Programming the statistical procedures from SAS

Meaning of residual/standard error of residuals in Proc Reg

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Meaning of residual/standard error of residuals in Proc Reg

 Dear Experts

 

I have two questions:

Q1

https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_reg_sect039...

 

what is the square bracket in STDR means? What does the STDR means? Is it same as ri / sqrt( 1/(n-1) * sum ri^2 ) where ri is the ith residual computed as yi - yi hat.

 

Q2.

          proc reg data=work.cfs0x1 noprint;

            model &alpname = &regvars/noint;

            weight glswgt;

            output out=&tmp_ds p=pred_alpha_x stdr=stdr_alpha_x;

          run;

 

          data work.cfs0x1;

            merge work.cfs0x1(in=in_1)

              &tmp_ds(in=in_2);

              &alpname = (&alpname - pred_alpha_x) / stdr_alpha_x;

          run;

 

Do you know what is the meaning for calculating  &alpname = (&alpname - pred_alpha_x) / stdr_alpha_x ? I read that people called it regression neutralization. I dont see how it really does.


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a month ago
Super User
Posts: 17,912

Re: Meaning of residual/standard error of residuals in Proc Reg

I'm not sure what you mean by the square bracket. Can you please highlight it here:

http://documentation.sas.com/?docsetId=statug&docsetVersion=14.2&docsetTarget=statug_reg_details25.h...

 

Note that I'm using the latest documentation since the old one did not render properly in my browser.

 

I think if you follow the chain of links it leads you to a detailed page with explanation of the statistics, I just don't have time to go down that rabbit hole right now. 

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Solution
a month ago
Super User
Posts: 17,912

Re: Meaning of residual/standard error of residuals in Proc Reg

I'm not sure what you mean by the square bracket. Can you please highlight it here:

http://documentation.sas.com/?docsetId=statug&docsetVersion=14.2&docsetTarget=statug_reg_details25.h...

 

Note that I'm using the latest documentation since the old one did not render properly in my browser.

 

I think if you follow the chain of links it leads you to a detailed page with explanation of the statistics, I just don't have time to go down that rabbit hole right now. 

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