院系：数学与统计学学院专业：__统计学年级：2009 级课程名称：统计分析 ____学号：____________姓名：_________________指导教师：____________2012年4月28日（一）实验名称1. 编程计算样本协方差矩阵和相关系数矩阵；2. 多元方差分析MANOVA。
（二）实验目的1. 学习编制sas程序计算样本协方差矩阵和相关系数矩阵;2. 对数据进行多元方差分析。
（三）实验数据第一题：第二题:（四）实验内容1. 打开SAS软件并导入数据；2. 编制程序计算样本协方差矩阵和相关系数矩阵;3. 编制sas程序对数据进行多元方差分析；4. 根据实验结果解决问题，并撰写实验报告；（五）实验体会（结论、评价与建议等）第一题：程序如下：proc corr data=sasuser.sha n cov;proc corr data=sasuser.sha n no simple cov;with x3 x4;partial x1 x2;run;结果如下：（1）协方差矩阵$AS亲坯曲；15 Friday, Apr： I SB,沙DOCOUR过程x4目由度=30Xi x2x3x4x5X?-10.I9B4944-0.45E2GJ5I.3347097-G.1193E48-£0.e75»GS-ID. 188494669,36&Q3?9-7.22IO&OS1J5692043I5.49ee^91S.Oa97SM-8.45S2645■7,221050829.S78&S46-6.372E47I-15.3084183-21.7352376-11.56747851.3841097 1.G5S2M7t.3726171IJ24«17B 4.e093011 4.4C124732.B747CM-G. I1S3S49 1.GS92043-is.soul aa 4.B09B01I68.7978495劣』S670971S.57ai1B3-IH.05l6l?a15.43S6569-J1.73S2376孔耶124TB27.0387097105.103225&S7.3505S7E：-2D K5752??319-11337204-1L55M7S52r9747?3i19,573118337.3S0&87E33.3SQ6452 (2) 相关系数矩阵Pearson相关系数” N =引当HO： Rho=0 时.Prob > |r|Xi Xixl1.QQ000x2-C.239540.2061x3-0,304590.0957x40.18975Q.3092x5'0.141570.4475x6-0.837870.0630-0.492920.0150x2-0.23354 1.00000-0.162750.143510.022700.181520.24438 x20.20C10.31:1?0.441?0.90350.32640.1761x3-0.30459-0.16275 1.00000-0.06219-0.34641-0.^797-0.23674 x30.095?0.381?<.00010.0563o.oses0 JS97x40.1S8760.14351-0.86219L000000.400540,313650.22610 x40.30920.4412<.0001 D.02EG Q.085S0.2213x5-0J 41570.02270-0.946410.40054 1.000000.317370.26750 x50.4J750.90350.0G68Q.025&0.08130+1620x6-0.33?e?0.1S162-0.397970.813650.31787LOOOOO0.82976 x60.0S300.32840.02660.08580.0813C0001辺-0.432920.24938-0.288740.22810 D.267600.92976 1.00000 x70,01500J7610.19970.22130JG20<.0001第二题：程序如下：proc anova data=sasuser.hua ng;class kind;model x1-x4=k ind;manova h=k ind;run;结果如下：(1)分组水平信息The ANNA ProcedureCla^s Level Informat ionClass Level®Valueskind 3 123Number of observatIons CO(2) x1、x2、x3、x4的方差分析Dependent Variable ： xl xlSource DFSum of SquaresMea n Square F Value Pr > F Model 25221.30000 2610.650003.380.0411Error57 44069.55000773.15000Corrected Total 5949290.85000R-Square Coeff Var Rcot MSE xl Mean 0.10592832.3508727.8055785.95000Source DF Anova SS Mean Square F ValuePr > F kind25221.300000 2610.6500003.380.0411The ANOVA ProcsdureDependent Variable ： x2 x2S UB ofSource DFSquares Mean Square F ValuePr > F Model 2 518.533333 259.26666?1.620.2078Error57 9148.050000160.492105Corrected Total 599666.583333R-Square Coeff Var Root MSE 0.05364222.9988812.6685555.08333Source DF Anova SS Mean Square F ValuePr > Fkind2518.5333333259.26666671.620.2078The ANOVA Procedure)epende 「t Variable ： x:3 x3S UM ofSource DF Squares Mean SquareF Value Pr > FModel2 2480.8333 1240.41670.170.8478Error57 427028.50007491.7281Corrected Total 59429509.3333R-Square Coeff Var Root MSE x3 Mean0.00577621.1798088.55477408.66672480.8333331240.4166670.17 0.8478The ANOVA Procedurex2 Mean SourceAnova SS Mean Square F Value Pr > Fkind(3) 多元方差分析The ProcedureMulti var I ate Ana lysis of Vari sinceCharacteri st ic Roots and Vectors of :: E Inverse 水 H, whereH =舫ow SSCP Matrix for kindE = Error SSCP MatrixChareucteri st icRoot Percent Characteristic Vector V F EV=1x1 x2 x30.33804686 73J7 -0.00045795 -0.00379096 0.00090988 0.00279339 0.12323983 26,C3 0.00424111 0.00236878 0.00D01B42 0.00002832 0.00000000 0.00 0.00121062 -0.00032401 0.00157046 -0.00006539 0.000000000,00-0.003177880.010435260.000070140.00078872MANOVA Test Criteria and F ApproxI nat Ions for the Hypothesis of No Overall kind EffectH 二 Anova SSCP Matr ix for kindE = Error SSCP MatrixS=2M=0*5 N=26 Stat ist icVa 1 ueF Value Num DFDsn DF Pr > F Wilks' Lambda0*660359533.04 8 IDS 0.0040 Pi 1lai f s Trace0.36123585 3,03 e 110 0.0041 Hote11 ing-Law 1ey Trace Q.45927921 3.07 e 74.85G0.0048 Roy s Greatest Root 0.336045804.624550.0027NOTE ： F Statistic for Roy's Greatest Root iis an upper boundsNOTE: F Statist ic f or Wilks' Lambdei is exact.根据多元分析结果，p 指小于0.05,表明在0.05的显著水平下，四个变量有 显著差异SourceDF Sum of Squares Mean iSouare F ValuePr > F Model239529,3000 192B4.8E0D 8.010.0009Error57 197115.10002405.5281Corrected Totiii59175644.4000R-SqusreGreff Vir Root M SE x4 Mean0.21936018.96604 49.04610 250.6000SourceDFA JWVI SSMean ^4j&re F V&luePr > F kind2 38529.3000019264.650008.010.0009The ANOVA ProcedureDependent Var iabls ： x4 x4。