The ORTHOREG Procedure

## Displayed Output

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