Function Multiple-Linear-Regression-Verbose

Part of:

package cl-mathstats
( multiple-linear-regression-verbose < dv > &rest < ivs > )

Let m be the number of independent variables, ivs.&#39; This function returns<br> fourteen values:<br> 1. the intercept<br> 2. a list of coefficients<br> 3. a list of correlations of each iv to the dv and to each iv<br> 4. a list of the t-statistic for each coefficient<br> 5. a list of the standardized coefficients (betas)<br> 6. the fraction of variance accounted for, aka r-square<br> 7. the ratio of MSR (see #12) to MSE (see #13), aka F <br> 8. a list of the portion of the SSR due to each iv<br> 9. a list of the fraction of variance accounted for by each iv<br> 10. the sum of squares of the regression, aka SSR<br> 11. the sum of squares of the residuals, aka SSE, aka chi-square<br> 12. the mean squared error of the regression, aka MSR<br> 13. the mean squared error of the residuals, aka MSE<br> 14. a list of indices of `zeroed'' independent variables

This function returns a lot of information about the regression. Consider using
the sibling functions -minimal and -brief if you need less information.