REPLICATION OF WEIGHTED LEAST SQUARES ESTIMATION OF BLOOD PRESSURE MODEL
(NKNW pp. 406-407)
>import 'c:\systat7\s209\ch10ta01.dat'/type=ascii IMPORT successfully completed. >edit >TYPE=RECTANGULAR >ESAVE 'C:\SYSTAT7\S209\CH10TA01.SYD' / DOUBLE 54 cases have been saved into a SYSTAT file >names Variables in the SYSTAT Rectangular file are: AGE DIABP >mglh >plot diabp*age >format 12 6 >model diabp=constant+age >save diabpres/resid data >estimate Dep Var: DIABP N: 54 Multiple R: 0.638511 Squared multiple R: 0.407697 Adjusted squared multiple R: 0.396306 Standard error of estimate: 8.145746 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT 56.156929 3.993674 0.0 . 14.06147 0.00000 AGE 0.580031 0.096951 0.638511 1.000000 5.98271 0.00000 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 2374.968325 1 2374.968325 35.792837 0.000000 Residual 3450.365008 52 66.353173 Durbin-Watson D Statistic 1.901 First Order Autocorrelation -0.007 Residuals have been saved. ------------------------------------------------------------------------------- >USE 'C:\SYSTAT7\S209\DIABPRES.SYD' SYSTAT Rectangular file C:\SYSTAT7\S209\DIABPRES.SYD, created Tue Mar 16, 1999 at 10:22:18, contains variables: ESTIMATE RESIDUAL LEVERAGE COOK STUDENT SEPRED AGE DIABP >let abse=abs(residual) >let sqe=residual^2 >plot abse*age >plot sqe*age >model abse=constant+age >estimate Dep Var: ABSE N: 54 Multiple R: 0.459703 Squared multiple R: 0.211327 Adjusted squared multiple R: 0.196160 Standard error of estimate: 4.460573 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT -1.549478 2.186917 0.0 . -0.70852 0.48179 AGE 0.198172 0.053090 0.459703 1.000000 3.73276 0.00047 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 277.230912 1 277.230912 13.933507 0.000470 Residual 1034.628800 52 19.896708 ------------------------------------------------------------------------------- Durbin-Watson D Statistic 1.883 First Order Autocorrelation 0.006 >let shat=-1.549478+0.198172*age >let w=1/shat^2 >weight=w >model diabp=constant+age >estimate Cases are weighted by value of variable W. Dep Var: DIABP N: 54 Multiple R: 0.722049 Squared multiple R: 0.521355 Adjusted squared multiple R: 0.512150 Standard error of estimate: 1.213021 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT 55.565766 2.395501 0.0 . 23.19588 0.00000 AGE 0.596342 0.079238 0.722049 1.000000 7.52595 0.00000 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 83.341178 1 83.341178 56.639977 0.000000 Residual 76.513823 52 1.471420 ------------------------------------------------------------------------------- *** WARNING *** Case 2 has large leverage (Leverage = 0.376538) Case 3 has large leverage (Leverage = 0.302634) Case 3 is an outlier (Studentized Residual = -8.852355) Case 4 is an outlier (Studentized Residual = 6.056744) Case 6 has large leverage (Leverage = 0.237264) Case 7 has large leverage (Leverage = 0.458977) Case 8 has large leverage (Leverage = 0.458977) Case 9 is an outlier (Studentized Residual = 7.213483) Case 12 is an outlier (Studentized Residual = -5.549786) Case 13 is an outlier (Studentized Residual = 22.087840) Case 14 has large leverage (Leverage = 0.280807) Case 14 has large influence (Cook distance = 30.099160) Case 16 is an outlier (Studentized Residual = -7.709744) Case 17 is an outlier (Studentized Residual = -18.161238) Case 19 has large leverage (Leverage = 0.218165) Case 20 has large leverage (Leverage = 0.280807) Case 20 has large influence (Cook distance = 14.199482) Case 24 is an outlier (Studentized Residual = 6.758886) Case 25 has large leverage (Leverage = 0.218165) Case 26 has large leverage (Leverage = 0.351984) Case 26 is an outlier (Studentized Residual = -4.617171) Case 27 has large leverage (Leverage = 1.089174) Case 28 has large leverage (Leverage = 1.533124) Case 29 has large leverage (Leverage = 0.431694) Case 29 has large influence (Cook distance = 40.299040) Case 30 has large leverage (Leverage = 0.616717) Case 30 has large influence (Cook distance = 105.803706) Case 31 has large leverage (Leverage = 0.722030) Case 32 has large leverage (Leverage = 1.089174) Case 33 has large leverage (Leverage = 0.722030) Case 33 has large influence (Cook distance = 122.394207) Case 34 has large leverage (Leverage = 0.835877) Case 34 has large influence (Cook distance = 1231.036447) Case 35 has large leverage (Leverage = 1.089174) Case 36 has large leverage (Leverage = 1.228623) Case 37 has large leverage (Leverage = 0.958258) Case 37 has large influence (Cook