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SAS Output: PROC SURVEYREG Results, All Covariates
The SURVEYREG Procedure
Regression Analysis for Dependent Variable re78
Data Summary
Number of Observations 614
Sum of Weights 329.58393
Weighted Mean of re78 6027.8
Weighted Sum of re78 1986665.6
Fit Statistics
R-square 0.05578
Root MSE 6917.62
Denominator DF 613
Tests of Model Effects
Effect Num DF F Value Pr > F
Model 9 2.49 0.0086
Intercept 1 0.32 0.5696
treat 1 0.55 0.4601
age 1 0.00 0.9572
educ 1 8.20 0.0043
black 1 0.56 0.4549
hispan 1 0.13 0.7232
nodegree 1 0.11 0.7441
married 1 0.21 0.6490
re74 1 0.10 0.7535
re75 1 0.64 0.4242
NOTE: The denominator degrees of freedom for the F tests is 613.
Estimated Regression Coefficients
Standard
Parameter Estimate Error t Value Pr > |t|
Intercept -2458.7982 4321.26255 -0.57 0.5696
treat 758.4891 1026.06245 0.74 0.4601
age 3.0047 55.99413 0.05 0.9572
educ 748.8193 261.55961 2.86 0.0043
black -762.6813 1019.88558 -0.75 0.4549
hispan 610.6271 1723.24917 0.35 0.7232
nodegree 535.0055 1638.20712 0.33 0.7441
married 491.7587 1079.99447 0.46 0.6490
re74 0.0570 0.18142 0.31 0.7535
Estimating the program effect using linear regression
Users may be wondering whether using twang and weighting to adjust for differences between groups yields different results than the more familiar regression approaches to adjusting for group differences on observed covariates. We now compare our weighted estimates of the program effect to results from a more traditional analysis in which the program effect is estimated by a linear model with a treatment indicator and linear terms for each of the covariates. PROC REG is the standard procedure for fitting such models in SAS. Recall that "sasin" is the for the folder where the Lalonde dataset set is stored.