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PDP-10 Archives
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decuslib10-08
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43,50504/mulout.hlp
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Multiple Linear Regression Analysis
STANDARD AND OPTIONAL DATA OUTPUT
If an outputfile is specified in response to the outputstream request
or is appended to the "Run" keyword, the program writes the following
pieces of information in one record to that file:
1) if option 1 is specified: the transformed data matrix, preceded by the
number of rows and columns respectively,
2) if option 2 is specified: the corrrelation matrix of the variables,
preceded by its order,
3) the number of submodels specified in the list appended to option 5, if
that option is specified at all; otherwise the number 1. It is
followed by (for each (sub) model): the number of estimated parameters,
the estimates for the parameters of the (sub) model, and:
a) if option 2 is specified: the variance-covariance matrix of the
estimates, preceded by its order, (BE CAREFUL: this is NOT the
correlation matrix of the estimates, which is printed; however, the
correspondence between the two matrices is established by the
relations (10) and (11) in "Help"/Theory),
b) if option 3 is specified: the number of respondents, followed by for
each respondent the: observation, fitted value, standard deviation,
residual, standardized residual and studentized residual,
and finishes by writing an "Eor" keyword.
As in the case of printed output, the output described in 3) is only
effected for submodels, if an explicit submodel specifier list is appended
to option 5.
An input specification to describe one record of data written to the
outputstream when options 1, 2, 3 and 5 (with a submodel specifier list
appended to it) are specified, could read:
"Input" n, m, n * (m * [transformed data element]),
p, <p * (p+1) : 2> * [correlation element],
s, s * (t, t * [estimate],
q, <q * (q+1) : 2> * [covariance element],
r, r * (6 * [residual element]) );
For the original model the following relations hold: q = t, t = m-1,
r = n and p = m (or p = m-1 if replications and/or weights are specified);
s is the number of processed (sub)models; for each submodel t and q are
decreased with the number of terms that are omitted from the original
model.