Programming the statistical procedures from SAS

How to include error of input variables in the regression plot

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New Contributor
Posts: 2

How to include error of input variables in the regression plot

I am using Proc SGPLOT to create a regression plot that charts 'occurances of condition x' (yaxis) against year of admission (xaxis) and I know how to include the 95% confidence intervals for that regression line (like this https://support.sas.com/kb/40504).

 

However my values for 'occurances of condition x' are estimates and each have an associated standard error. Eg for 2004, occurances could be 34.9 with stddev of 4.3 but 2005 could be 55 with a stddev of 0.3. Is there anyway to incorporate this error into my regression analysis. If not, what is the reason it cannot be done (ie: is it because SAS doesn't have the capability or is it something flaw in my understand of statistics).

 

Thanks

 

Jon

Super User
Posts: 18,528

Re: How to include error of input variables in the regression plot

Regression models aren't designed to handle the information AFAIK. There maybe more complex techniques that can, but one quick workaround is to do a simulation to determine ranges of intervals. 

Occasional Learner
Posts: 1

Re: How to include error of input variables in the regression plot

Any idea how to do that?
Respected Advisor
Posts: 4,745

Re: How to include error of input variables in the regression plot

Look at the documentation of the WEIGHT statement for proc reg. This is most likely the way to go. Define w = 1 / stdErr**2; and use w in the weight statement.

PG
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