yydy321a.sas

高老师的经典多元统计分析教材源代码非常经典使用

/*  yydy321.sas  */

data d321;
   input  num x1-x3;
   cards;
  1      3.7     48.5      9.3
  2      5.7     65.1      8.0
  3      3.8     47.2     10.9
  4      3.2     53.2     12.0
  5      3.1     55.5      9.7
  6      4.6     36.1      7.9
  7      2.4     24.8     14.0
  8      7.2     33.1      7.6
  9      6.7     47.4      8.5
 10      5.4     54.1     11.3
 11      3.9     36.9     12.7
 12      4.5     58.8     12.3
 13      3.5     27.8      9.8
 14      4.5     40.2      8.4
 15      1.5     13.5     10.1
 16      8.5     56.4      7.1
 17      4.5     71.6      8.2
 18      6.5     52.8     10.9
 19      4.1     44.1     11.2
 20      5.5     40.9      9.4
 ;

  proc iml;
   n=20; p=3;
   m0={4 50 10};
   use d321;
   xa={x1 x2 x3};
   read all  var xa into x; print x;
   ln={[20] 1} ; print ln;
   x0=(ln*x)/n; print x0;
   xm=x0-m0; print xm;
   mm=i(20)-j(20,20,1)/n;
   a=x`*mm*x; print a;
   ai=inv(a); print ai;
   dd=xm*ai*xm`; d2=(n-1)*dd;
   t2=n*d2;
   f=(n-p)*t2/((n-1)*p);
   print dd d2 t2 f;
   p0=1-probf(f,p,n-p);
   print p0;
   fa=finv(0.95,p,n-p);
   beta=probf(fa,p,n-p,t2);
   print fa beta;
run;