data suitincom ; infile 'C:/Users/christine/Desktop/SAS/suitincom.dat' dlm='09'x; input revenu nbappart; run; proc print; run; proc reg data=suitincom all alpha=0.1; model nbappart=revenu / dw influence cli clm; output out=suitincomout h=lev p=pred r=res student=resstu; run; quit; data ukcomp1 ; infile 'C:/Users/Christine/Desktop/SAS/ukcomp1.dat' dlm='09'x; input RETCAP GEARRAT CAPINT WCFTDT LOGSALE LOGASST CURRAT QUIKRAT NFATAST INVTAST FATTOT PAYOUT WCFTCL; poids=1; run; proc reg data=ukcomp1 all; model RETCAP=WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT /dw covb Influence cli clm tol vif collin R P; output out=resout h=lev p=pred r=res student=resstu ; run; quit; proc reg data=ukcomp1 ; model RETCAP = WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT / selection=backward; /*choix de la procédure*/ run; quit; proc reg data=ukcomp1 ; model RETCAP = WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT / selection=forward; /*choix de la procédure*/ run; quit; proc reg data=ukcomp1 ; model RETCAP = WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT / selection=rsquare cp adjrsq bic best=1; run; quit; data ukcomp2 ; infile 'C:/Users/Christine/Desktop/SAS/ukcomp1.dat' dlm='09'x; input RETCAP2 WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT; poids=0; run; data ukcomp; set ukcomp1 ukcomp2; run; proc reg data=ukcomp1 ridge= 0 to 0.2 by 0.01 outest=ridgest; model RETCAP=WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT / noprint; plot / ridgeplot nomodel nostat vref=0 lvref=1 cvref=blue cframe=ligr; Proc print; run; quit; proc reg data=ukcomp1 outest=ridgest; model RETCAP = WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT / ridge= 0.03 noprint; proc score data=ukcomp score=ridgest out=ridgeprev predict type=ridge; var WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT; run; proc print; run; proc princomp data=ukcomp out=comp; var WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT; weight poids; proc reg data=comp; model retcap=prin1--prin12/selection=rsquare cp best=1; run;quit; proc pls data=ukcomp1 cv=one nfac=10; model retcap=WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT; run; proc pls data=ukcomp nfac=2; model retcap=WCFTCL WCFTDT GEARRAT LOGSALE LOGASST NFATAST CAPINT FATTOT INVTAST PAYOUT QUIKRAT CURRAT; output out=plstat predicted=ychap; run;