Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: linregstep linregfs2 linregopt gls linregbs linregres 0glm doglm

Macro: linregfs
Description: linregfs computes a simple forward selection for a multiple linear regression model.

Reference(s):

Usage: {xfs,bfs,pvl} = linregfs (x, y {, alpha})
Input:
x n x p regressor variables
y n x 1 dependent variable
alpha scalar level of testing
Output:
xfs n x q
bfs q x 1 the estimated regression coefficients
pvl q x 3 the returned p-values

Note:

Example:
; loads the library stats
library("stats")   
; reset random generator 
randomize(0)
; generate x
x = normal(1000, 3)
; generate y
y = 10*x[,3]+x[,1].*x[,2]
; do the forward selection
{xfs,bfs,pvl}=linregfs(x, y, 0.05)
; print the regression coefficients and test results
bfs~pvl
Result:
Contents of _tmp
[1,]  0.021854        0     +NAN     +NaN 
[2,]   9.9689        3        0   0.8867 
[3,]  0.069415        2  0.017246  0.88256 
The result includes the constant term (always first), the 
third variable and the second variable. The first column
are the regression coefficients. The second column are 
the selected variables (0 means constant term). The 
third column contains the p-values whereas the last
column contains the residual sum of squares divided by
n-#parameters.

Library: stats
See also: linregstep linregfs2 linregopt gls linregbs linregres 0glm doglm

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sigbert Klinke 970514,970820
(C) MD*TECH Method and Data Technologies, 17.8.2000