Model Information
| Data Set | MYLIB.PRIMARYHOUSEDATAV2 |
|---|---|
| Dependent Variable | House |
| Selection Method | None |
Results: Linear Regression
The GLMSELECT Procedure
Number of Observations
| Number of Observations Read | 203 |
|---|---|
| Number of Observations Used | 203 |
Class Level Information
| Class Level Information | ||
|---|---|---|
| Class | Levels | Values |
| State | 4 | CA IL NY TX |
| House Rating | 2 | High Low |
Dimensions
| Dimensions | |
|---|---|
| Number of Effects | 4 |
| Number of Parameters | 15 |
Model Building Summary
Least Squares Summary
| Least Squares Summary | ||||
|---|---|---|---|---|
| Step | Effect Entered |
Number Effects In |
Number Parms In |
SBC |
| * Optimal Value of Criterion | ||||
| 0 | Intercept | 1 | 1 | 4905.3464 |
| 1 | State | 2 | 4 | 4839.1442 |
| 2 | House Rating | 3 | 5 | 4705.9733* |
| 3 | State*House Rating | 4 | 8 | 4709.4506 |
Least Squares Model (No Selection)
Full Model
ANOVA
| Analysis of Variance | |||||
|---|---|---|---|---|---|
| Source | DF | Sum of Squares |
Mean Square |
F Value | Pr > F |
| Model | 7 | 4.215313E12 | 6.021876E11 | 59.96 | <.0001 |
| Error | 195 | 1.95827E12 | 10042411679 | ||
| Corrected Total | 202 | 6.173583E12 | |||
Fit Statistics
| Root MSE | 100212 |
|---|---|
| Dependent Mean | 201173 |
| R-Square | 0.6828 |
| Adj R-Sq | 0.6714 |
| AIC | 4887.94497 |
| AICC | 4888.87761 |
| SBC | 4709.45062 |
Parameter Estimates
| Parameter Estimates | |||||
|---|---|---|---|---|---|
| Parameter | DF | Estimate | Standard Error |
t Value | Pr > |t| |
| Intercept | 1 | 117961 | 11420 | 10.33 | <.0001 |
| State CA | 1 | 75401 | 24670 | 3.06 | 0.0026 |
| State IL | 1 | 7253.246753 | 22115 | 0.33 | 0.7433 |
| State NY | 1 | 10736 | 20233 | 0.53 | 0.5963 |
| State TX | 0 | 0 | . | . | . |
| House Rating High | 1 | 142006 | 58974 | 2.41 | 0.0170 |
| House Rating Low | 0 | 0 | . | . | . |
| State*House Rating CA High | 1 | 169725 | 65687 | 2.58 | 0.0105 |
| State*House Rating CA Low | 0 | 0 | . | . | . |
| State*House Rating IL High | 1 | -8519.913420 | 117809 | -0.07 | 0.9424 |
| State*House Rating IL Low | 0 | 0 | . | . | . |
| State*House Rating NY High | 1 | 215319 | 69805 | 3.08 | 0.0023 |
| State*House Rating NY Low | 0 | 0 | . | . | . |
| State*House Rating TX High | 0 | 0 | . | . | . |
| State*House Rating TX Low | 0 | 0 | . | . | . |
The PLM Procedure
Store Information
| Store Information | |
|---|---|
| Item Store | WORK.GLMSELECT_STORE |
| Data Set Created From | MYLIB.PRIMARYHOUSEDATAV2 |
| Created By | PROC GLMSELECT |
| Date Created | 26APR17:00:35:55 |
| Response Variable | House |
| Class Variables | State House Rating |
| Model Effects | Intercept State House Rating State*House Rating |
Class Level Information
| Class Level Information | ||
|---|---|---|
| Class | Levels | Values |
| State | 4 | CA IL NY TX |
| House Rating | 2 | High Low |
LS-Means
State LS-Means
| State Least Squares Means | ||||||||
|---|---|---|---|---|---|---|---|---|
| State | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| CA | 349227 | 14464 | 195 | 24.14 | <.0001 | 0.05 | 320701 | 377754 |
| IL | 191957 | 50993 | 195 | 3.76 | 0.0002 | 0.05 | 91389 | 292525 |
| NY | 307360 | 18673 | 195 | 16.46 | <.0001 | 0.05 | 270532 | 344187 |
