Library: | stats |
See also: | linregbs linregfs2 linregstep |
Quantlet: | linregopt | |
Description: | sets optional parameters for linregbs, linregfs2 and linregstep |
Usage: | opt = linregopt (s1 {, s2{, s3, ... {,s10} }}) | |
Input: | ||
s1, s3, s5, s7, s9 | string | |
s4, s2, s6, s8, s10 | numerical values | |
Output: | ||
opt | list of optional parameters |
The following string values can be used:
mode set "mode" = 1 if you want to choose the parameters interactively
Fin minimum acceptable value to enter into the model (F-to-enter), has to be > Fout
Fout maximium acceptable value to remove from the model (F-to-remove ), has to be < Fin
entry significance level alpha for entry (probability of F-to-enter), has to be < out
out significance level alpha for removal (probability of F-to-remove), has to be > entry
loads the libraries stats and glm library ("stats") ; load the boston housing data x = read ("bostonh") y = x[,14] x = x[,1:13] ;choose name for independent variables colname=string("X %2.0f",1:rows(x)) ; generate some optional parameters opt = linregopt ("Fin", 4.0, "Fout", 3.9) ; set F values {b,bse,bstan,bpval}=linregstep(x,y,colname,opt)
produces an optional parameters and uses them in linregstep
Library: | stats |
See also: | linregbs linregfs2 linregstep |