PROC ORTHOREG displays the parameter
estimates and associated statistics.
These include the following:
- overall model analysis of variance, including the error mean
square, which is an estimate of (the variance of the
true errors), and the overall F test for a model effect
- root mean squared error, which is an estimate of
the standard deviation of the true errors.
It is calculated as the square root of
the mean squared error.
- R-square, which is a measure between 0 and 1 that indicates the
portion of the total variation that is attributed to the fit
- estimates for the parameters in the linear model
The table of parameter estimates consists of
- the terms used as regressors, including the Intercept,
identifying the intercept parameter
- degrees of freedom (DF) for the variable.
There is one degree of freedom for each parameter
being estimated unless the model is not full rank.
- estimated linear coefficients
- estimates of the standard
errors of the parameter estimates
- the critical t values for testing whether the parameters are zero.
This is computed as the parameter
estimate divided by its standard error.
- the two-sided p-value for the t-test, which is the probability
that a t-statistic
would obtain a greater absolute value than that
observed given that the true parameter is zero
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.