X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=doc%2Fregression.texi;h=d3d5a198f79cd92d80dc09d1a4d69e7cb7f4bf50;hb=refs%2Fheads%2Fctables10;hp=127ec7164567bce7b2f2d2b6233d5e97ca526c03;hpb=e8b26fb0d765310d4c7400c39465008f1bb8601d;p=pspp diff --git a/doc/regression.texi b/doc/regression.texi index 127ec71645..d3d5a198f7 100644 --- a/doc/regression.texi +++ b/doc/regression.texi @@ -1,3 +1,12 @@ +@c PSPP - a program for statistical analysis. +@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; +@c with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. +@c A copy of the license is included in the section entitled "GNU +@c Free Documentation License". +@c @node REGRESSION @section REGRESSION @@ -15,12 +24,12 @@ 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} +@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 @dfn{noise} terms with mean zero and common variance. @@ -30,7 +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. @@ -45,7 +54,8 @@ linear model. REGRESSION /VARIABLES=@var{var_list} /DEPENDENT=@var{var_list} - /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV@} + /STATISTICS=@{ALL, DEFAULTS, R, COEFF, ANOVA, BCOV, CI[@var{conf}, TOL]@} + @{ /ORIGIN | /NOORIGIN @} /SAVE=@{PRED, RESID@} @end display @@ -61,7 +71,8 @@ are treated as explanatory variables in the linear model. All other subcommands are optional: -The @subcmd{STATISTICS} subcommand specifies the statistics to be displayed: +The @subcmd{STATISTICS} subcommand specifies which statistics are to be displayed. +The following keywords are accepted: @table @subcmd @item ALL @@ -71,21 +82,40 @@ The ratio of the sums of squares due to the model to the total sums of squares for the dependent variable. @item COEFF A table containing the estimated model coefficients and their standard errors. +@item CI (@var{conf}) +This item is only relevant if COEFF has also been selected. It specifies that the +confidence interval for the coefficients should be printed. The optional value @var{conf}, +which must be in parentheses, is the desired confidence level expressed as a percentage. @item ANOVA 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, +or if it is specified without any parameters. @end table +The @subcmd{ORIGIN} and @subcmd{NOORIGIN} subcommands are mutually +exclusive. @subcmd{ORIGIN} indicates that the regression should be +performed through the origin. You should use this option if, and +only if you have reason to believe that the regression does indeed +pass through the origin --- that is to say, the value @math{b_0} above, +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 the variable for the predicted values similarly, but with @samp{PRED} as a prefix. +When @subcmd{SAVE} is used, @pspp{} ignores @cmd{TEMPORARY}, treating +temporary transformations as permanent. @node Examples @subsection Examples @@ -108,6 +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