Calculation from page 142 to page 143 based on data file duncan.
proc reg data=duncan; model prestige=income educ; run; quit; proc means data=duncan; class occtype; var prestige; output out=totals mean(prestige)=mean ; /*dummy code the categorical variable occtype*/ data duncanDummy; set duncan; if occtype='bc' then do d1=0; d2=0; end; if occtype='prof' then do d1=1; d2=0; end; if occtype='wc' then do d1=0; d2=1; end; run; proc reg data=duncanDummy; model prestige=income educ d1 d2; run; occupationeffect: test d1 , d2 ; quit;The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F
Model 2 36181 18090 101.22 <.0001 Error 42 7506.69865 178.73092 Corrected Total 44 43688
Root MSE 13.36903 R-Square 0.8282 Dependent Mean 47.68889 Adj R-Sq 0.8200 Coeff Var 28.03384
Parameter Estimates
Parameter Standard Variable DF Estimate Error t Value Pr > |t|
Intercept 1 -6.06466 4.27194 -1.42 0.1631 income 1 0.59873 0.11967 5.00 <.0001 educ 1 0.54583 0.09825 5.56 <.0001
The MEANS Procedure
Analysis Variable : prestige
N occtype Obs N Mean Std Dev Minimum Maximum ------------------------------------------------------------------------------------ bc 21 21 22.7619048 18.0552063 3.0000000 67.0000000
prof 18 18 80.4444444 14.1055776 45.0000000 97.0000000
wc 6 6 36.6666667 11.7926531 16.0000000 52.0000000 ------------------------------------------------------------------------------------
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F
Model 4 39890 9972.42242 105.03 <.0001 Error 40 3797.95474 94.94887 Corrected Total 44 43688
Root MSE 9.74417 R-Square 0.9131 Dependent Mean 47.68889 Adj R-Sq 0.9044 Coeff Var 20.43279
Parameter Estimates
Parameter Standard Variable DF Estimate Error t Value Pr > |t|
Intercept 1 -0.18503 3.71377 -0.05 0.9605 income 1 0.59755 0.08936 6.69 <.0001 educ 1 0.34532 0.11361 3.04 0.0042 d1 1 16.65751 6.99301 2.38 0.0221 d2 1 -14.66113 6.10877 -2.40 0.0211
The REG Procedure Model: MODEL1
Test OCCUPATIONEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F
Numerator 2 1854.37195 19.53 <.0001 Denominator 40 94.94887
Calculation on page 150, Table 7.1 and Table 7.2 on page 151 based on data file duncan. In Table 7.2, the column of Sum of Squares come from the difference between the sum of squares of the models contrasted. The results from SAS for F-values in Table 7.2 is different from the book since the degree of freedom for residuals used in calculating the F-values is always 36 in the book whereas in SAS it depends on different models.
data duncanDummy; set duncan; if occtype='bc' then do d1=0; d2=0; end; if occtype='prof' then do d1=1; d2=0; end; if occtype='wc' then do d1=0; d2=1; end; incd1=income*d1; incd2=income*d2; educd1=educ*d1; educd2=educ*d2; run; proc reg data=duncanDummy;/*model 1*/ model prestige=income educ d1 d2 incd1 incd2 educd1 educd2; run; incTypeEffect: test incd1, incd2 ; /*compared with model 2 */ eduTypeEffect: test educd1, educd2; quit; proc reg; /*model 2*/ model prestige=income educ d1 d2 educd1 educd2; run; incomeEffect: test income; /*compared with model 6 */ quit; proc reg ; /*model 3 */ model prestige=income educ d1 d2 incd1 incd2; run; educEffect: test educ; /*compared with model 7 */ quit; proc reg; /*model 4*/ model prestige=income educ d1 d2; run; typeEffect: test d1, d2; /*compared with model 5*/ quit; proc reg; /*model 5 */ model prestige=income educ; run; proc reg; /*model 6 */ model prestige=educ d1 d2 educd1 educd2; run; proc reg; /*model 7 */ model prestige=income d1 d2 incd1 incd2; run; quit;The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 8 40337 5042.12491 54.17 <.0001 Error 36 3350.64519 93.07348 Corrected Total 44 43688
Root MSE 9.64746 R-Square 0.9233 Dependent Mean 47.68889 Adj R-Sq 0.9063 Coeff Var 20.22999
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1
Test INCTYPEEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F Numerator 2 186.08646 2.00 0.1502 Denominator 36 93.07348
The REG Procedure Model: MODEL1
Test EDUTYPEEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F Numerator 2 5.77997 0.06 0.9399 Denominator 36 93.07348
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 6 39965 6660.80439 67.99 <.0001 Error 38 3722.81811 97.96890 Corrected Total 44 43688
Root MSE 9.89792 R-Square 0.9148 Dependent Mean 47.68889 Adj R-Sq 0.9013 Coeff Var 20.75520
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1
Test INCOMEEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F Numerator 1 3953.83635 40.36 <.0001 Denominator 38 97.96890 The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 6 40325 6720.90655 75.96 <.0001 Error 38 3362.20513 88.47908 Corrected Total 44 43688
Root MSE 9.40633 R-Square 0.9230 Dependent Mean 47.68889 Adj R-Sq 0.9109 Coeff Var 19.72437
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1
Test EDUCEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F Numerator 1 891.30475 10.07 0.0030 Denominator 38 88.47908
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 4 39890 9972.42242 105.03 <.0001 Error 40 3797.95474 94.94887 Corrected Total 44 43688
Root MSE 9.74417 R-Square 0.9131 Dependent Mean 47.68889 Adj R-Sq 0.9044 Coeff Var 20.43279
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1
Test TYPEEFFECT Results for Dependent Variable prestige
Mean Source DF Square F Value Pr > F Numerator 2 1854.37195 19.53 <.0001 Denominator 40 94.94887
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 2 36181 18090 101.22 <.0001 Error 42 7506.69865 178.73092 Corrected Total 44 43688
Root MSE 13.36903 R-Square 0.8282 Dependent Mean 47.68889 Adj R-Sq 0.8200 Coeff Var 28.03384
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 5 36011 7202.19800 36.59 <.0001 Error 39 7676.65446 196.83729 Corrected Total 44 43688
Root MSE 14.02987 R-Square 0.8243 Dependent Mean 47.68889 Adj R-Sq 0.8018 Coeff Var 29.41958
Parameter Estimates: Omitted.
The REG Procedure Model: MODEL1 Dependent Variable: prestige
Analysis of Variance
Sum of Mean Source DF Squares Square F Value Pr > F Model 5 39434 7886.82691 72.31 <.0001 Error 39 4253.50988 109.06436 Corrected Total 44 43688
Root MSE 10.44339 R-Square 0.9026 Dependent Mean 47.68889 Adj R-Sq 0.8902 Coeff Var 21.89900
Parameter Estimates: Omitted.