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 Analysis →Model Fitting →Linear 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.