Statistical Modeling with SAS/STAT Cheng Lei [email protected] Department of Electrical and Computer...

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Statistical Modeling with SAS/STAT Cheng Lei [email protected] Department of Electrical and Computer Engineering University of Victoria April 9, 2015

Transcript of Statistical Modeling with SAS/STAT Cheng Lei [email protected] Department of Electrical and Computer...

Page 1: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Statistical Modeling with SAS/STAT

Cheng [email protected]

Department of Electrical and Computer EngineeringUniversity of Victoria

April 9, 2015

Page 2: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Outline❖Overview of SAS/STAT❖Statistical Models❖Classes of Statistical Models❖Next step

Page 3: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

SAS/STAT Overview• Over 70 procedures

• Most of the procedures dedicated to solving problems in statistical modeling

• The Output Delivery System (ODS) included to draw all kinds of graphs and produce different format result reports (PDF, HTML, CSV, and etc.)

Page 4: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Statistical Models• Deterministic and Stochastic Models

• Model-Based and Design-Based randomness

• Model Specification

Page 5: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Deterministic & Stochastic Models• Deterministic Models

• The relationship between inputs and outputs are theoretically in deterministic fashion

• Very important theoretical tools• But impractical for experimental data

Page 6: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Deterministic & Stochastic Models• Stochastic Models

• The outputs are uncertainly and affected by some parameters

• Parameters are unknown constants and needed to be estimated based on the assumptions about the model and the data

Page 7: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Model-Based & Design-Based Randomness• Model-Based Randomness

• Innate randomness• Source of random variation comes from the

unknown variation in the response

• Design-Based Randomness• Induced randomness• Random variation in the data is induced by

random selection

Page 8: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Model Specification

• Model selection• diagnosis• discrimination

Page 9: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Classes of Statistical Models• Linear & nonlinear Models

• Univariate & Multivariate Models

• Regression Models & Models with Classification Effects

• Fixed, Random, and Mixed Models• Generalized Linear Models• Latent Variable Models• Bayesian Models

Page 10: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Univariate & Multivariate Models• Univariate Models

• Each response variable is modeled separately

• i.e.:

• Mutilvariate Models• Multiple response variables are modeled

jointly• i.e.:

Page 11: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Latent Variable Models

• Involve variables not directly observed in the research

• Make a hypothesis the factors as the potential ones

• Apply regression models• Apply the evaluation methods to

validate the model

Page 12: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Next week’s work• Cluster Procedures• Classifier Procedures• Output Delivery System

• Ways to plot graphs• Ways to form result reports

Page 13: Statistical Modeling with SAS/STAT Cheng Lei rexlei86@uvic.ca Department of Electrical and Computer Engineering University of Victoria April 9, 2015.

Thank You!!!