NAG Fortran Library

Chapter G02

Correlation and Regression Analysis

Chapter Introduction
G02BAF    Pearson product-moment correlation coefficients, all variables, no missing values
G02BBF    Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values
G02BCF    Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values
G02BDF    Correlation-like coefficients (about zero), all variables, no missing values
G02BEF    Correlation-like coefficients (about zero), all variables, casewise treatment of missing values
G02BFF    Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values
G02BGF    Pearson product-moment correlation coefficients, subset of variables, no missing values
G02BHF    Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values
G02BJF    Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values
G02BKF    Correlation-like coefficients (about zero), subset of variables, no missing values
G02BLF    Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values
G02BMF    Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values
G02BNF    Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data
G02BPF    Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data
G02BQF    Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data
G02BRF    Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data
G02BSF    Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values
G02BTF    Update a weighted sum of squares matrix with a new observation
G02BUF    Computes a weighted sum of squares matrix
G02BWF    Computes a correlation matrix from a sum of squares matrix
G02BXF    Computes (optionally weighted) correlation and covariance matrices
G02BYF    Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF
G02CAF    Simple linear regression with constant term, no missing values
G02CBF    Simple linear regression without constant term, no missing values
G02CCF    Simple linear regression with constant term, missing values
G02CDF    Simple linear regression without constant term, missing values
G02CEF    Service routines for multiple linear regression, select elements from vectors and matrices
G02CFF    Service routines for multiple linear regression, re-order elements of vectors and matrices
G02CGF    Multiple linear regression, from correlation coefficients, with constant term
G02CHF    Multiple linear regression, from correlation-like coefficients, without constant term
G02DAF    Fits a general (multiple) linear regression model
G02DCF    Add/delete an observation to/from a general linear regression model
G02DDF    Estimates of linear parameters and general linear regression model from updated model
G02DEF    Add a new variable to a general linear regression model
G02DFF    Delete a variable from a general linear regression model
G02DGF    Fits a general linear regression model for new dependent variable
G02DKF    Estimates and standard errors of parameters of a general linear regression model for given constraints
G02DNF    Computes estimable function of a general linear regression model and its standard error
G02EAF    Computes residual sums of squares for all possible linear regressions for a set of independent variables
G02ECF    Calculates R2 and CP values from residual sums of squares
G02EEF    Fits a linear regression model by forward selection
G02FAF    Calculates standardized residuals and influence statistics
G02FCF    Computes Durbin–Watson test statistic
G02GAF    Fits a generalized linear model with Normal errors
G02GBF    Fits a generalized linear model with binomial errors
G02GCF    Fits a generalized linear model with Poisson errors
G02GDF    Fits a generalized linear model with gamma errors
G02GKF    Estimates and standard errors of parameters of a general linear model for given constraints
G02GNF    Computes estimable function of a generalized linear model and its standard error
G02HAF    Robust regression, standard M-estimates
G02HBF    Robust regression, compute weights for use with G02HDF
G02HDF    Robust regression, compute regression with user-supplied functions and weights
G02HFF    Robust regression, variance-covariance matrix following G02HDF
G02HKF    Calculates a robust estimation of a correlation matrix, Huber's weight function
G02HLF    Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives
G02HMF    Calculates a robust estimation of a correlation matrix, user-supplied weight function

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001