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Usage:
Keywords:
glm, regression
regs(x,y) computes the regression of y on the columns of x. For
example, when data is a n by 7 matrix, say, you can compute the
regression of the last column on the first 6 by regs(data[,-7],
data[,7]).
regs(x,y,T) does the same, except the model fit has no constant term
(intercept).
You can use GLM keyword phrases such as 'pvals:T', 'silent:T',
'wts:weights', and 'marginal:T' as additional arguments.
Macro regs() creates temporary variables @X1, @X2, ... and @Y and then
invokes regress() or, if y has more than 1 column, manova().
When y is univariate, immediately follow regs() by anova() to see the
ANOVA table. When y is multivariate, follow regs() by regcoefs() to see
coefficients and standard errors.
Because the model for regress() or manova() uses temporary variables,
STRMODEL cannot be used as a model for a subsequent regress(), anova(),
or manova() command. However, these variables can be retrieved, by
modelvars(). For example, when x has 3 columns,
Cmd> makecols(modelvars(x:T),X1,X2,X2)
creates variables X1, X2 and X3. Of course, if x still exists,
makecols(x,X1,X2,X3) does the same.
See also regress(), anova(), modelvars(), regcoefs(), and 'glm_keys'.
Gary Oehlert
2003-01-15