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.