iml_linear_regression

iml_linear_regression.sas

proc iml;
 submit/R;
  attitude;
 endsubmit;
 run ImportDataSetFromR("work.attitude","attitude");

 use attitude;
  read all into M; /*attitudeを行列化*/
  L = nrow(M); /*Mの行数*/

 Y = M[,1]; /*目的変数を作成*/
 P = M[,2:7]; /*説明変数を作成*/
 E = J(L,1,1); /*行数がMと同じな、要素がすべて1の1列の行列を作る*/
 X = E || P; /*EとPを横に結合（説明変数行列完成）*/

 /*推定*/
 Beta = inv(X` * X) * X` * Y;
 print Beta;

quit;

/*attitudeデータセットを表示*/
proc print data=attitude(obs=30);
run;

/*プロシージャによる推定*/
proc reg data = attitude;
 model rating = complaints privileges learning raises critical advance;
 run;