Model Fitting: Linear Regression

Overview of the Linear Regression Analysis

The Linear Regression analysis fits a linear regression model by using ordinary least squares. You can write the multiple linear regression equation for a model with p explanatory variables as

\[  Y = b_0 + b_1 X_1 + b_2 X_2 + \ldots + b_ p X_ p  \]

where Y is the response variable, the $X_ i$’s are explanatory variables, and the $b_ i$’s are regression coefficients.

You can run a Linear Regression analysis by selecting AnalysisModel FittingLinear Regression from the main menu. The computation of the regression function, confidence limits, and related statistics is implemented by calling the REG procedure in SAS/STAT software. See the documentation for the REG procedure in the SAS/STAT User's Guide for additional details.