[85] in mathematical software users group
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