[SAS Program]              
               
data slrp16;
input (id x y)(2.0 1.0 2.0);
title 'CLASSP16.SIMPLE.SAS -- analysis of Pedhazur data p. 16';
cards;
 11 3
 21 5
 31 6
 41 9
 52 4
 62 6
 72 7
 8210
 93 4
103 6
113 8
12310
134 5
144 7
154 9
16412
175 7
18510
19512
205 6
;
proc reg simple corr;
  model y = x / stb p r;
  output out=resid student=sresid;
  plot y*x='*';
  plot student. * obs.='*';
  plot student. * predicted.='*';
  plot student. * x='*';
proc chart data=resid;
  vbar sresid;
proc univariate plot;
  var sresid;
run;

[SAS Output]


CLASSP16.SIMPLE.SAS -- analysis of Pedhazur data p. 16                         1
                                                 12:41 Tuesday, January 12, 1999

Descriptive Statistics

Variables                 Sum                Mean      Uncorrected SS

INTERCEP                   20                   1                  20
X                          60                   3                 220
Y                         146                 7.3                1196


Variables            Variance       Std Deviation

INTERCEP                    0                   0
X                2.1052631579        1.4509525002
Y                6.8526315789        2.6177531547


Correlation

CORR                 X                 Y

X               1.0000            0.4157
Y               0.4157            1.0000


Model: MODEL1
Dependent Variable: Y

Analysis of Variance

                         Sum of         Mean
Source          DF      Squares       Square      F Value       Prob>F

Model            1     22.50000     22.50000        3.760       0.0683
Error           18    107.70000      5.98333
C Total         19    130.20000

    Root MSE       2.44609     R-square       0.1728
    Dep Mean       7.30000     Adj R-sq       0.1269
    C.V.          33.50802

Parameter Estimates

                 Parameter      Standard    T for H0:
Variable  DF      Estimate         Error   Parameter=0    Prob > |T|

INTERCEP   1      5.050000    1.28273796         3.937        0.0010
X          1      0.750000    0.38676005         1.939        0.0683

              Standardized
Variable  DF      Estimate

INTERCEP   1    0.00000000
X          1    0.41570550


        Dep Var   Predict   Std Err             Std Err   Student
  Obs      Y        Value   Predict  Residual  Residual  Residual

    1    3.0000    5.8000     0.947   -2.8000     2.255    -1.242
    2    5.0000    5.8000     0.947   -0.8000     2.255    -0.355
    3    6.0000    5.8000     0.947    0.2000     2.255     0.089
    4    9.0000    5.8000     0.947    3.2000     2.255     1.419
    5    4.0000    6.5500     0.670   -2.5500     2.353    -1.084
    6    6.0000    6.5500     0.670   -0.5500     2.353    -0.234
    7    7.0000    6.5500     0.670    0.4500     2.353     0.191
    8   10.0000    6.5500     0.670    3.4500     2.353     1.466
    9    4.0000    7.3000     0.547   -3.3000     2.384    -1.384
   10    6.0000    7.3000     0.547   -1.3000     2.384    -0.545
   11    8.0000    7.3000     0.547    0.7000     2.384     0.294
   12   10.0000    7.3000     0.547    2.7000     2.384     1.132
   13    5.0000    8.0500     0.670   -3.0500     2.353    -1.296
   14    7.0000    8.0500     0.670   -1.0500     2.353    -0.446
   15    9.0000    8.0500     0.670    0.9500     2.353     0.404
   16   12.0000    8.0500     0.670    3.9500     2.353     1.679
   17    7.0000    8.8000     0.947   -1.8000     2.255    -0.798
   18   10.0000    8.8000     0.947    1.2000     2.255     0.532
   19   12.0000    8.8000     0.947    3.2000     2.255     1.419
   20    6.0000    8.8000     0.947   -2.8000     2.255    -1.242

                          Cook's
  Obs    -2-1-0 1 2            D

    1  |    **|      |     0.136
    2  |      |      |     0.011
    3  |      |      |     0.001
    4  |      |**    |     0.178
    5  |    **|      |     0.048
    6  |      |      |     0.002
    7  |      |      |     0.001
    8  |      |**    |     0.087
    9  |    **|      |     0.050
   10  |     *|      |     0.008
   11  |      |      |     0.002
   12  |      |**    |     0.034
   13  |    **|      |     0.068
   14  |      |      |     0.008
   15  |      |      |     0.007
   16  |      |***   |     0.114
   17  |     *|      |     0.056
   18  |      |*     |     0.025
   19  |      |**    |     0.178
   20  |    **|      |     0.136

