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Matrix files created by REGDIAG

The following matrices are available for additional computations:
REG.M        vector of regression coefficients
REGS.M       regression coeffients and their standard errors
REG_CORR.M   correlations of regression coefficients
RG.M         vector of miscellaneous scalars (see next page)

The covariance matrix of regression coefficients can be computed by
/COV REG_COV,REG_CORR.M,REGS.M

The vector RG.M has the following contents (when displayed by MAT LOAD).
REGDIAG statistics from data DECA
RG.M
///          REGDIAG
n             48.000 / # of cases
k              6.000 / # of regression coefficients
const          1.000 / 1 if constant term included, 0 otherwise
df            42.000 / n-k
Yvar       26132.000 / variance of regressand
SST      1228203.979 / total sum of squares
SSE       445535.121 / residual sum of squares
SSR       782668.858 / SST-SSE
MSE        10607.979 / mean square error
Resvar     10607.979 / MSE
R              0.798 / multiple correlation coefficient
R2             0.637 / R^2
kappa         93.968 / condition number
DW             1.246 / Durbin-Watson statistics
F             14.756 / Overall F-test: SSR/(k-1)/MSE (only when const is 1)
Pr_F           1.000 / P-value of F-test