distance = 1.72192E+04) Case 38 has large leverage (Leverage = 1.533124) Case 39 has large leverage (Leverage = 1.376607) Case 40 has large leverage (Leverage = 0.431694) Case 40 has large influence (Cook distance = 50.846691) Case 41 has large leverage (Leverage = 0.616717) Case 41 is an outlier (Studentized Residual = 9.873295) Case 41 has large influence (Cook distance = 27.465698) Case 42 has large leverage (Leverage = 2.651449) Case 43 has large leverage (Leverage = 2.443726) Case 44 has large leverage (Leverage = 3.092497) Case 45 has large leverage (Leverage = 2.053883) Case 46 has large leverage (Leverage = 2.244537) Case 47 has large leverage (Leverage = 2.867706) Case 48 has large leverage (Leverage = 2.053883) Case 49 has large leverage (Leverage = 1.698176) Case 50 has large leverage (Leverage = 3.567681) Case 51 has large leverage (Leverage = 1.698176) Case 52 has large leverage (Leverage = 2.053883) Case 53 has large leverage (Leverage = 3.325822) Case 54 has large leverage (Leverage = 3.092497) Durbin-Watson D Statistic 1.897 First Order Autocorrelation -0.004 >page wide >list age diabp residual abse shat w
cf NKNW Table 10.1 p. 407
Case number AGE DIABP RESIDUAL ABSE SHAT W 1 27.000000 73.000000 1.182239 1.182239 3.801166 0.069210 2 21.000000 66.000000 -2.337576 2.337576 2.612134 0.146558 3 22.000000 63.000000 -5.917607 5.917607 2.810306 0.126617 4 24.000000 75.000000 4.922331 4.922331 3.206650 0.097252 5 25.000000 71.000000 0.342301 0.342301 3.404822 0.086260 6 23.000000 70.000000 0.502362 0.502362 3.008478 0.110486 7 20.000000 65.000000 -2.757545 2.757545 2.413962 0.171609 8 20.000000 70.000000 2.242455 2.242455 2.413962 0.171609 9 29.000000 79.000000 6.022178 6.022178 4.197510 0.056757 10 24.000000 72.000000 1.922331 1.922331 3.206650 0.097252 11 25.000000 68.000000 -2.657699 2.657699 3.404822 0.086260 12 28.000000 67.000000 -5.397792 5.397792 3.999338 0.062521 13 26.000000 79.000000 7.762270 7.762270 3.602994 0.077032 14 38.000000 91.000000 12.801900 12.801900 5.981058 0.027954 15 32.000000 76.000000 1.282085 1.282085 4.792026 0.043547 16 33.000000 69.000000 -6.297946 6.297946 4.990198 0.040157 17 31.000000 66.000000 -8.137884 8.137884 4.593854 0.047386 18 34.000000 73.000000 -2.877976 2.877976 5.188370 0.037148 19 37.000000 78.000000 0.381931 0.381931 5.782886 0.029903 20 38.000000 87.000000 8.801900 8.801900 5.981058 0.027954 21 33.000000 76.000000 0.702054 0.702054 4.990198 0.040157 22 35.000000 79.000000 2.541993 2.541993 5.386542 0.034465 23 30.000000 73.000000 -0.557853 0.557853 4.395682 0.051754 24 31.000000 80.000000 5.862116 5.862116 4.593854 0.047386 25 37.000000 68.000000 -9.618069 9.618069 5.782886 0.029903 26 39.000000 75.000000 -3.778130 3.778130 6.179230 0.026190 27 46.000000 89.000000 6.161654 6.161654 7.566434 0.017467 28 49.000000 101.000000 16.421562 16.421562 8.160950 0.015015 29 40.000000 70.000000 -9.358161 9.358161 6.377402 0.024587 30 42.000000 72.000000 -8.518223 8.518223 6.773746 0.021794 31 43.000000 80.000000 -1.098254 1.098254 6.971918 0.020573 32 46.000000 83.000000 0.161654 0.161654 7.566434 0.017467 33 43.000000 75.000000 -6.098254 6.098254 6.971918 0.020573 34 44.000000 71.000000 -10.678284 10.678284 7.170090 0.019451 35 46.000000 80.000000 -2.838346 2.838346 7.566434 0.017467 36 47.000000 96.000000 12.581623 12.581623 7.764606 0.016587 37 45.000000 92.000000 9.741685 9.741685 7.368262 0.018419 38 49.000000 80.000000 -4.578438 4.578438 8.160950 0.015015 39 48.000000 70.000000 -13.998408 13.998408 7.962778 0.015771 40 40.000000 90.000000 10.641839 10.641839 6.377402 0.024587 41 42.000000 85.000000 4.481777 4.481777 6.773746 0.021794 42 55.000000 76.000000 -12.058623 12.058623 9.349982 0.011439 43 54.000000 71.000000 -16.478592 16.478592 9.151810 0.011939 44 57.000000 99.000000 9.781315 9.781315 9.746326 0.010527 45 52.000000 86.000000 -0.318531 0.318531 8.755466 0.013045 46 53.000000 79.000000 -7.898562 7.898562 8.953638 0.012474 47 56.000000 92.000000 3.361346 3.361346 9.548154 0.010969 48 52.000000 85.000000 -1.318531 1.318531 8.755466 0.013045 Case number AGE DIABP RESIDUAL ABSE SHAT W 49 50.000000 71.000000 -14.158469 14.158469 8.359122 0.014311 50 59.000000 90.000000 -0.378746 0.378746 10.142670 0.009721 51 50.000000 91.000000 5.841531 5.841531 8.359122 0.014311 52 52.000000 100.000000 13.681469 13.681469 8.755466 0.013045 53 58.000000 80.000000 -9.798716 9.798716 9.944498 0.010112 54 57.000000 109.000000 19.781315 19.781315 9.746326 0.010527
Last modified 16 April 1999