| TX | 188964 | 29487 | 195 | 6.41 | <.0001 | 0.05 | 130810 | 247118 |
State Diffs
| Differences of State Least Squares Means Adjustment for Multiple Comparisons: Tukey-Kramer |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| State | State | Estimate | Standard Error | DF | t Value | Pr > |t| | Adj P | Alpha | Lower | Upper | Adj Lower | Adj Upper |
| CA | IL | 157270 | 53005 | 195 | 2.97 | 0.0034 | 0.0177 | 0.05 | 52734 | 261806 | 19918 | 294622 |
| CA | NY | 41868 | 23620 | 195 | 1.77 | 0.0779 | 0.2897 | 0.05 | -4716.11 | 88451 | -19340 | 103075 |
| CA | TX | 160264 | 32843 | 195 | 4.88 | <.0001 | <.0001 | 0.05 | 95490 | 225037 | 75156 | 245371 |
| IL | NY | -115403 | 54304 | 195 | -2.13 | 0.0348 | 0.1488 | 0.05 | -222502 | -8303.33 | -256123 | 25317 |
| IL | TX | 2993.29 | 58905 | 195 | 0.05 | 0.9595 | 1.0000 | 0.05 | -113178 | 119165 | -149647 | 155634 |
| NY | TX | 118396 | 34902 | 195 | 3.39 | 0.0008 | 0.0046 | 0.05 | 49561 | 187230 | 27953 | 208839 |
State Diffogram
House Rating LS-Means
| House Rating Least Squares Means | ||||||||
|---|---|---|---|---|---|---|---|---|
| House Rating | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| High | 377445 | 30480 | 195 | 12.38 | <.0001 | 0.05 | 317333 | 437558 |
| Low | 141309 | 8825.55 | 195 | 16.01 | <.0001 | 0.05 | 123903 | 158714 |
House Rating Diffs
| Differences of House Rating Least Squares Means Adjustment for Multiple Comparisons: Tukey-Kramer |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| House Rating | House Rating | Estimate | Standard Error | DF | t Value | Pr > |t| | Adj P | Alpha | Lower | Upper | Adj Lower | Adj Upper |
| High | Low | 236137 | 31732 | 195 | 7.44 | <.0001 | <.0001 | 0.05 | 173555 | 298719 | 173555 | 298719 |
House Rating Diffogram
State*House Rating LS-Means
| State*House Rating Least Squares Means | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| State | House Rating | Estimate | Standard Error | DF | t Value | Pr > |t| | Alpha | Lower | Upper |
| CA | High | 505093 | 18938 | 195 | 26.67 | <.0001 | 0.05 | 467743 | 542443 |
| CA | Low | 193362 | 21868 | 195 | 8.84 | <.0001 | 0.05 | 150234 | 236490 |
| IL | High | 258700 | 100212 | 195 | 2.58 | 0.0106 | 0.05 | 61062 | 456338 |
| IL | Low | 125214 | 18938 | 195 | 6.61 | <.0001 | 0.05 | 87864 | 162564 |
| NY | High | 486022 | 33404 | 195 | 14.55 | <.0001 | 0.05 | 420143 | 551902 |
| NY | Low | 128697 | 16702 | 195 | 7.71 | <.0001 | 0.05 | 95758 | 161637 |
| TX | High | 259967 | 57857 | 195 | 4.49 | <.0001 | 0.05 | 145860 | 374073 |
| TX | Low | 117961 | 11420 | 195 | 10.33 | <.0001 | 0.05 | 95438 | 140484 |
State*House Rating Diffs
| Differences of State*House Rating Least Squares Means Adjustment for Multiple Comparisons: Tukey-Kramer |
||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| State | House Rating | State | House Rating | Estimate | Standard Error | DF | t Value | Pr > |t| | Adj P | Alpha | Lower | Upper | Adj Lower | Adj Upper |
| CA | High | CA | Low | 311731 | 28929 | 195 | 10.78 | <.0001 | <.0001 | 0.05 | 254678 | 368784 | 223089 | 400373 |
| CA | High | IL | High | 246393 | 101986 | 195 | 2.42 | 0.0166 | 0.2396 | 0.05 | 45256 | 447529 | -66106 | 558891 |
