Catalog of Functionality > IMSL Statistics Toolkit > Regression
  

Regression
Multiple Linear Regression
REGRESSORS
Generates regressors for a general linear model
MULTIREGRESS
Fits a multiple linear regression model and optionally produces summary statistics for a regression model
MULTIPREDICT
Computes predicted values, confidence intervals, and diagnostics
Variable Selection
ALLBEST
All best regressions
STEPWISE
Stepwise regression
Polynomial and Nonlinear Regression
POLYREGRESS
Fits a polynomial regression model
POLYPREDICT
Computes predicted values, confidence intervals, and diagnostics
NONLINREGRESS
Fits a nonlinear regression model.
Inference and Diagnostics
HYPOTH_PARTIAL
Constructs an equivalent completely testable multivariate general linear hypothesis HbU = G from a partially testable hypothesis HpbU = Gp.
HYPOTH_SCPH
Computes the matrix of sums of squares and cross products for the multivariate general linear hypothesis HbU = G given the regression fit.
HYPOTH_TEST
Performs tests for a multivariate general linear hypothesis HbU = G given the hypothesis sums of squares and cross products matrix SH.
Polynomial and Nonlinear Regression
NONLINOPT
Fit a nonlinear regression model using Powell's algorithm.
Alternatives to Least Squares Regression
LNORMREGRESS
LAV, Lpnorm, and LMV criteria regression

Version 2017.0
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