GAMS: Module g02ddc in NAGC

General Information

Estimates of regression parameters from an updated model

Usage

void g02ddc(Integer n,Integer ip, double q[], Integer tdq, double *rss,
                                             double *df, double b[], double se[], double cov[], Nag_Boolean *svd,
                                             Integer *rank,double p[], double tol, NagError *fail)

Classification

L8c1a1	Variable selection in multiple linear regression using raw data (i.e., y = b(0) + b(1)x(1) + ... + b(p)x(p))
L8c1b1	Parameter estimation in multiple linear regression using raw data

Type

subroutine in NAGC package (G02 sublibrary)

Language

Availability

Proprietary, Portable