Statistical Modeling with SAS/STAT Cheng Lei [email protected] Department of Electrical and Computer...
-
Upload
emory-hampton -
Category
Documents
-
view
213 -
download
1
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/1.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/2.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/3.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/4.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/5.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/6.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/7.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/8.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/9.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/10.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/11.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/12.jpg)
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.](https://reader036.fdocuments.in/reader036/viewer/2022083007/56649e795503460f94b791e4/html5/thumbnails/13.jpg)
Thank You!!!