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MultRegTests
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MultRegTests Y, X1[, X2[, X3,…[, X10]]]
Multiple linear regression test computes a
multiple linear regression on the given data
and provides the global F test statistic and t
test statistics for the coefficients.
A summary of results is stored in the
stat.results variable. (See page 145.)
For information on the effect of empty
elements in a list, see “Empty (Void)
Elements,” page 196.
Outputs
Output
variable
Description
stat.RegEqn
Regression Equation: b0+b1•x1+b2•x2+ ...
stat.F
Global F test statistic
stat.PVal
P-value associatedwith global F statistic
stat.R
2
Coefficientof multiple determination
stat.AdjR
2
Adjusted coefficient of multiple determination
stat.s Standard deviation of the error
stat.DW Durbin-Watson statistic; used to determine whether first-order auto correlation is
present inthe model
stat.dfReg Regression degrees of freedom
stat.SSReg Regression sum of squares
stat.MSReg Regression mean square
stat.dfError Error degrees of freedom
stat.SSError Error sum of squares
stat.MSError Error meansquare
stat.bList {b0,b1,...} List of coefficients
stat.tList Listof t statistics, one for each coefficient inthe bList
stat.PList ListP-values for each t statistic
stat.SEList List of standard errors for coefficients in bList
stat.yList yList= b0+b1•x1+...
Alphabetical Listing 97
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