LINREG data,L
performs linear regression analysis on active variables in <data>.
The regressand is indicated by mask Y and the regressors by X's.
The optional variables for residuals and predicted values of the
model are pointed out by masks R and P, respectively.
The first line for the results (L) is optional.
If the results level is at least 70 (see RESULTS?), the means, standard
deviations and correlations of variables included in the model will be
also printed.
If several Y variables are given, the same model (with a constant term
and X variables) will be computed for each of them. In this case no
R and P variable is valid.
LINREG saves the regression coefficients in a matrix file REG.M
and in the case of one regressand and one regressor also coefficients
of an orthogonal regression analysis in a matrix file OREG.M.
D = Regression diagnostics
R = More information on regression analysis
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