SAS/ETS Examples
A Simple Regression Model with Correction of Heteroscedasticity
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SAS Program
/* Regression Model with Correction of Heteroskedasticity */ data hetero1; input state exp inc; inc=inc/10000; inc2=inc**2; if exp = . then delete; datalines; 1 275 6247 2 275 6183 3 531 8914 4 316 7505 5 304 6813 6 431 7873 7 316 6640 8 427 8063 9 259 5736 10 294 7391 11 423 8818 12 335 6607 13 320 6951 14 342 7526 15 268 6489 16 353 6541 17 320 6456 18 821 10851 19 387 8850 20 424 8604 21 265 6700 22 437 8745 23 355 8001 24 327 6333 25 466 8442 26 274 7342 27 359 9032 28 388 6505 29 311 7478 30 397 7839 31 315 6242 32 315 7697 33 356 7624 34 . 7597 35 339 7374 36 452 8001 37 428 10022 38 403 8380 39 345 7696 40 260 6615 41 427 8306 42 477 7847 43 433 7051 44 279 7277 45 447 8267 46 322 7812 47 412 7733 48 321 6841 49 417 6622 50 415 8450 51 500 9096 ; /* Ordinary Least Squares */ title 'Ordinary Least Squares'; proc model data=hetero1; parms a1 b1 b2; exp = a1 + b1 * inc + b2 * inc2; fit exp / white pagan=(1 inc inc2) out=resid1 outresid; run; quit; proc gplot data=resid1; plot exp*inc / vref=0 cvref=red; symbol c=blue value=star; title1 'Residual vs. Per Capita Income'; title2 'Ordinary Least Squares'; run; quit; /* Weighted Least Squares */ title 'Weighted Least Squares'; title2; proc model data=hetero1; parms a1 b1 b2; inc2_inv = 1/inc2; exp = a1 + b1 * inc + b2 * inc2; fit exp / white pagan=(1 inc inc2); weight inc2_inv; run; quit;
