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- TITLE(regress @@ Multiple Regression)
- USAGE(
- regress(DOTS, y, intercept=true,
- print.out=true, draw.plot=true)
- )
- ARGUMENTS(
- ARG(DOTS @@ either a series of vectors,
- all of the same length, separated by commas, or a matrix.
- If the former, the vectors contain the data for the explanatory variables.
- If a matrix, then the columns contain the data for the explanatory variables.)
- ARG(y @@ a vector containing the data for the response,
- having the same length as the vectors containing
- the explanatory variables (or the same number of rows as the matrix).)
- ARG(intercept @@ if LANG(true), the model contains an intercept term,
- otherwise the intercept is set to zero.)
- ARG(print.out @@ if LANG(false), the printout is suppressed.)
- ARG(draw.plot @@ if LANG(true), a plot of residuals versus fitted values and a
- normal plot of residuals is drawn in the graphics window.)
- )
- DESCRIPTION(
- LANG(regress) calculates and prints the results of a multiple regression fit.
- LANG(regress) prints the regression coefficients,
- standard errors, t-values for a zero coefficent,
- p-values and upper and lower limits for a confidence
- interval for each regression coefficient, as well as an ANOVA table to test
- for a null regression.
- )
- VALUES(
- A list having the following elements: @@
- ARG(coef @@ a vector of estimated regression coefficients.)
- ARG(intercept @@ a logical value indicating if an intercept has been fitted.)
- ARG(fitted @@ a vector of fitted values.)
- ARG(residuals @@ a vector of residuals.)
- ARG(rms @@ an estimate of sigma.)
- ARG(df @@ the residual degrees of freedom.)
- ARG(hats @@ a vector of hat matrix diagonals.)
- ARG(covmat @@ the covariance matrix of the estimates.)
- )
-