* Example from the Hamilton 1987 paper in The American Statistician;
* Done in class on September 26, 2017;

PROC IMPORT Out=S3A3.Hamilton
    Datafile="D:\STAT 3A03\Fall 2017\Data\Hamilton.txt"
    DBMS=DLM REPLACE;
	Getnames=YES;
	Datarow=2;
	run;

PROC REG data=S3A3.Hamilton plots=none;
  Model Y=X1;
  Title "Regression of Y on X1";
  Plot Y*X1;
  run;
  quit;

PROC REG data=S3A3.Hamilton plots=none;
  Model Y=X2;
  Title "Regression of Y on X2";
  Plot Y*X2;
  run;
  quit;

PROC REG data=S3A3.Hamilton plots=none;
  Model Y=X1 X2;
  Title "Regression of Y on X1 and X2";
  Plot Y*Pred.;
  run;
  quit;
 
PROC SGSCATTER data=S3A3.Hamilton;
   Matrix Y X1 X2;
run;
quit;

* Consider the 3 models as on Page 3-7 for this example;
PROC REG Data=S3A3.Hamilton plots=none;
   Model Y=X1;
   Output Out=S3A3.Hamilton_new
      Residual=e1;
run;
quit;

PROC GPLOT Data=S3A3.Hamilton_new;
   Plot e1*Y;
run;

PROC REG Data=S3A3.Hamilton_new plots=none;
   Model X2=X1;
   Output Out=S3A3.Hamilton_new
      residual=e2;
run;
quit;

PROC GPLOT Data=S3A3.Hamilton_new;
   Plot e2*X2;
run;

PROC REG Data=S3A3.Hamilton_new plots=none;
   Model e1=e2 /noint;
run;
quit;