(50g) Working Multiple linear regression in English

[Gil]

Interesting.

Suppose you have run the full Model H1 with the explaining variables X1X2 X3 X4... X6.

Suppose that the associated t-values are not big enough for X2 and X3.

It would be nice to have also a program testing automatically the full model H1 (constant X1, X2, X3, X4, X5, X6) versus alternative HP (constant, X1, X4, X5, X6), ie making all the F statistics by itself with the final conclusions.

As in C.RESTR?
inside STAT.3.7:

« "
Argument:

{lst1 [{lst2}]}


† lst1:
- {
1
 X1 X[k-1] Y}
here 
1
 is for model
with 
const 1

(with intercept)

(only poss. if last
run of C.REG was
also with 
const 1
)

- or lst1:
{ X1 Xk Y}
if NO-const model
(with NO intercept)

#
k 
'
expl
'
 Var

X1Xk or
1 X1X[k-1]
in 
restricted
 mod

must be
 
<
 #
P
 in 
C.REG



Best way to procede
:
1)Just modify lst1 of

CHOIX
 on the left,

deleting
-appropriate expl ind
var among X1 Xp of
the full model C.REG
-or const 1
-or both

2) ENTER 3) C.RESTR?

And 
don't change lst2
!


Att
: lst1 
{1 Y}
 (with
no Xi): 
not allowed


† lst2: path or
directories where
to fetch Var X1Xk,Y

Must be same Path/
Dir as for C.REG!

" DROP -3 SF 6 CF DTAG 4 CF { CHEMIN.LIST LIST0 N P LIST0.INPUT RESUL ANOVA XX ß ß0 ß.INT COVßi Sß Tß T.TAB PROBß ¥ “ S2ß S2 R2 R2ADJ R2mod R2modADJ —XY0 —XY —XY.CRIT PROB.—XY —XY.INT T.—XY T.—XY.TAB —.PART Z.TAB F.ANOVA PROB.ANOVA F.TAB …C.TOT µC.TOT …Cmod.TOT µCmod.TOT …C.REG µC.REG …Cmod.REG µCmod.REG …C“ µC“ VARIAT.COEF VIF1 VIF.WITH.CONST1 CONDIT.IND C1 } C.SAVE.VAR.ORIGINAL.REGFULL C.REG0 …C“ '…C“.RESTR' STO RESUL 'RESUL2.RESTR' STO ANOVA 'ANOVA.RESTR' STO 5 FIX -105 SF C.F.RESTR C.F.RESTR.TAB C.PROB.RESTR LIST0.INPUTFULL "FULL" TAG LIST0.INPUT DUP 'LIST0.INPUT.RESTR' STO "H0" TAG LIST0.INPUTFULL DUP 'LIST0.INPUT' STO 'CHOIX.POSS.LIST0.INPUT.RESTR' STO C.SAVEBACK.VAR.FULLORIGINAL.REG C.SUPP.VAR.FULL C.RESUL.RESTR RESUL.RESTR "H0¦RESTR" LIST0.INPUT.RESTR + "FULL¦" LIST0.INPUT + 2 LIST 'LIST0.INPUT.RESTR.LAST' STO
»

\<< "
Argument:

{lst1 [{lst2}]}


\|> lst1:
- {
1
 X1 X[k-1] Y}
here 
1
 is for model
with 
const 1

(with intercept)

(only poss. if last
run of C.REG was
also with 
const 1
)

- or lst1:
{ X1 Xk Y}
if NO-const model
(with NO intercept)

#
k 
'
expl
'
 Var

X1Xk or
1 X1X[k-1]
in 
restricted
 mod

must be
 
<
 #
P
 in 
C.REG



Best way to procede
:
1)Just modify lst1 of

CHOIX
 on the left,

deleting
-appropriate expl ind
var among X1 Xp of
the full model C.REG
-or const 1
-or both

2) ENTER 3) C.RESTR?

And 
don't change lst2
!


Att
: lst1 
{1 Y}
 (with
no Xi): 
not allowed


\|> lst2: path or
directories where
to fetch Var X1Xk,Y

Must be same Path/
Dir as for C.REG!

" DROP -3 SF 6 CF DTAG 4 CF { CHEMIN.LIST LIST0 N P LIST0.INPUT RESUL ANOVA XX \Gb \Gb0 \Gb.INT COV\Gbi S\Gb T\Gb T.TAB PROB\Gb \165 \Ge S2\Gb S2 R2 R2ADJ R2mod R2modADJ \GrXY0 \GrXY \GrXY.CRIT PROB.\GrXY \GrXY.INT T.\GrXY T.\GrXY.TAB \Gr.PART Z.TAB F.ANOVA PROB.ANOVA F.TAB \GSC.TOT \GmC.TOT \GSCmod.TOT \GmCmod.TOT \GSC.REG \GmC.REG \GSCmod.REG \GmCmod.REG \GSC\Ge \GmC\Ge VARIAT.COEF VIF1 VIF.WITH.CONST1 CONDIT.IND C1 } C.SAVE.VAR.ORIGINAL.REG\->FULL C.REG0 \GSC\Ge '\GSC\Ge.RESTR' STO RESUL 'RESUL2.RESTR' STO ANOVA 'ANOVA.RESTR' STO 5 FIX -105 SF C.F.RESTR C.F.RESTR.TAB C.PROB.RESTR LIST0.INPUT\->FULL "FULL" \->TAG LIST0.INPUT DUP 'LIST0.INPUT.RESTR' STO "H0" \->TAG LIST0.INPUT\->FULL DUP 'LIST0.INPUT' STO 'CHOIX.POSS.LIST0.INPUT.RESTR' STO C.SAVEBACK.VAR.FULL\->ORIGINAL.REG C.SUPP.VAR.FULL C.RESUL.RESTR RESUL.RESTR "H0\166RESTR" LIST0.INPUT.RESTR + "FULL\166" LIST0.INPUT + 2 \->LIST 'LIST0.INPUT.RESTR.LAST' STO
\>>