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Package for multiple regression

daemon@ATHENA.MIT.EDU (Steven P. Millard)
Mon Feb 27 14:21:43 1995

Date: 27 Feb 95 13:29:25 EST
From: "Steven P. Millard" <74273.3130@compuserve.com>
To: S-news <S-news@utstat.toronto.edu>

Hello,

I've got a client who is looking for a DOS- and/or WINDOWS-based package with 
the capability of performing multiple regression.  He wants to incorporate the 
multiple regression part into software he is developing, so he'd like a package 
that has an up-front fee with license to freely distribute any code from it that 
you include in your own package.

He has a copy of something called ProMath 2.0 from a company called Tera Tech, which 
is a set of macros (written in Fortran) to do mathematical and simple statistical 
computations.  (I think he said that it costs about $100).  This would be exactly what he 
wants, except that it only performs simple regression (although it does do matrix 
manipulation, so it wouldn't be too hard to program multiple regression using the 
(numerically naive?) method of inv(X'X)X'Y).

One person suggested MicroSoft IMSL libraries and also the NAG libraries.  The problem 
with using these is that it's really overkill (price-wise) for what my client 
wants.  MS Fortran 5.1 is about $170 and the corresponding IMSL libraries are 
about $470. 

Does anyone have any other suggestions?

Thanks for your time!

--Steve M.



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