TITLE(regress @@ Multiple Regression)
USAGE(
regress(DOTS, y, intercept=true,
        print.out=true, draw.plot=true)
)
ARGUMENTS(
ARG(DOTS @@ either a series of vectors,
all of the same length, separated by commas, or a matrix.
If the former, the vectors contain the data for the explanatory variables.
If a matrix, then the columns contain the data for the explanatory variables.)
ARG(y @@ a vector containing the data for the response,
having the same length as the vectors containing
the explanatory variables (or the same number of rows as the matrix).)
ARG(intercept @@ if LANG(true), the model contains an intercept term,
otherwise the intercept is set to zero.)
ARG(print.out @@ if LANG(false), the printout is suppressed.)
ARG(draw.plot @@ if LANG(true), a plot of residuals versus fitted values and a
normal plot of residuals is drawn in the graphics window.)
)
DESCRIPTION(
LANG(regress) calculates and prints the results of a multiple regression fit.
LANG(regress) prints the regression coefficients,
standard errors, t-values for a zero coefficent,
p-values and upper and lower limits for a confidence
interval for each regression coefficient, as well as an ANOVA table to test
for a null regression.
)
VALUES(
A list having the following elements: @@
ARG(coef @@ a vector of estimated regression coefficients.)
ARG(intercept @@ a logical value indicating if an intercept has been fitted.)
ARG(fitted @@ a vector of fitted values.)
ARG(residuals @@ a vector of residuals.)
ARG(rms @@ an estimate of sigma.)
ARG(df @@ the residual degrees of freedom.)
ARG(hats @@ a vector of hat matrix diagonals.)
ARG(covmat @@ the covariance matrix of the estimates.)
)
