# NIST/ITL StRD # Dataset Name: Wampler5 (Wampler5.dat) # # File Format: ASCII # Certified Values (lines 31 to 50) # Data (lines 61 to 81) # # Procedure: Linear Least Squares Regression # # Reference: Wampler, R. H. (1970). # A Report of the Accuracy of Some Widely-Used Least # Squares Computer Programs. # Journal of the American Statistical Association, 65, pp. 549-565. # # Data: 1 Response Variable (y) # 1 Predictor Variable (x) # 21 Observations # Higher Level of Difficulty # Generated Data # # Model: Polynomial Class # 6 Parameters (B0,B1,...,B5) # # y = B0 + B1*x + B2*(x**2) + B3*(x**3)+ B4*(x**4) + B5*(x**5) # # Certified Regression Statistics # # Standard Deviation # Parameter Estimate of Estimate # # B0 1.00000000000000 21523262.4678170 # B1 1.00000000000000 23635517.3469681 # B2 1.00000000000000 7793435.24331583 # B3 1.00000000000000 1014755.07550350 # B4 1.00000000000000 56456.6512170752 # B5 1.00000000000000 1123.24854679312 # # Residual # Standard Deviation 23601450.2379268 # # R-Squared 0.224668921574940E-02 # # # Certified Analysis of Variance Table # # Source of Degrees of Sums of Mean # Variation Freedom Squares Squares F Statistic # # Regression 5 18814317208116.7 3762863441623.33 6.7552445824012241E-03 # Residual 15 0.835542680000000E+16 557028453333333. # # Data: y x set loc yvar qua set loc x1 qua read cases inline 1 7590001 0 2 -20479994 1 3 20480063 2 4 -20479636 3 5 25231365 4 6 -20476094 5 7 20489331 6 8 -20460392 7 9 18417449 8 10 -20413570 9 11 20591111 10 12 -20302844 11 13 18651453 12 14 -20077766 13 15 21059195 14 16 -19666384 15 17 26348481 16 18 -18971402 17 19 22480719 18 20 -17866340 19 21 10958421 20 ;;;; run set loc x{2 3 4 5} qua x2=x1*x1 x3=x2*x1 x4=x2*x2 x5=x3*x2 reg yvar = x1 x2 x3 x4 x5