X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=doc%2Fregression.texi;h=b47416b70191c1a1af0129ca073a36fa7a390056;hb=HEAD;hp=af3c0aaf244b940f45b7cd5e276db0ac4636181a;hpb=85cef9b9391f1aaf4b27bd90a02f8ce5daf004ee;p=pspp-builds.git diff --git a/doc/regression.texi b/doc/regression.texi index af3c0aaf..b47416b7 100644 --- a/doc/regression.texi +++ b/doc/regression.texi @@ -1,4 +1,4 @@ -@node REGRESSION, ,RANK, Statistics +@node REGRESSION @comment node-name, next, previous, up @section REGRESSION @@ -9,25 +9,25 @@ estimation. The procedure is appropriate for data which satisfy those assumptions typical in linear regression: @itemize @bullet -@item The data set contains n observations of a dependent variable, say -Y_1,...,Y_n, and n observations of one or more explanatory -variables. Let X_11, X_12, ..., X_1n denote the n observations of the -first explanatory variable; X_21,...,X_2n denote the n observations of the -second explanatory variable; X_k1,...,X_kn denote the n observations of the kth +@item The data set contains @math{n} observations of a dependent variable, say +@math{Y_1,@dots{},Y_n}, and @math{n} observations of one or more explanatory +variables. Let @math{X_{11}, X_{12}}, @dots{}, @math{X_{1n}} denote the @math{n} observations of the +first explanatory variable; @math{X_{21}},@dots{},@math{X_{2n}} denote the @math{n} observations of the +second explanatory variable; @math{X_{k1}},@dots{},@math{X_{kn}} denote the @math{n} observations of the kth explanatory variable. -@item The dependent variable Y has the following relationship to the +@item The dependent variable @math{Y} has the following relationship to the explanatory variables: -@math{Y_i = b_0 + b_1 X_1i + ... + b_k X_ki + Z_i} -where @math{b_0, b_1, ..., b_k} are unknown -coefficients, and @math{Z_1,...,Z_n} are independent, normally -distributed ``noise'' terms with common variance. The noise, or +@math{Y_i = b_0 + b_1 X_{1i} + ... + b_k X_{ki} + Z_i} +where @math{b_0, b_1, @dots{}, b_k} are unknown +coefficients, and @math{Z_1,@dots{},Z_n} are independent, normally +distributed ``noise'' terms with mean zero and common variance. The noise, or ``error'' terms are unobserved. This relationship is called the ``linear model.'' @end itemize The REGRESSION procedure estimates the coefficients -@math{b_0,...,b_k} and produces output relevant to inferences for the +@math{b_0,@dots{},b_k} and produces output relevant to inferences for the linear model. @c If you add any new commands, then don't forget to remove the entry in @@ -38,7 +38,7 @@ linear model. * Examples:: Using the REGRESSION procedure. @end menu -@node Syntax, Examples, , REGRESSION +@node Syntax @subsection Syntax @vindex REGRESSION @@ -47,7 +47,6 @@ REGRESSION /VARIABLES=var_list /DEPENDENT=var_list /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV@} - /EXPORT ('file-name') /SAVE=@{PRED, RESID@} @end display @@ -87,23 +86,10 @@ RES3 if RES1 and RES2 already exist, etc. It will choose the name of the variable for the predicted values similarly, but with PRED as a prefix. -The EXPORT subcommand causes PSPP to write a C program containing -functions related to the model. One such function accepts values of -explanatory variables as arguments, and returns an estimate of the -corresponding new -value of the dependent variable. The generated program will also contain -functions that return prediction and confidence intervals related to -those new estimates. PSPP will write the program to the -'file-name' given by the user, and write declarations of functions -to a file called pspp_model_reg.h. The user can then compile the C -program and use it as part of another program. This subcommand is a -PSPP extension. - -@node Examples, , Syntax, REGRESSION +@node Examples @subsection Examples -The following PSPP syntax will generate the default output, save the -predicted values and residuals to the active file, and save the -linear model in a program called ``model.c.'' +The following PSPP syntax will generate the default output and save the +predicted values and residuals to the active file. @example title 'Demonstrate REGRESSION procedure'. @@ -122,19 +108,5 @@ b 6.200189 -18.58219 end data. list. regression /variables=v0 v1 v2 /statistics defaults /dependent=v2 - /export (model.c) /save pred resid /method=enter. + /save pred resid /method=enter. @end example - -The file pspp_model_reg.h contains these declarations: - -@example -double pspp_reg_estimate (const double *, const char *[]); -double pspp_reg_variance (const double *var_vals, const char *[]); -double pspp_reg_confidence_interval_U (const double *var_vals, const char *var_names[], double p); -double pspp_reg_confidence_interval_L (const double *var_vals, const char *var_names[], double p); -double pspp_reg_prediction_interval_U (const double *var_vals, const char *var_names[], double p); -double pspp_reg_prediction_interval_L (const double *var_vals, const char *var_names[], double p); -@end example - -The file model.c contains the definitions of the functions. -@setfilename ignored