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 linregbs linregopt gls linregfs linregres glm doglm

Quantlet: linregfs2
Description: linregfs2 computes a forward selection for a multiple linear regression model.

Reference(s):

Usage: {b,bse,bstan,bpval} = linregfs2 (x, y, colname{, opt})
Input:
x n x p x d1 x ... x dn array
y n x 1 x d1 x ... x dn array
colname string vector
opt scalar
Output:
b p x 1 x d1 x ... x dn array
bse p x 1 x d1 x ... x dn array
bstan p x 1 x d1 x ... x dn array
bpval p x 1 x d1 x ... x dn array

Note:

Example:

library("stats")

setenv("outputstringformat", "%s") 

x1 = #(7,1,11,11,7,11,3,1,2,21,1,11,10)

x2 = #(26,29,56,31,52,55,71,31,54,47,40,66,68)

x3 = #(6,15,8,8,6,9,17,22,18,4,23,9,8)

x4 = #(60,52,20,47,33,22,6,44,22,26,34,12,12)

x  = x1~x2~x3~x4

y  = #(78.5,74.3,104.3,87.6,95.9,109.2,102.7,72.5)

y  = y|#(93.1,115.9,83.8,113.3,109.4)

colname=string("X %.f",1:cols(x))

opt = linregopt("Fin",4.0)

{b,bse,bstan,bpval} = linregfs2(x,y,colname,opt)  

Result:



Contents of string

[1,] In  : X 1

Contents of string

[1,] In  : X 2

Contents of Enter

[ 1,] Forward Selection

[ 2,] ------------------------------

[ 3,] F-to-enter 4.00

[ 4,] probability of F-to-enter 0.95

[ 5,] 

[ 6,] Step  Multiple R      R^2        F        SigF       Variable(s)

[ 7,]  1     0.8213       0.6745     22.799    0.001    In: X 4

[ 8,]  2     0.9861       0.9725    176.627    0.000    In: X 1

[ 9,]  3     0.9911       0.9823    166.832    0.000    In: X 2

[10,] 

[11,] Variable entered at Step Number 3: X 2

Contents of ANOVA

[ 1,] 

[ 2,] A  N  O  V  A                   SS      df     MSS       F-test   P-value

[ 3,] _________________________________________________________________________

[ 4,] Regression                  2667.790     3   889.263     166.832   0.0000

[ 5,] Residuals                     47.973     9     5.330

[ 6,] Total Variation                 2716    12   226.314

[ 7,] 

[ 8,] Multiple R      = 0.99113

[ 9,] R^2             = 0.98234

[10,] Adjusted R^2    = 0.97645

[11,] Standard Error  = 2.30874

Contents of Summary

[1,] Variables in the Equation for Y:

[2,]  

[3,] 

[4,] PARAMETERS         Beta         SE         StandB      t-test   P-value  Variable

[5,]   __________________________________________________________________________________

[6,] b[ 0,]=         71.6483      14.1424       0.0000      5.0662   0.0007   Constant   

[7,] b[ 1,]=          1.4519       0.1170       0.5677     12.4100   0.0000   X 1

[8,] b[ 2,]=          0.4161       0.1856       0.4304      2.2418   0.0517   X 2

[9,] b[ 3,]=         -0.2365       0.1733      -0.2632     -1.3650   0.2054   X 4


Library: stats
See also: linregstep linregbs linregopt gls linregfs linregres glm 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: Kerstin Zanter 980331
(C) MD*TECH Method and Data Technologies, 21.9.2000