X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=doc%2Fregression.texi;h=d3d5a198f79cd92d80dc09d1a4d69e7cb7f4bf50;hb=c0a1222e44261bf5c75707d6203a26a0da93ead3;hp=9f236b8ea0e60fdc09eb8586ebf54f9578961234;hpb=691a034d7f2139076fa012739dffd40ef5db4a9b;p=pspp diff --git a/doc/regression.texi b/doc/regression.texi index 9f236b8ea0..d3d5a198f7 100644 --- a/doc/regression.texi +++ b/doc/regression.texi @@ -1,5 +1,5 @@ @c PSPP - a program for statistical analysis. -@c Copyright (C) 2017 Free Software Foundation, Inc. +@c Copyright (C) 2017, 2020 Free Software Foundation, Inc. @c Permission is granted to copy, distribute and/or modify this document @c under the terms of the GNU Free Documentation License, Version 1.3 @c or any later version published by the Free Software Foundation; @@ -24,10 +24,10 @@ Let @math{X_{11}, X_{12}}, @dots{}, @math{X_{1n}} denote the @math{n} observatio 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 +@math{X_{k1}},@dots{},@math{X_{kn}} denote the @math{n} observations of the @math{k}th explanatory variable. -@item The dependent variable @math{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, @dots{}, b_k} are unknown @@ -39,7 +39,7 @@ This relationship is called the @dfn{linear model}. The @cmd{REGRESSION} procedure estimates the coefficients @math{b_0,@dots{},b_k} and produces output relevant to inferences for the -linear model. +linear model. @menu * Syntax:: Syntax definition. @@ -54,7 +54,7 @@ linear model. REGRESSION /VARIABLES=@var{var_list} /DEPENDENT=@var{var_list} - /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV, CI[@var{conf}]@} + /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV, CI[@var{conf}, TOL]@} @{ /ORIGIN | /NOORIGIN @} /SAVE=@{PRED, RESID@} @end display @@ -90,6 +90,8 @@ which must be in parentheses, is the desired confidence level expressed as a per Analysis of variance table for the model. @item BCOV The covariance matrix for the estimated model coefficients. +@item TOL +The variance inflation factor and its reciprocal. This has no effect unless COEFF is also given. @item DEFAULT The same as if R, COEFF, and ANOVA had been selected. This is what you get if the /STATISTICS command is not specified, @@ -106,7 +108,7 @@ is zero. The default is @subcmd{NOORIGIN}. The @subcmd{SAVE} subcommand causes @pspp{} to save the residuals or predicted values from the fitted model to the active dataset. @pspp{} will store the residuals in a variable -called @samp{RES1} if no such variable exists, @samp{RES2} if @samp{RES1} +called @samp{RES1} if no such variable exists, @samp{RES2} if @samp{RES1} already exists, @samp{RES3} if @samp{RES1} and @samp{RES2} already exist, etc. It will choose the name of @@ -136,6 +138,6 @@ a 8.838262 -29.25689 b 6.200189 -18.58219 end data. list. -regression /variables=v0 v1 v2 /statistics defaults /dependent=v2 +regression /variables=v0 v1 v2 /statistics defaults /dependent=v2 /save pred resid /method=enter. @end example