PROC REG, SAS®’s implementation of linear regression, is often used to fit a line without checking the underlying assumptions
of the model or understanding the output. As a result, we can sometimes fit a line that is not appropriate for the data and get
erroneous results. This paper gives a brief introduction to fitting a line with PROC REG, including assessing model assumptions
and output to tell us if our results are valid. We then illustrate how one kind of data (time series data) can sometimes give
us misleading results even when these model diagnostics appear to indicate that the results are correct. A simple method is
proposed to avoid this.
Examples and SAS code are provided. The SAS/GRAPH® package is used in this paper but not required to use these methods,
although SAS/STAT® is required to use PROC REG.
Sample Programs:
conference:
Paper Type:
Paper
