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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