Module RCOVB in IMSLS

General Information

Compute the estimated variance-covariance matrix of the estimated regression coefficients given the R matrix.

Usage

CALL RCOVB (NCOEF, R, LDR, S2, COVB, LDCOVB)

Classification

L8c1c

Analysis of multiple linear regression results

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRCOVB

Double Precision

Installation on ITL; Unix Workstation Network

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/rcovb

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rcovb

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.