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