MON 3/29/99 1:28:56 PM SYSTAT VERSION 7.0.1 COPYRIGHT (C) 1997, SPSS INC. Welcome to SYSTAT! >USE 'C:\SYSTAT7\S209\CRAFT.SYD' SYSTAT Rectangular file C:\SYSTAT7\S209\CRAFT.SYD, created Sun Feb 07, 1999 at 12:06:20, contains variables: TYPE$ SIZE SEASON CLERKS
This program calculates the H matrix using the MATRIX procedure of SYSTAT
>list Case number TYPE$ SIZE SEASON CLERKS 1 STRSEW 12.300 73.000 4.800 2 SAND 9.900 43.000 7.600 3 VENT 8.200 29.000 11.700 4 BRICK 5.500 47.000 3.300 5 GENCON 6.900 43.000 5.200 6 SHEET 4.900 29.000 11.700 7 PLUMB 5.100 20.000 10.900 8 ELEC 6.300 13.000 12.500 9 PAINT 2.500 59.000 3.900 >matrix Current program limits: Number of MATRICES = 15. Number of row and column NAMES = 230. Number of NUMERIC data elements = 4100 (32800 bytes). Number of CHARACTER data elements = 1100 (13200 bytes). >use craft SYSTAT Rectangular file craft.SYD, created Sun Feb 07, 1999 at 12:06:20, contains variables: TYPE$ SIZE SEASON CLERKS ********** Active Matrix: CRAFT ********** >mat x = craft( ;size season) ********** Active Matrix: X ********** >mat const = m(9,1,1) ********** Active Matrix: CONST ********** >mat x = const||x ********** Active Matrix: X ********** >mat y = craft(; clerks) ********** Active Matrix: Y ********** >sho x Matrix: X SIZE SEASON 1.000 12.300 73.000 1.000 9.900 43.000 1.000 8.200 29.000 1.000 5.500 47.000 1.000 6.900 43.000 1.000 4.900 29.000 1.000 5.100 20.000 1.000 6.300 13.000 1.000 2.500 59.000 ********** Active Matrix: X ********** >sho y Matrix: Y CLERKS 4.800 7.600 11.700 3.300 5.200 11.700 10.900 12.500 3.900 ********** Active Matrix: Y ********** >mat xpxi = inv(trp(x)*x) ********** Active Matrix: XPXI ********** >sho xpxi Matrix: XPXI SIZE SEASON 1.024 -0.078 -0.010 SIZE -0.078 0.017 -0.001 SEASON -0.010 -0.001 0.000 ********** Active Matrix: XPXI ********** >mat h = x*xpxi*trp(x) ********** Active Matrix: H ********** >sho h Matrix: H 0.722 0.325 0.105 0.092 0.143 -0.095 0.325 0.251 0.189 0.037 0.109 0.033 0.105 0.189 0.210 0.029 0.094 0.106 0.092 0.037 0.029 0.180 0.124 0.124 0.143 0.109 0.094 0.124 0.115 0.101 -0.095 0.033 0.106 0.124 0.101 0.181 -0.158 0.054 0.160 0.081 0.089 0.199 -0.144 0.121 0.236 0.018 0.078 0.188 0.010 -0.121 -0.130 0.316 0.146 0.163 -0.158 -0.144 0.010 0.054 0.121 -0.121 0.160 0.236 -0.130 0.081 0.018 0.316 0.089 0.078 0.146 0.199 0.188 0.163 0.252 0.281 0.042 0.281 0.368 -0.145 0.042 -0.145 0.720 ********** Active Matrix: H **********
Next run the regression model and save the diagnostics to confirm that LEVERAGE
is the same as diagonal elements of H >regress >model clerks=constant+size+season >save craftr/data resid idvar=type$ >estimate Dep Var: CLERKS N: 9 Multiple R: 0.891 Squared multiple R: 0.794 Adjusted squared multiple R: 0.725 Standard error of estimate: 1.972 Effect Coefficient Std Error Std Coef Tolerance t P(2 Tail) CONSTANT 12.948 1.996 0.0 . 6.488 0.001 SIZE 0.355 0.253 0.277 0.881 1.402 0.211 SEASON -0.188 0.039 -0.948 0.881 -4.799 0.003 Analysis of Variance Source Sum-of-Squares df Mean-Square F-ratio P Regression 89.835 2 44.918 11.554 0.009 Residual 23.327 6 3.888 *** WARNING *** Case 1 has large leverage (Leverage = 0.722) Case 9 has large leverage (Leverage = 0.720) Durbin-Watson D Statistic 2.343 First Order Autocorrelation -0.229 Residuals have been saved. ------------------------------------------------------------------------------- >USE 'C:\SYSTAT7\S209\CRAFTR.SYD' SYSTAT Rectangular file C:\SYSTAT7\S209\CRAFTR.SYD, created Mon Mar 29, 1999 at 13:57:42, contains variables: ESTIMATE RESIDUAL LEVERAGE COOK STUDENT SEPRED TYPE$ SIZE SEASON CLERKS >list type$ leverage student cook Case number TYPE$ LEVERAGE STUDENT COOK 1 STRSEW 0.722 1.173 1.119 2 SAND 0.251 -0.433 0.024 3 VENT 0.210 0.700 0.048 4 BRICK 0.180 -1.843 0.178 5 GENCON 0.115 -1.186 0.057 6 SHEET 0.181 1.518 0.140 7 PLUMB 0.252 -0.057 0.000 8 ELEC 0.368 -0.143 0.005 9 PAINT 0.720 1.108 1.012
Last modified 29 March 1999