Sum of Residuals                      0
Sum of Squared Residuals       107.7000
Predicted Resid SS (Press)     133.5782



   ------+-------+-------+-------+-------+-------+-------+-------+-------+------
 Y |                                                                           |
   |                                                                           |
12 +                                                     *               *     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
11 +                                                                           +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
10 +                     *               *                               *     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 9 +     *                                               *                     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 8 +                                     *                                     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 7 +                     *                               *               *     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 6 +     *               *               *                               *     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 5 +     *                                               *                     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 4 +                     *               *                                     +
   |                                                                           |
   |                                                                           |
   |                                                                           |
   |                                                                           |
 3 +     *                                                                     +
   |                                                                           |
   |                                                                           |
   ------+-------+-------+-------+-------+-------+-------+-------+-------+------
        1.0     1.5     2.0     2.5     3.0     3.5     4.0     4.5     5.0
                                         X


           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
       2.0 +                                                                   +
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                                                   *               |
           |                                                                   |
           |                                                                   |
       1.5 +                           *                                       +
           |               *                                            *      |
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                                       *                           |
           |                                                                   |
       1.0 +                                                                   +
S          |                                                                   |
t          |                                                                   |
u STUDENT  |                                                                   |
d          |                                                                   |
e          |                                                                   |
n          |                                                                   |
t      0.5 +                                                         *         +
i          |                                                *                  |
z          |                                                                   |
e          |                                    *                              |
d          |                        *                                          |
           |                                                                   |
R          |            *                                                      |
e      0.0 +                                                                   +
s          |                                                                   |
i          |                                                                   |
d          |                     *                                             |
u          |                                                                   |
a          |         *                                                         |
l          |                                             *                     |
      -0.5 +                                                                   +
           |                                 *                                 |
           |                                                                   |
           |                                                                   |
           |                                                      *            |
           |                                                                   |
           |                                                                   |
      -1.0 +                                                                   +
           |                  *                                                |
           |                                                                   |
           |      *                                                        *   |
           |                                          *                        |
           |                              *                                    |
           |                                                                   |
      -1.5 +                                                                   +
           ----+-----+-----+-----+-----+-----+-----+-----+-----+-----+-----+----
               0     2     4     6     8    10    12    14    16    18    20
                               Observation Number   OBS NUM


           -+----+----+----+----+----+----+----+----+----+----+----+----+----+--
       2.0 +                                                                   +
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                                              *                    |
           |                                                                   |
           |                                                                   |
       1.5 +                *                                                  +
           | *                                                           *     |
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                               *                                   |
           |                                                                   |
       1.0 +                                                                   +
S          |                                                                   |
t          |                                                                   |
u STUDENT  |                                                                   |
d          |                                                                   |
e          |                                                                   |
n          |                                                                   |
t      0.5 +                                                             *     +
i          |                                              *                    |
z          |                                                                   |
e          |                               *                                   |
d          |                *                                                  |
           |                                                                   |
R          | *                                                                 |
e      0.0 +                                                                   +
s          |                                                                   |
i          |                                                                   |
d          |                *                                                  |
u          |                                                                   |
a          | *                                                                 |
l          |                                              *                    |
      -0.5 +                                                                   +
           |                               *                                   |
           |                                                                   |
           |                                                                   |
           |                                                             *     |
           |                                                                   |
           |                                                                   |
      -1.0 +                                                                   +
           |                *                                                  |
           |                                                                   |
           | *                                                           *     |
           |                                              *                    |
           |                               *                                   |
           |                                                                   |
      -1.5 +                                                                   +
           -+----+----+----+----+----+----+----+----+----+----+----+----+----+--
          5.75 6.00 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00
                          Predicted Value of Y          PRED



