# NIST/ITL StRD
# Dataset Name:  Longley (Longley.dat)
# 
# File Format:   ASCII
#                Certified Values  (lines 31 to 51)
#                Data              (lines 61 to 76)
# 
# Procedure:     Linear Least Squares Regression
# 
# Reference:     Longley, J. W. (1967).  
#                An Appraisal of Least Squares Programs for the 
#                Electronic Computer from the Viewpoint of the User.
#                Journal of the American Statistical Association, 62, pp. 819-841.
# 
# Data:          1 Response Variable (y)
#                6 Predictor Variable (x)
#                16 Observations
#                Higher Level of Difficulty
#                Observed Data
# 
# Model:         Polynomial Class
#                7 Parameters (B0,B1,...,B7)
# 
#                y = B0 + B1*x1 + B2*x2 + B3*x3 + B4*x4 + B5*x5 + B6*x6 + e
# 
#                Certified Regression Statistics
# 
#                                           Standard Deviation
#      Parameter         Estimate              of Estimate
# 
#         B0       -3482258.63459582         890420.383607373
#         B1        15.0618722713733         84.9149257747669
#         B2       -0.358191792925910E-01    0.334910077722432E-01
#         B3       -2.02022980381683         0.488399681651699
#         B4       -1.03322686717359         0.214274163161675
#         B5       -0.511041056535807E-01    0.226073200069370
#         B6        1829.15146461355         455.478499142212
# 
#      Residual
#      Standard Deviation   304.854073561965
# 
#      R-Squared            0.995479004577296
# 
#                Certified Analysis of Variance Table
# 
# Source of Degrees of     Sums of             Mean  
# Variation  Freedom       Squares            Squares          F Statistic
#               
# Regression    6      184172401.944494   30695400.3240823   330.285339234588
# Residual      9      836424.055505915   92936.0061673238
# 
# Data:     y       x1      x2      x3       x4       x5     x6
set loc yvar qua
set loc x1 qua
set loc x2 qua
set loc x3 qua
set loc x4 qua
set loc x5 qua
set loc x6 qua
read cases inline
1  60323 83.0  234289 2356 1590 107608 1947 
2  61122 88.5  259426 2325 1456 108632 1948 
3  60171 88.2  258054 3682 1616 109773 1949 
4  61187 89.5  284599 3351 1650 110929 1950 
5  63221 96.2  328975 2099 3099 112075 1951 
6  63639 98.1  346999 1932 3594 113270 1952 
7  64989 99.0  365385 1870 3547 115094 1953 
8  63761 100.0 363112 3578 3350 116219 1954 
9  66019 101.2 397469 2904 3048 117388 1955 
10 67857 104.6 419180 2822 2857 118734 1956 
11 68169 108.4 442769 2936 2798 120445 1957 
12 66513 110.8 444546 4681 2637 121950 1958 
13 68655 112.6 482704 3813 2552 123366 1959 
14 69564 114.2 502601 3931 2514 125368 1960 
15 69331 115.7 518173 4806 2572 127852 1961 
16 70551 116.9 554894 4007 2827 130081 1962 
;;;;
run
reg yvar = x1 x2 x3 x4 x5 x6