Getting Correct Results From PROC REG
PROC REG, SAS's implementation of linear regression, is often used to fit a line without checking the underlying assumptions of the model or understanding the output. As a result, one can sometimes fit a line that is not appropriate for the data and get erroneous results. This paper gives a brief introduction to fitting a line with PROC REG, including assessing model assumptions and output to tell if the results are valid. The paper then illustrates how one kind of data (time series data) can sometimes give a person misleading results even when these model diagnostics appear to indicate that the results are correct. A simple method is proposed to avoid this.