options linesize=70 ; data DefaultProb ; infile 'C:\Documents and Settings\davidr\My Documents\courses\or473\data\DefaultData.txt' ; input rating prob; SqrtProb = sqrt(prob) ; run ; proc nlin ; parm beta0=-8 to -1 by 1 beta1=0 to 3 by .5 ; model prob = exp(beta0 + beta1*rating) ; run ; proc nlin ; parm beta0=-8 to -1 by 1 beta1=0 to 3 by .5 ; model SqrtProb = exp(beta0/2 + beta1*rating/2) ; output out = outdata p=PredValue r=Residual ; run ; data outdata; set outdata ; absresid = abs(Residual) ; run ; proc gplot; plot absresid*PredValue ; run ; proc univariate normal ; var Residual ; probplot; run ;