           ------+------+------+------+------+------+------+------+------+------
       2.0 +                                                                   +
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                                               *                   |
           |                                                                   |
           |                                                                   |
       1.5 +                   *                                               +
           |     *                                                       *     |
           |                                                                   |
           |                                                                   |
           |                                                                   |
           |                                 *                                 |
           |                                                                   |
       1.0 +                                                                   +
S          |                                                                   |
t          |                                                                   |
u STUDENT  |                                                                   |
d          |                                                                   |
e          |                                                                   |
n          |                                                                   |
t      0.5 +                                                             *     +
i          |                                               *                   |
z          |                                                                   |
e          |                                 *                                 |
d          |                   *                                               |
           |                                                                   |
R          |     *                                                             |
e      0.0 +                                                                   +
s          |                                                                   |
i          |                                                                   |
d          |                   *                                               |
u          |                                                                   |
a          |     *                                                             |
l          |                                               *                   |
      -0.5 +                                                                   +
           |                                 *                                 |
           |                                                                   |
           |                                                                   |
           |                                                             *     |
           |                                                                   |
           |                                                                   |
      -1.0 +                                                                   +
           |                   *                                               |
           |                                                                   |
           |     *                                                       *     |
           |                                               *                   |
           |                                 *                                 |
           |                                                                   |
      -1.5 +                                                                   +
           ------+------+------+------+------+------+------+------+------+------
                1.0    1.5    2.0    2.5    3.0    3.5    4.0    4.5    5.0
                                             X


Frequency

5 +                                       *****
  |                                       *****
  |                                       *****
  |                                       *****
  |                                       *****
  |                                       *****
4 +      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
3 +      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
  |      *****                 *****      *****                 *****
2 +      *****      *****      *****      *****                 *****
  |      *****      *****      *****      *****                 *****
  |      *****      *****      *****      *****                 *****
  |      *****      *****      *****      *****                 *****
  |      *****      *****      *****      *****                 *****
  |      *****      *****      *****      *****                 *****
1 +      *****      *****      *****      *****      *****      *****
  |      *****      *****      *****      *****      *****      *****
  |      *****      *****      *****      *****      *****      *****
  |      *****      *****      *****      *****      *****      *****
  |      *****      *****      *****      *****      *****      *****
  |      *****      *****      *****      *****      *****      *****
  -------------------------------------------------------------------------
          -1.5       -0.9       -0.3       0.3        0.9        1.5
                             Studentized Residual

Univariate Procedure

Variable=SRESID        Studentized Residual

                 Moments

 N                20  Sum Wgts         20
 Mean       -0.00003  Sum        -0.00059
 Std Dev    1.026609  Variance   1.053926
 Skewness   0.246222  Kurtosis   -1.22248
 USS        20.02459  CSS        20.02459
 CV         -3501956  Std Mean   0.229557
 T:Mean=0   -0.00013  Pr>|T|       0.9999
 Num ^= 0         20  Num > 0          10
 M(Sign)           0  Pr>=|M|      1.0000
 Sgn Rank          2  Pr>=|S|      0.9563


            Quantiles(Def=5)

 100% Max  1.679015       99%  1.679015
  75% Q3   0.832294       95%  1.572748
  50% Med  -0.07255       90%  1.442719
  25% Q1   -0.94104       10%  -1.26902
   0% Min  -1.38414        5%   -1.3403
                           1%  -1.38414
 Range     3.063157
 Q3-Q1     1.773336
 Mode      -1.38414


                 Extremes

    Lowest    Obs     Highest    Obs
  -1.38414(       9)  1.13248(      12)
  -1.29645(      13) 1.418956(       4)
  -1.24159(       1) 1.418956(      19)
  -1.24159(      20) 1.466482(       8)
  -1.08392(       5) 1.679015(      16)


   Stem Leaf                     #  Boxplot
      1 57                       2     |
      1 144                      3     |
      0 5                        1  +-----+
      0 1234                     4  |     |
     -0 442                      3  *--+--*
     -0 85                       2  +-----+
     -1 43221                    5     |
        ----+----+----+----+


Univariate Procedure

Variable=SRESID        Studentized Residual

                       Normal Probability Plot
    1.75+                                        ++++*
        |                                * *+*++*
        |                              +*+++
    0.25+                          ****
        |                     +***+
        |                +++*+*
   -1.25+      *    *++*+* *
         +----+----+----+----+----+----+----+----+----+----+
             -2        -1         0        +1        +2