The mean square error criterion suggests a framework for thinking about the problem of multicollinearity in a linear model. To this end we present some examples to illustrate the linkage of the mean ...

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the ...

Ordinary Least-Squares Regression To use the AUTOREG procedure, specify the input data set in the PROC AUTOREG statement and specify the regression model in a MODEL statement. Specify the model by ...

After the model has been fit, predicted and residual values are usually calculated and output. The predicted values are calculated from the estimated regression equation; the residuals are calculated ...