This page is hosted on AFS file server space, which is being shut down on November 13, 2018.
If you are seeing this message, your service provider needs to take steps now.
Visit
afs.unc.edu for more information.
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