options ls=105 nodate; data one; input x1 x2 x3 y; cards; 19.5 43.1 29.1 11.9 24.7 49.8 28.2 22.8 30.7 51.9 37.0 18.7 29.8 54.3 31.1 20.1 19.1 42.2 30.9 12.9 25.6 53.9 23.7 21.7 31.4 58.5 27.6 27.1 27.9 52.1 30.6 25.4 22.1 49.9 23.2 21.3 25.5 53.5 24.8 19.3 31.1 56.6 30.0 25.4 30.4 56.7 28.3 27.2 18.7 46.5 23.0 11.7 19.7 44.2 28.6 17.8 14.6 42.7 21.3 12.8 29.5 54.4 30.1 23.9 27.7 55.3 25.7 22.6 30.2 58.6 24.6 25.4 22.7 48.2 27.1 14.8 25.2 51.0 27.5 21.1 25 50 29 . ; proc reg; title "Full model (p=3)"; model y=x1 x2 x3/xpx i ss1 ; test x2=x3=0; run; /* - xpx and i generate the matrices from p. 38 of course packet - ss1 gives sequential sums of squares - the TEST statement compares models 1 and 4 from p. 41 of course packet */ proc reg; model y=x1 x2 x3/selection=cp; run; proc reg data=one; model y=x1/clm xpx i; /* model 1*/ model y=x2/clm; /* model 2*/ model y=x1 x2/clm xpx i; /* model 6*/ model y=x1-x3/clm xpx i; /* model 4*/ run;