Module Library


performs regression analysis

RUN REGRESS( x, y, name, <tval>, <l1>, <l2>, <l3>);

The inputs to the REGRESS subroutine are as follows:

is an n x m numeric matrix, where m is the number of variables and n is the number of data points.

is an n x 1 response vector.

is an m x 1 matrix of variable names.

is an optional t-value.

l1, l2, l3
are optional 1 x m vectors that specify linear combinations of coefficients for hypothesis testing.
The REGRESS module does regression analysis and prints results. The design matrix is given by x, and y is the response vector. The name vector identifies each of the variables. If you specify a t-value, the module prints a table of observed and predicted values, residuals, hat diagonal, and confidence limits for the mean and predicted values. If you also specify linear combinations with l1, l2, and l3, the module performs the hypothesis test {h:}  l^'b = 0, where b is the vector of parameter estimates.

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