| 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 |