Module RBEST in IMSLS

General Information

Select the best multiple linear regression models.

Usage

CALL RBEST (NVAR, COV, LDCOV, NOBS, ICRIT, NBEST, NGOOD, IPRINT, ICRITX, CRIT, IVARX, INDVAR, ICOEFX, COEF, LDCOEF)

Classification

L8c1a2

Variable selection in multiple linear regression using correlation or covariance data

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rbest
Example: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rbest
To Link: Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.