MVar (version 2.2.5)

Regr: Linear regression.

Description

Performs linear regression on a data set.

Usage

Regr(Y, X, namevarx = NA, intercept = TRUE, sigf = 0.05)

Value

Betas

Regression coefficients.

CovBetas

Covariance matrix of the regression coefficients.

ICc

Confidence interval of the regression coefficients.

hip.test

Hypothesis test of the regression coefficients.

ANOVA

Regression analysis of the variance.

R

Determination coefficient.

Rc

Corrected coefficient of determination.

Ra

Adjusted coefficient of determination.

QME

Variance of the residues.

ICQME

Confidence interval of the residue variance.

prev

Prediction of the regression fit.

IPp

Predictions interval

ICp

Interval of prediction confidence

error

Residuals of the regression fit.

error.test

It returns to 5% of significance the test of independence, normality and homogeneity of the variance of the residues.

Arguments

Y

Variable response.

X

Regression variables.

namevarx

Name of the variable, or variables X, if not set, assumes the default text.

intercept

Consider the intercept in the regression (default = TRUE).

sigf

Level of significance of residue tests(default = 5%).

Author

Paulo Cesar Ossani

References

Charnet, R.; at al.. Analise de modelos de regressao lienar, 2a ed. Campinas: Editora da Unicamp, 2008. 357 p.

Rencher, A. C.; Schaalje, G. B. Linear models in statisctic. 2th. ed. New Jersey: John & Sons, 2008. 672 p.

Rencher, A. C. Methods of multivariate analysis. 2th. ed. New York: J.Wiley, 2002. 708 p.

See Also

Plot.Regr

Examples

data(DataMix)

Y <- DataMix[,2]

X <- DataMix[,6:7]

name.x <- c("Special Coffees", "Commercial Coffees")

res <- Regr(Y, X, namevarx = name.x , intercept = TRUE, sigf = 0.05)

print("Regression Coefficients:"); round(res$Betas,4)
print("Analysis of Variance:"); res$ANOVA
print("Hypothesis test of regression coefficients:"); round(res$hip.test,4)
print("Determination coefficient:"); round(res$R,4)
print("Corrected coefficient of determination:"); round(res$Rc,4) 
print("Adjusted coefficient of determination:"); round(res$Ra,4)
print("Tests of the residues"); res$error.test