Linear regression analysis
The linear regression model is specified by activating variables in the
data set as follows:
Y is the regressand,
X is a regressor,
R is the residual variable (optional, must not be protected),
P is the variable for predicted values (optional, not protected).
For general rules of variable selection, see MASK and VARS.
The following operations work on this basis:
A = LINREG (OLS through correlations)
B = REGDIAG (OLS by orthogonalization, regression diagnostics)
C = MOVREG (Moving linear regression analysis) (by KV)
D = ROBREG (Least Median of Squares regression analysis) (by Reino Siren)
E = ESTIMATE (for non-linear models)
U = Sucros for regression analysis (special applications)
S = More information on statistical analysis