if eminer can support me to check the assumptions of a linear regression.

some thing like test linearity, multivariate normality, multicollinearity, auto correlation and homoscadasticity.

 

I may have alternative platforms to perform the exercise but I want to know if sas eminer nodes can provide these results. I have tried to seek these results in excel. kindly guide

 

Thank You,

Prajna.T

Super User
Posts: 9,672

Re: Assumptions testing of Linear regression on SAS Eminer

You covered many statistical models:

 test linearity, -- Check PROC REG,PROC CORR

 multivariate normality, 
http://blogs.sas.com/content/iml/2012/03/02/testing-data-for-multivariate-normality.html

multicollinearity,--Check PROC REG's VIF

 auto correlation and homoscadasticity.
--Check PROC AUTOREG PROC MODEL, you need SAS/ETS .



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