Module g02eec in NAGC

General Information

Fits a linear regression model by forward selection

Usage

void g02eec(Nag_OrderType order, Integer *istep, Nag_IncludeMean mean, Integer n, Integer m, const double x[], Integer pdx, char * var_names[], const Integer sx[], Integer maxip, const double y[], const double wt[], double fin, Nag_Boolean *addvar, char * newvar[], double *chrss, double *f, char * model[], Integer *nterm, double *rss, Integer *idf, Integer *ifr, char * free_vars[], double exss[], double q[], Integer pdq, double p[], 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))

Type

subroutine in NAGC package (G02 sublibrary)

Language

C

Availability

Proprietary, Portable