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NAG C Library

g02 - Regression Analysis

Chapter Introduction
g02brc nag_ken_spe_corr_coeff
Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded
g02bxc nag_corr_cov
Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded
g02byc nag_partial_corr
Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by nag_corr_cov (g02bxc)
g02cac nag_simple_linear_regression
Simple linear regression with or without a constant term, data may be weighted
g02cbc nag_regress_confid_interval
Simple linear regression confidence intervals for the regression line and individual points
g02dac nag_regsn_mult_linear
Fits a general (multiple) linear regression model
g02dcc nag_regsn_mult_linear_addrem_obs
Add/delete an observation to/from a general linear regression model
g02ddc nag_regsn_mult_linear_upd_model
Estimates of regression parameters from an updated model
g02dec nag_regsn_mult_linear_add_var
Add a new independent variable to a general linear regression model
g02dfc nag_regsn_mult_linear_delete_var
Delete an independent variable from a general linear regression model
g02dgc nag_regsn_mult_linear_newyvar
Fits a general linear regression model to new dependent variable
g02dkc nag_regsn_mult_linear_tran_model
Estimates of parameters of a general linear regression model for given constraints
g02dnc nag_regsn_mult_linear_est_func
Estimate of an estimable function for a general linear regression model
g02fac nag_regsn_std_resid_influence
Calculate standardized residuals and influence statistics
g02gac nag_glm_normal
Fits a Generalised linear model with Normal errors
g02gbc nag_glm_binomial
Fits a generalised linear model with binomial errors
g02gcc nag_glm_poisson
Fits a generalised linear model with Poisson errors
g02gdc nag_glm_gamma
Fits a generalised linear model with gamma errors
g02gkc nag_glm_tran_model
Estimates and standard errors of the parameters of a general linear model for given constraints
g02gnc nag_glm_est_func
Estimatable function and the standard error of a generalized linear model
g02hac nag_robust_m_regsn_estim
Robust regression, standard M-estimates
g02hkc nag_robust_corr_estim
Robust estimation of a correlation matrix, Huber's weight function


© The Numerical Algorithms Group Ltd, Oxford UK. 2000