Shareware Overload Trio 2

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Stepwise Regression Analysis _____________________________________________________________ Version 3.0 All rights reserved George R. Cotten 37 Lawrence Lane Lexington, MA 02173 STEPWISE REGRESSION ANALYSIS This program is being distributed under the shareware concept. The program and this manual are the copyrighted property of the author. You are granted a limited license to try the program, to copy it and distribute it, provided that: a) You do not charge a fee for the distribution or copying of the program unless you have the prior written consent of the author, b) It is distributed only in its original, unmodified, compiled form (except that it may be compressed using an archiving facility, as long as the program can be uncompressed only back to its original form), c) This documentation file accompanies the program itself, and is also distributed in its original, unmodified form (or compressed - see exception in item b above), and, d) It is not distributed as part of any commercial product or service without the prior written consent of the author. After trying the program, if you decide to use it, please return the license agreement/registration form, signed, (at the end of this manual) along with the registration fee of $35.00. Registration entitles you to use the program on one computer or local area network (LAN) at a time. LAN support is NOT provided. If used on a network, it is at your own discretion. Site licenses are also available for an additional fee as explained in the license agreement/registration form. Registered users can obtain technical support and will be notified about future revisions. TABLE OF CONTENTS Introduction ........................................ 1 CHAPTER ONE Installation ............................. 2 Installing STEPREG program ........................ 2 Files on the Disk ................................. 2 CHAPTER TWO Using the STEPREG program ................. 3 Configuration ........................................ 3 Data correction ....................................... 4 Data regression analysis ...............................4 Setting customized model ............................. 5 Calculated results .................................... 6 Program limitations .................................. 6 LICENSE AGREEMENT ........................................ 7 LIMITED WARRANTY .......................................... 8 1 Introduction _____________________________________________________________ The program permits evaluation of experimental data using Simple, Multiple, Polynomial and Stepwise Regression analysis. The Simple Regression assumes a linear relationship between the one independent variable (X) and the dependent variable (Y) eg. Y = aX + b Multiple Regression Analysis examines correlation between several independent variables (eg. X, Z, W) and the dependent variable (Y). eg. Y = aX + bZ + cW + d Polynomial Regression determines the relationship between the dependent variable (Y) and one independent variable (X) raised to different powers. eg. Y = aX + bX^2 + cX^3 + dX^4 + e Stepwise regression analysis is a very useful technique for derivation of multi-variable equations based on the least square analysis, when the form of the desired equation, or the number of independent variables that influence significantly the outcome, is not known. In this analysis, the program selects automatically the most significant independent variables from the submitted model equation and forms the regression equation having the least number of parameters necessary for the desired accuracy of prediction. As the initial equation is being optimized for the least number of parameters, each individual step of calculations is printed and the corresponding coefficients are recorded. Thus, you can select any of the intermediate solutions, or the final one, depending on other considerations. 2 CHAPTER ONE Installation -------------------------------------------------------------- Before using the STEPREG program, you should make a backup (working) copy of the master disk, or copy the program to your hard disk. After you have made your backup, put the master disk away. You won't need it again unless something happens to your working copy. The program is not copy protected for your convenience; however, please read the license agreement and warranty information found at the end of this manual for more information regarding the use of the program. --------------------------------------------------- Installing the STEPREG program on Your Computer: --------------------------------------------------- ===> Using a Hard Disk To install the STEPREG on a hard disk, put the master disk into Drive A: and type the following: C: MD \STEP CD \STEP COPY A:\*.* These steps will copy the STEPREG program to subdirectory C:\STEP on your disk. Also, the program can be installed in any other subdirectory you desire, just substitute appropriate directory name above. After you have installed the program onto your computer, you're ready to start the program. ---------------------- Files on the Disk: ---------------------- There are only six files on your distribution diskette: MANUAL.DOC, LICENSE.DOC, STEPRE.EXE, SPARE.DAT, LOADS.DAT, and MODEL.DAT. This manual is stored in the file MANUAL.DOC . STEPRE.EXE is the actual program, while SPARE.DAT and LOADS.DAT are two data files. The input data can be found in SPARE.DAT file. The MODEL.DAT file is reserved for storing customized models (available to registered users only). 