Computes linear regression for all independent variables on the specified
dependent variable. Linear modeling of multiple independent variables uses
stepwise regression modeling. If specified, preconditions for
(multi-)collinearity and for homoscedasticity are checked.
The dependent variable on which the linear model is
fitted. Specify as column name.
...
Independent variables to take into account as (one or many)
predictors for the dependent variable. Specify as column names. At least
one has to be specified.
check_independenterrors
if set, the independence of errors among any
two cases is being checked using a Durbin-Watson test
check_multicollinearity
if set, multicollinearity among all specified
independent variables is being checked using the variance inflation factor
(VIF) and the tolerance (1/VIF); this check can only be performed if at
least two independent variables are provided, and all provided variables
need to be numeric
check_homoscedasticity
if set, homoscedasticity is being checked
using a Breusch-Pagan test