Chapter 2: Regression

Routines

Multivariate Linear Regression—Model Fitting

Generates regressors for a general
linear model........................................................................................ regressors_for_glm

Fits a multivariate linear regression model.......................................................... regression

Multivariate Linear Regression—Statistical Inference and Diagnostics

Produces summary statistics for
a regression model........................................................................... regression_summary

Computes predicted values,
confidence intervals, and diagnostics................................................. regression_prediction

Construction of a completely
testable hypothesis............................................................................... hypothesis_partial

Sums of cross products for a
multivariate hypothesis............................................................................ hypothesis_scph

Tests for the multivariate linear hypothesis................................................. hypothesis_test

Variable Selection

All best regressions........................................................................... regression_selection

Stepwise regression.......................................................................... regression_stepwise

Polynomial and Nonlinear Regression

Fits a polynomial regression model............................................................ poly_regression

Computes predicted values, confidence intervals,
and diagnostics......................................................................................... poly_prediction

Fits a nonlinear regression model....................................................... nonlinear_regression

Fits a nonlinear regression model using
Powell's algorithm........................................................................... nonlinear_optimization

Alternatives to Least Squares Regression

LAV, Lpnorm, and LMV criteria regression............................................... Lnorm_regression


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