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标题: 如何用两种方法实现加权最小二乘？？求高手帮帮忙 [打印本页]

作者: shiyiming 时间: 2009-10-21 14:14
标题: 如何用两种方法实现加权最小二乘？？求高手帮帮忙
/*第一种方法做加权最小二乘*/
proc reg data=jiliang.white2;
model demand=price promotion advertisement grade;
weight w;
run;
/*第二种方法做加权最小二乘*/
data jiliang.white3;
set jiliang.white2;
demand=demand*w;
price=price*w;
promotion=promotion*w;
advertisement=advertisement*w;
grade=grade*w;
keep time firm demand price promotion advertisement grade w;
run;
proc reg data=jiliang.white3;
model demand=price promotion advertisement grade w/noint;
run;

为什么最后输出的结果不一样呢？？

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