| CA | High | IL | Low | 379879 | 26783 | 195 | 14.18 | <.0001 | <.0001 | 0.05 | 327058 | 432700 | 297812 | 461945 |
| CA | High | NY | High | 19071 | 38399 | 195 | 0.50 | 0.6200 | 0.9997 | 0.05 | -56660 | 94801 | -98589 | 136731 |
| CA | High | NY | Low | 376396 | 25251 | 195 | 14.91 | <.0001 | <.0001 | 0.05 | 326595 | 426196 | 299023 | 453768 |
| CA | High | TX | High | 245126 | 60878 | 195 | 4.03 | <.0001 | 0.0020 | 0.05 | 125062 | 365190 | 58587 | 431665 |
| CA | High | TX | Low | 387132 | 22115 | 195 | 17.51 | <.0001 | <.0001 | 0.05 | 343516 | 430747 | 319368 | 454896 |
| CA | Low | IL | High | -65338 | 102570 | 195 | -0.64 | 0.5249 | 0.9983 | 0.05 | -267627 | 136951 | -379627 | 248951 |
| CA | Low | IL | Low | 68148 | 28929 | 195 | 2.36 | 0.0195 | 0.2694 | 0.05 | 11094 | 125201 | -20494 | 156789 |
| CA | Low | NY | High | -292660 | 39925 | 195 | -7.33 | <.0001 | <.0001 | 0.05 | -371401 | -213919 | -414997 | -170323 |
| CA | Low | NY | Low | 64665 | 27517 | 195 | 2.35 | 0.0198 | 0.2724 | 0.05 | 10396 | 118933 | -19650 | 148980 |
| CA | Low | TX | High | -66605 | 61852 | 195 | -1.08 | 0.2829 | 0.9609 | 0.05 | -188590 | 55380 | -256128 | 122919 |
| CA | Low | TX | Low | 75401 | 24670 | 195 | 3.06 | 0.0026 | 0.0511 | 0.05 | 26746 | 124056 | -192.91 | 150995 |
| IL | High | IL | Low | 133486 | 101986 | 195 | 1.31 | 0.1921 | 0.8946 | 0.05 | -67651 | 334622 | -179013 | 445984 |
| IL | High | NY | High | -227322 | 105633 | 195 | -2.15 | 0.0326 | 0.3857 | 0.05 | -435651 | -18993 | -550995 | 96351 |
| IL | High | NY | Low | 130003 | 101594 | 195 | 1.28 | 0.2022 | 0.9054 | 0.05 | -70362 | 330367 | -181296 | 441302 |
| IL | High | TX | High | -1266.67 | 115715 | 195 | -0.01 | 0.9913 | 1.0000 | 0.05 | -229480 | 226946 | -355833 | 353300 |
| IL | High | TX | Low | 140739 | 100860 | 195 | 1.40 | 0.1645 | 0.8585 | 0.05 | -58178 | 339656 | -168312 | 449790 |
| IL | Low | NY | High | -360808 | 38399 | 195 | -9.40 | <.0001 | <.0001 | 0.05 | -436539 | -285077 | -478468 | -243148 |
| IL | Low | NY | Low | -3482.94 | 25251 | 195 | -0.14 | 0.8904 | 1.0000 | 0.05 | -53283 | 46317 | -80856 | 73890 |
| IL | Low | TX | High | -134752 | 60878 | 195 | -2.21 | 0.0280 | 0.3483 | 0.05 | -254816 | -14689 | -321291 | 51786 |
| IL | Low | TX | Low | 7253.25 | 22115 | 195 | 0.33 | 0.7433 | 1.0000 | 0.05 | -36362 | 50869 | -60511 | 75017 |
| NY | High | NY | Low | 357325 | 37347 | 195 | 9.57 | <.0001 | <.0001 | 0.05 | 283670 | 430980 | 242889 | 471761 |
| NY | High | TX | High | 226056 | 66808 | 195 | 3.38 | 0.0009 | 0.0192 | 0.05 | 94297 | 357814 | 21347 | 430764 |
| NY | High | TX | Low | 368061 | 35302 | 195 | 10.43 | <.0001 | <.0001 | 0.05 | 298438 | 437684 | 259890 | 476232 |
| NY | Low | TX | High | -131269 | 60220 | 195 | -2.18 | 0.0305 | 0.3685 | 0.05 | -250035 | -12504 | -315792 | 53253 |
| NY | Low | TX | Low | 10736 | 20233 | 195 | 0.53 | 0.5963 | 0.9995 | 0.05 | -29168 | 50640 | -51261 | 72733 |
| TX | High | TX | Low | 142006 | 58974 | 195 | 2.41 | 0.0170 | 0.2434 | 0.05 | 25698 | 258314 | -38698 | 322709 |
State*House Rating Diffogram
Model: MODEL1
Dependent Variable: House House
The REG Procedure
MODEL1
Observation-wise Statistics
House
Diagnostic Plots
Observed by Predicted
Fit Diagnostics
Residual Plots
Panel 1
Panel 2
Panel 3
