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question about a function to calculate regression
From: |
Tracy Feldman |
Subject: |
question about a function to calculate regression |
Date: |
Mon, 12 Jun 2006 20:56:04 -0700 (PDT) |
To whom it may concern:
I am trying to conduct a simple regression of two vectors (x and y values--regressing y as a function of x). I had been using the 'regress' function in matlab:
[b, bint, r, rint, stats] = regress(y, x);
where I am particularly interested in:
1. b, which is the vector of parameter estimates for both the slope *and* the intercept (not necessarily zero),
and
2. stats, which is a vector with the R-squared, F, and P values
I have been searching through the octave help menu and octave websites, but I have not found anything that seems to do what I want it to do. I may be misunderstanding things, but the function 'gls' does not seem right, as I cannot figure out what it returns that is like an r-squared or a p-value, and it also seems to require the assumption that
the line intersects with the origin. If I am right, I would appreciate any help people might offer regarding this issue, and suggestions for functions that might fit the bill. If the function can indeed do what I want it to do, I am not sure how to write the syntax such that it works.
Thank you in advance for your help.
Sincerely,
Tracy S. Feldman
Postdoctoral Associate, The Noble Foundation, Ardmore, OK
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- question about a function to calculate regression,
Tracy Feldman <=