3 CHAPTER TWO Using the STEPREG program --------------------------------------------------------------- Using the STEPREG is very straightforward. To start the program, make sure you're on the proper drive and in the proper subdirectory. For example, if you installed the program in the directory \STEP on disk drive C:, you would type the following: C: CD \STEP STEPRE Substitute your drive and directory in the above commands. You must change to the proper directory so that the program can find the data files. Once you have followed the steps above, the main menu will be displayed: 1. Data regression analysis 2. Data correction 3. Configuration 4. End of Job --------------------------- Configuration ---------------------------- It is suggested that you should first execute the configuration routine. In this section of the program you will be asked to supply "Password or a blank". On registration, you will be given a password that will personalize your copy of the program. NOTE: Registered users can print the results of the regression analysis and obtain the Table of Residuals. The "shareware" (unregistered) copy permits only the examination of the calculated results as they appear on the monitor's screen. The next few questions will allow you to customized the program. You may select the colors (if you have a color monitor) and choose a path for the data files and working files. If you have installed a RAM disk, it is suggested that you use the RAM disk as a designation for the working file. 4 ----------------------------------- Data correction ----------------------------------- If you desire to correct any of the records already stored in the file SPARE.DAT, select "Data correction". From the next menu that will appear select: "List data file", and note the number of the record that you wish to correct. Next, choose "Correct one record" and follow the instructions on the screen. ----------------------------------- Data regression analysis ------------------------------------ After choosing "Data regression analysis", you will be presented with a number of choices. You may input the data either from the keyboard, or examine the data already recorded on the disk. Any data entered through the keyboard is automatically recorded in file SPARE.DAT . Should you select the input from "Data file", and are a registered user, you may choose either the preset file (SPARE.DAT), or any other file of your choice - providing that the data has been recorded in ASCII format. At this point, the registered users will have an option to request print out of the calculated results and Table of Residuals. The program presents the next selection menu: 1. Simple regression 2. Multiple regression 3. Polynomial model 4. Stepwise regression After making your selection, follow the subsequent instructions on the screen. Note that in the standard nomenclature, for an equation eg Y = aX + bZ + c Y is known as a DEPENDENT VARIABLE, while X and Z are the INDEPENDENT VARIABLES. NOTE: In some responses you will find that pressing the appropriate key is sufficient for making the selection. In other instances, it is necessary to press also <ENTER> key to complete the sequence. Whenever you see a choice like eg Y/[N] , pressing the <ENTER> key alone (ie. entering blank) gives the selection contained in the [ ] brackets. Should you choose "Stepwise regression", you will be given a further choice of either using one of the preset model equations, or designing your own model. Registered users have an additional ability to store their custom designed models and recalling them at will. 5 ------------------------------------------------------ Setting a customized model equation ------------------------------------------------------ In the first set of four questions you will be asked to identify all the independent and dependent variables in the original data set. For instance, if a single record in your data set is as follows: 21 34 66 87 11 and you wish that 66 be your dependent variable, while 21 and 11 be your independent variables, you would state that your independent variables (X and Z) are variables no. 1 and 5, while the dependent variable (Y) is no. 3. In the next screen you will see at the top the positions of your selected variables, while at the bottom you find a brief summary of available transformations. Let us consider as an example, the following equation: Y = aX + bX^2 + cXZ + d In the initial setup you have: X - in position 1 and Z - in position 2 In the first stage you move Z further out (eg to position 5), and place X^2 in position 2. This is accomplished in several steps: (a) MOVE variable Z from "old position" #2 to "new position" #5, to prevent its erasure during the next steps (b) raise variable X to power 2 (transformation code: ^K), by defining "old position" as #1, "new position as #2, "transformation code" as ^K, and the "variable, or constant" as #1 (c) multiply X by Z and place it in position #3 by defining "old position" as #1 (ie current location of X), "new position" as #3, the transformation code" as *V, and the "variable or constant" as #5 (ie. the current position of Z) (d) terminate the process by setting the next "old position" to 0. The new equation is now considered as having THREE INDEPENDENT VARIABLES, although strictly speaking that is not true. Thus, in answer to the question "Enter no. of independent variables" - answer 3 . In this equation you used one constant ( 2 ), thus the response to the question "Enter total number of constants" - answer 1 . The next question asks for entry of all constants, you used only one - so enter its value : 2 . 