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GAMS Classification for the NAG C Library
NAG C Library Manual

L8c1 : Ordinary least squares

g02efc    nag_full_step_regsn
Stepwise linear regression
g02ewc    nag_full_step_regsn_monit
Monitor function for full stepwise regression

L8c1a:   Variable selection  (6 routines)
L8c1b:   Parameter estimation (search also class L8c1a)  (7 routines)
L8c1c:   Analysis (search also classes L8c1a and L8c1b)  (1 routine)
L8c1d:   Inference (search also classes L8c1a and L8c1b)  (2 routines)

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GAMS Classification for the NAG C Library
NAG C Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2005