options nodate nonumber ps=55 ls=80; title 'Selected Forbes 500 Companies by Sector -- Homogeneity of Regressions'; /* Data Source: DASL (Forbes 500 Companies Sales) */ data companies; input Assets Sales MktVal Profits CashFlw Wrkfrce Sector $; logSales = log(Sales); logAssets = log(Assets); datalines; 2687 1870 1890 145.7 352.2 18.2 Other 13271 9115 8190 -279.0 83.0 143.8 Other 13621 4848 4572 485.0 898.9 23.4 Energy 3614 367 90 14.1 24.6 1.1 Finance 6425 6131 2448 345.8 682.5 49.5 Transportation 1022 1754 1370 72.0 119.5 4.8 HiTech 1093 1679 1070 100.9 164.5 20.8 Manufacturing 1529 1295 444 25.6 137.0 19.4 Other 2788 271 304 23.5 28.9 2.1 Finance 19788 9084 10636 1092.9 2576.8 79.4 Communication 327 542 959 54.1 72.5 2.8 Finance 1117 1038 478 59.7 91.7 3.8 Energy 5401 550 376 25.6 37.5 4.1 Finance 1128 1516 430 -47.0 26.7 13.2 Manufacturing 1633 701 679 74.3 135.9 2.8 Energy 44736 16197 4653 -732.5 -651.9 48.5 Finance 5651 1254 2002 310.7 407.9 6.2 Energy 5835 4053 1601 -93.8 173.8 10.8 Energy 278 205 853 44.8 50.5 3.8 Medical 5074 2557 1892 239.9 578.3 21.9 Communication 866 1487 944 71.7 115.4 12.6 Other 4418 8793 4459 283.6 456.5 128.0 Retail 6914 7029 7957 400.6 754.7 87.3 HiTech 862 1601 1093 66.9 106.8 16.0 Retail 401 176 1084 55.6 57.0 0.7 Finance 430 1155 1045 55.7 70.8 22.5 HiTech 799 1140 683 57.6 89.2 15.4 Other 4789 453 367 40.2 51.4 3.0 Finance 2548 264 181 22.2 26.2 2.1 Finance 5249 527 346 37.8 56.2 4.1 Finance 3494 1653 1442 160.9 320.3 6.4 Energy 1804 2564 483 70.5 164.9 26.6 Manufacturing 26432 28285 33172 2336.0 3562.0 304.0 HiTech 623 2247 797 57.0 93.8 18.6 Retail 1608 6615 829 56.1 134.0 65.0 Retail 4662 4781 2988 28.7 371.5 66.2 Manufacturing 5769 6571 9462 482.0 792.0 83.0 HiTech 6259 4152 3090 283.7 524.5 62.0 Medical 1654 451 779 84.8 130.4 1.6 Energy 52634 50056 95697 6555.0 9874.0 400.2 HiTech 999 1878 393 -173.5 -108.1 23.3 Transportation 1679 1354 687 93.8 154.6 4.6 Energy 4178 17124 2091 180.8 390.4 164.6 Retail 223 557 1040 60.6 63.7 1.9 Other 6307 8199 598 -771.5 -524.3 57.5 Manufacturing 3720 356 211 26.6 34.8 2.4 Finance 3442 5080 2673 235.4 361.5 77.3 Retail 33406 3222 1413 201.7 246.7 15.8 Finance 1257 355 181 167.5 304.0 0.6 Energy 1743 597 717 121.6 172.4 3.5 Energy 12505 1302 702 108.4 131.4 9.0 Finance 3940 4317 3940 315.2 566.3 62.0 HiTech 8998 882 988 93.0 119.0 7.4 Finance 21419 2516 930 107.6 164.7 15.6 Finance 2366 3305 1117 131.2 256.5 25.2 Manufacturing 2448 3484 1036 48.8 257.1 25.4 Transportation 1440 1617 639 81.7 126.4 3.5 Energy 14045 15636 2754 418.0 1462.0 27.3 Energy 4084 4346 3023 302.7 521.7 37.5 Manufacturing 3010 749 1120 146.3 209.2 3.4 Energy 1286 1734 361 69.2 145.7 14.3 Transportation 707 706 275 61.4 77.8 6.1 Medical 3086 1739 1507 202.7 335.2 4.9 Energy 252 312 883 41.7 60.6 3.3 Medical 11052 1097 606 64.9 97.6 7.0 Finance 9672 1037 829 92.6 118.2 8.2 Finance 1112 3689 542 30.3 96.9 43.5 Retail 1104 5123 910 63.7 133.3 48.5 Retail 478 672 866 67.1 101.6 5.4 HiTech 10348 5721 1915 223.6 322.5 49.5 Manufacturing 2769 3725 663 -208.4 12.4 29.1 Transportation 752 2149 101 11.1 15.2 2.6 Manufacturing 4989 518 53 -3.1 -0.3 0.8 Finance 10528 14992 5377 312.7 710.7 184.8 Manufacturing 1995 2662 341 34.7 100.7 2.3 Energy 2286 2235 2306 195.3 219.0 8.0 Other 952 1307 309 35.4 92.8 10.3 Transportation 2957 2806 457 40.6 93.5 50.0 Retail 2535 5958 1921 177.0 288.0 118.1 Retail ; proc glm; class Sector; model logSales = Sector logAssets Sector*logAssets; contrast 'equal slopes?' Sector*logAssets 1 -1 0 0 0 0 0 0 0, Sector*logAssets 0 1 -1 0 0 0 0 0 0, Sector*logAssets 0 0 1 -1 0 0 0 0 0, Sector*logAssets 0 0 0 1 -1 0 0 0 0, Sector*logAssets 0 0 0 0 1 -1 0 0 0, Sector*logAssets 0 0 0 0 0 1 -1 0 0, Sector*logAssets 0 0 0 0 0 0 1 -1 0, Sector*logAssets 0 0 0 0 0 0 0 1 -1; contrast 'equal slopes and intercepts?' Sector 1 -1 0 0 0 0 0 0 0, Sector 0 1 -1 0 0 0 0 0 0, Sector 0 0 1 -1 0 0 0 0 0, Sector 0 0 0 1 -1 0 0 0 0, Sector 0 0 0 0 1 -1 0 0 0, Sector 0 0 0 0 0 1 -1 0 0, Sector 0 0 0 0 0 0 1 -1 0, Sector 0 0 0 0 0 0 0 1 -1, Sector*logAssets 1 -1 0 0 0 0 0 0 0, Sector*logAssets 0 1 -1 0 0 0 0 0 0, Sector*logAssets 0 0 1 -1 0 0 0 0 0, Sector*logAssets 0 0 0 1 -1 0 0 0 0, Sector*logAssets 0 0 0 0 1 -1 0 0 0, Sector*logAssets 0 0 0 0 0 1 -1 0 0, Sector*logAssets 0 0 0 0 0 0 1 -1 0, Sector*logAssets 0 0 0 0 0 0 0 1 -1; run; proc glm; class Sector; model logSales = Sector logAssets; contrast 'equal intercepts (given equal slopes)?' Sector 1 -1 0 0 0 0 0 0 0, Sector 0 1 -1 0 0 0 0 0 0, Sector 0 0 1 -1 0 0 0 0 0, Sector 0 0 0 1 -1 0 0 0 0, Sector 0 0 0 0 1 -1 0 0 0, Sector 0 0 0 0 0 1 -1 0 0, Sector 0 0 0 0 0 0 1 -1 0, Sector 0 0 0 0 0 0 0 1 -1; run; /* No easy way to plot regressions by group. */