-struct linreg_struct
-{
- double n_obs; /* Number of observations. */
- int n_indeps; /* Number of independent variables. */
- int n_coeffs; /* The intercept is not considered a
- coefficient here. */
-
- /*
- Pointers to the variables.
- */
- const struct variable *depvar;
- const struct variable **indep_vars;
-
- double *coeff;
- double intercept;
- int method; /* Method to use to estimate parameters. */
- /*
- Means and standard deviations of the variables.
- If these pointers are null when pspp_linreg() is
- called, pspp_linreg() will compute their values.
-
- Entry i of indep_means is the mean of independent
- variable i, whose observations are stored in the ith
- column of the design matrix.
- */
- double depvar_mean;
- gsl_vector *indep_means;
- gsl_vector *indep_std;
-
- /*
- Sums of squares.
- */
- double ssm; /* Sums of squares for the overall model. */
- double sst; /* Sum of squares total. */
- double sse; /* Sum of squares error. */
- double mse; /* Mean squared error. This is just sse /
- dfe, but since it is the best unbiased
- estimate of the population variance, it
- has its own entry here. */
- /*
- Covariance matrix of the parameter estimates.
- */
- gsl_matrix *cov;
- /*
- Degrees of freedom.
- */
- double dft;
- double dfe;
- double dfm;
-
- int dependent_column; /* Column containing the dependent variable. Defaults to last column. */
- int refcnt;
-
- bool origin;
-};
-
-typedef struct linreg_struct linreg;
-
-
-
-linreg *linreg_alloc (const struct variable *, const struct variable **,
- double, size_t, bool);
-
-void linreg_unref (linreg *);
-void linreg_ref (linreg *);