Matrix files created by REGDIAGThe 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

More information on Survo from www.survo.fi

Copyright © Survo Systems 2001-2012.

webmaster'at'survo.fi

Copyright © Survo Systems 2001-2012.

webmaster'at'survo.fi