** Collinearity Program Presented In Class **;

** NOTE: If you run this program you will get results somewhat
different from those I presented in class because as written the
program calls random number generators without specifying the
initial "seed". The computer therefore picks its own seed to
start the random number generation. **;

options ls=80 nocenter;

data indat;
input w1 w2;
cards;
 1   1 
 1  -1
 1   1
 1  -1
-1   1
-1  -1 
-1   1
-1  -1
;

data dat1;
set;
sig = 0.1;
x1 = w1 + ranuni(0)/20;
x2 = w1 + ranuni(0)/20;
x3 = w2 + ranuni(0)/20;
x4 = w2 + ranuni(0)/20;
x5 = w2 + ranuni(0)/20;
y1 = x1 + 4*x2 + sig*rannor(0);
y2 = x1 + 4*x2 + sig*rannor(0);
y3 = x1 + 4*x2 + sig*rannor(0);
u1 = (x1+x2)/2;
u2 = (x1-x2)/2;
y = x1 + x2 + x3 + x4 + x5 + sig*rannor(0);

proc print;

proc corr nosimple;
var x1 x2 x3 x4 x5;

proc reg;
model y1 = x1 x2 / collin tol covb;
model y2 = x1 x2 / collin tol covb;
model y3 = x1 x2 / collin tol covb;
model y3 = u1 u2 / collin tol covb;
model y = x1 x2 x3 x4 x5 / collin tol;

run;