Module RCOV in IMSLS

General Information

Fit a multiple linear regression model given the variance-covariance matrix.

Usage

CALL RCOV (INTCEP, NIND, NDEP, COV, LDCOV, XYMEAN, SUMWTF, TOL, B, LDB, R, LDR, IRANK, SCPE, LDSCPE)

Classification

L8c1b2	Parameter estimation in multiple linear regression using correlation data
L8f	Simultaneous regression

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