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decus/20-0026/regre.doc
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SAMPLE MAIN PROGRAM FOR MULTIPLE REGRESSION - REGRE
PURPOSE
(1) READ THE PROBLEM PARAMETER CARD FOR A MULTIPLE REGRES-
SION, (2) READ SUBSET SELECTION CARDS, (3) CALL THE SUB-
ROUTINES TO CALCULATE MEANS, STANDARD DEVIATIONS, SIMPLE
AND MULTIPLE CORRELATION COEFFICIENTS, REGRESSION COEFFI-
CIENTS, T-VALUES, AND ANALYSIS OF VARIANCE FOR MULTIPLE
REGRESSION, AND (4) PRINT THE RESULTS.
REMARKS
THE NUMBER OF OBSERVATIONS, N, MUST BE GREATER THAN M+1,
WHERE M IS THE NUMBER OF VARIABLES. IF SUBSET SELECTION
CARDS ARE NOT PRESENT, THE PROGRAM CAN NOT PERFORM MULTIPLE
REGRESSION.
AFTER RETURNING FROM SUBROUTINE MINV, THE VALUE OF DETER-
MINANT (DET) IS TESTED TO CHECK WHETHER THE CORRELATION
MATRIX IS SINGULAR. IF DET IS COMPARED AGAINST A SMALL
CONSTANT, THIS TEST MAY ALSO BE USED TO CHECK NEAR-
SINGULARITY.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
CORRE (WHICH, IN TURN, CALLS THE SUBROUTINE NAMED DATA)
ORDER
MINV
MULTR
METHOD
REFER TO B. OSTLE, 'STATISTICS IN RESEARCH', THE IOWA STATE
COLLEGE PRESS', 1954, CHAPTER 8.