NAG Fortran Library

G02 – Correlation and Regression Analysis

G02 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
G02BAF Example Text Example Data 4 Pearson product-moment correlation coefficients, all variables, no missing values
G02BBF Example Text Example Data 4 Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values
G02BCF Example Text Example Data 4 Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values
G02BDF Example Text Example Data 4 Correlation-like coefficients (about zero), all variables, no missing values
G02BEF Example Text Example Data 4 Correlation-like coefficients (about zero), all variables, casewise treatment of missing values
G02BFF Example Text Example Data 4 Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values
G02BGF Example Text Example Data 4 Pearson product-moment correlation coefficients, subset of variables, no missing values
G02BHF Example Text Example Data 4 Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values
G02BJF Example Text Example Data 4 Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values
G02BKF Example Text Example Data 4 Correlation-like coefficients (about zero), subset of variables, no missing values
G02BLF Example Text Example Data 4 Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values
G02BMF Example Text Example Data 4 Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values
G02BNF Example Text Example Data 4 Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data
G02BPF Example Text Example Data 4 Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data
G02BQF Example Text Example Data 4 Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data
G02BRF Example Text Example Data 4 Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data
G02BSF Example Text Example Data 4 Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values
G02BTF Example Text Example Data 14 Update a weighted sum of squares matrix with a new observation
G02BUF Example Text Example Data 14 Computes a weighted sum of squares matrix
G02BWF Example Text Example Data 14 Computes a correlation matrix from a sum of squares matrix
G02BXF Example Text Example Data 14 Computes (optionally weighted) correlation and covariance matrices
G02BYF Example Text Example Data 17 Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF
G02CAF Example Text Example Data 4 Simple linear regression with constant term, no missing values
G02CBF Example Text Example Data 4 Simple linear regression without constant term, no missing values
G02CCF Example Text Example Data 4 Simple linear regression with constant term, missing values
G02CDF Example Text Example Data 4 Simple linear regression without constant term, missing values
G02CEF Example Text Example Data 4 Service routines for multiple linear regression, select elements from vectors and matrices
G02CFF Example Text Example Data 4 Service routines for multiple linear regression, re-order elements of vectors and matrices
G02CGF Example Text Example Data 4 Multiple linear regression, from correlation coefficients, with constant term
G02CHF Example Text Example Data 4 Multiple linear regression, from correlation-like coefficients, without constant term
G02DAF Example Text Example Data 14 Fits a general (multiple) linear regression model
G02DCF Example Text Example Data 14 Add/delete an observation to/from a general linear regression model
G02DDF Example Text Example Data 14 Estimates of linear parameters and general linear regression model from updated model
G02DEF Example Text Example Data 14 Add a new variable to a general linear regression model
G02DFF Example Text Example Data 14 Delete a variable from a general linear regression model
G02DGF Example Text Example Data 14 Fits a general linear regression model to new dependent variable
G02DKF Example Text Example Data 14 Estimates and standard errors of parameters of a general linear regression model for given constraints
G02DNF Example Text Example Data 14 Computes estimable function of a general linear regression model and its standard error
G02EAF Example Text Example Data 14 Computes residual sums of squares for all possible linear regressions for a set of independent variables
G02ECF Example Text Example Data 14 Calculates R2 and CP values from residual sums of squares
G02EEF Example Text Example Data 14 Fits a linear regression model by forward selection
G02FAF Example Text Example Data 14 Calculates standardized residuals and influence statistics
G02FCF Example Text Example Data 15 Computes Durbin–Watson test statistic
G02GAF Example Text Example Data 14 Fits a generalized linear model with Normal errors
G02GBF Example Text Example Data 14 Fits a generalized linear model with binomial errors
G02GCF Example Text Example Data 14 Fits a generalized linear model with Poisson errors
G02GDF Example Text Example Data 14 Fits a generalized linear model with gamma errors
G02GKF Example Text Example Data 14 Estimates and standard errors of parameters of a general linear model for given constraints
G02GNF Example Text Example Data 14 Computes estimable function of a generalized linear model and its standard error
G02HAF Example Text Example Data 13 Robust regression, standard M-estimates
G02HBF Example Text Example Data 13 Robust regression, compute weights for use with G02HDF
G02HDF Example Text Example Data 13 Robust regression, compute regression with user-supplied functions and weights
G02HFF Example Text Example Data 13 Robust regression, variance-covariance matrix following G02HDF
G02HKF Example Text Example Data 14 Calculates a robust estimation of a correlation matrix, Huber's weight function
G02HLF Example Text Example Data 14 Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives
G02HMF Example Text Example Data 14 Calculates a robust estimation of a correlation matrix, user-supplied weight function

Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2002