6 At this point, the registered users are given an opportunity to store their customized model equation. ------------------------------------- Calculated results ------------------------------------- The program starts by calculating the standard deviations and simple correlation coefficients for all the variables introduced into the initial equation. Next the program determines the following statistical results for each step of the calculations: Standard error of estimate Multiple correlation coefficient F-value Regression equation; including standard error, t-value, and beta value for each coefficient of the equation For explanation of all calculated parameters, the user should consult any standard textbook on regression analysis. All the variables in the equation are numbered in the same order as they appear in the initial equation. For instance, if an equation y=a/x+b/z+dx+ez was chosen than the variable #2 is equal to "1/z" in the equation. The stepwise regression part of the program than attempts to increase the F-value by either subtracting, or adding one of independent variables from the initially presented list. This process continues, until no further improvement can be obtained. It is possible to re-run the analysis again and obtain all the possible variables in the model equation by selecting the choice : "FIN=FOUT=0". The precision of the regression equation is related to the standard error of estimate (lower value is better) and to the F-value (higher value is better). ----------------------------------- Program's limitations ----------------------------------- Maximum number of variables before transformations = 50 Maximum number of variables in the initial equation, after transformation = 40 Maximum number of transformations = 40 Maximum number of constants used in transformations = 12 The program was written in PASCAL language. The data files are of "sequential" type. The data files can be accessed with any editing program for making changes or corrections. 7. LICENSE AGREEMENT ----------------------------------------------------------------- The use of the STEPREG program is granted under the following terms: 1) You may make copies of the program and documentation in their original, unmodified, form without restriction. You may make copies of the documentation either in its printed or machine readable form without restriction. If these copies are distributed to others outside of your organization, you have no obligation to control the use of those copies; however, any copies made which are distributed within your organization are restricted to the terms of this license agreement. 2) You may not modify the program or its documentation or charge a fee for copying or distributing the program or its documentation. 3) You may use the STEPREG program on the number of computers for which you have paid the license fee. If the fee has been paid for a site license, you may use the program on as many computers as are located at that site; however, you may not use the program on any computer not located at that site without paying an additional licensing fee. I agree to abide by the terms and conditions of this license. _____________________ ----------------- Signature Date ====================================================== 8 REGISTRATION INFORMATION STEPREG ver. 3.0 Name: ________________________________________________ Company: _____________________________________________ Address: _____________________________________________ _____________________________________________ City: ______________________ State: ______ ZIP: ___________ License fee for ____ computers at $35.00 per computer __________ OR, Site license, unlimited use at one site ($150.00) ________ Total ________ Make check payable to George R. Cotten and mail to: 37 Lawrence Lane, LEXINGTON, MA 02173. 10. LIMITED WARRANTY _____________________________________________________________ The author warrants to any licensee that acquires the program from him that: 1) All diskettes the author provides to licensee constitute an accurate duplication of the software and manual. The author will replace any diskette found to be defective within 30 days from the date of acquisition. The author withholds the right to not honor this warranty if the diskette has been subjected to physical abuse, or used in defective or incompatible equipment. 2) The STEPREG program will perform substantially as described in the documentation accompanying the software if used as directed in such documentation. 3) This warranty specifically limits any remedy to the replacement of the physical diskette and documentation if these were originally acquired directly from the author. It shall not cover any other damages including, but not limited to: loss of profit, commercial damage, or other special, consequential or similar claims. The STEPREG program is sold without warranty as to its merchantability or fitness for any particular purpose. 4) The author makes no warranty that its software is error free nor that its use by the licensee will be uninterrupted. 5) It is necessary to complete and return the registration card and pay the license fee to implement this warranty and to receive customer support.