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Stepwise regression analysis

daemon@ATHENA.MIT.EDU (Chris E Forest)
Tue May 18 12:06:59 1993

Date: Tue, 18 May 93 12:05:06 -0400
From: Chris E Forest <forest@ananke.MIT.EDU>
To: msug@Athena.MIT.EDU


I recently acquired knowledge of this group and am curious to know more about it.

I am using Mathematica (Mma) to do some data analyis where I need a package to do  
foward, reverse or stepwise regression.   This means adding/deleting variables to a  
multi-variable linear least squares regression model based on significance tests (e.g.  
F-test). 


In addition to this, I would like a package that does such tasks as principal components  
analysis, correspondence analysis or other similar multivariate analyses.  Returning  
transformed data is a necessity.

Does someone know where to begin a search for these?  Or are they available at some ftp  
site?  ( WRI doesn't have them. )

If necessary,  I can MathLink a C-program to do the task.  Then I need the algorithm.   
Where might I find a stepwise regression algorithm?

Thanks for any help.  


Chris

forest@ananke.mit.edu
3-2092

ps Is there a description of this group's purpose somewhere?  cef

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