performs regression analysis
- RUN REGRESS( x, y, name, <tval>, <l1>,
The inputs to the REGRESS subroutine are as follows:
The REGRESS module does regression analysis and prints results.
The design matrix is given by x, and y is the response vector.
The name vector identifies each of the variables.
If you specify a t-value, the module prints a table of
observed and predicted values, residuals, hat diagonal,
and confidence limits for the mean and predicted values.
If you also specify linear combinations with
l1, l2, and l3, the module performs
the hypothesis test H: l'b = 0,
where b is the vector of parameter estimates.
- is an n ×m numeric matrix, where m is the
number of variables and n is the number of data points.
- is an n ×1 response vector.
- is an m ×1 matrix of variable names.
- is an optional t-value.
- l1, l2, l3
- are optional 1 ×m vectors that specify linear
combinations of coefficients for hypothesis testing.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.