options ps=54 ls=80;

proc iml;

Y={6.68 6.31 7.13 5.81 5.68 7.66 7.30 6.19 7.31}; Y=Y`;
X0=j(9,1,1);
X1={32.6 33.4 33.2 31.2 31.0 31.8 26.4 26.2 26.6}; X1=X1`;
X2={4.78 4.62 3.72 3.29 3.25 7.35 4.92 4.02 5.47}; X2=X2`;
X3={1092 1279 511 518 582 509 942 952 792}; X3=X3`;
X4={293.09 252.18 109.31 131.63 124.50 95.19 173.25 172.21 142.34}; X4=X4`;
X5={17.1 14.0 12.7 25.7 24.3 0.3 21.1 26.1 19.8}; X5=X5`;
X=X0||X1||X2||X3||X4||X5;
P=X*inv(X`*X)*X`; 
I=i(9);
JN=(1/9)*j(9,9,1);
YPY=Y`*P*Y; 
YIPY=Y`*(I-P)*Y;
YPJY=Y`*(P-JN)*Y;
YY=Y`*Y;
YIJY=Y`*(I-JN)*Y;
YJY=Y`*JN*Y;
print ypy yy;
print yipy yijy;
print ypjy yjy;
SSMODEL=YPY; DFMODEL=6; print SSMODEL DFMODEL; 
SSMU=YJY; DFMU=1; PRINT SSMU DFMU;
SSREG=YPJY; DFREG=5; PRINT SSREG DFREG;
SSRES=YIPY; DFRES=3; print SSRES DFRES;
SSTO_CO=YIJY; DFTO_CO=8; print SSTO_CO DFTO_CO;
SSTO_UNCO=YY; DFTO_UNCO=9; print SSTO_UNCO DFTO_UNCO;

X_2=X0||X1||X3||X4||X5;
R01345=Y`*X_2*inv(X_2`*X_2)*X_2`*Y;
R012345=Y`*X*inv(X`*X)*X`*Y;
R2_01345=R012345-R01345;
print R2_01345;