NAG Fortran Library Routine Document G02CHF
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The actual data values ðx1i; x2i; . . . ; xki; yiÞ are not provided as input to the routine. Instead, input to the routine consists of: (i) The number of cases, n, on which the regression is based. (ii) The total number of variables, dependent and independent, in the regression, ðkþ 1Þ. (iii) The number of independent variables in the regression, k. (iv) The ðkþ 1Þ by ðkþ 1Þ matrix 1⁄2 ~ Sij of sums of squares and cross-products about zero of all the variables in the regression; the terms involving the dependent variable, y, appear in the ðkþ 1Þth row and column. (v) The ðkþ 1Þ by ðkþ 1Þ matrix 1⁄2 ~ Rij of correlation-like coefficients for all the variables in the regression; the correlations involving the dependent variable, y, appear in the ðkþ 1Þth row and column. G02 – Correlation and Regression Analysis G02CHF
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