Regress_CMLS
线性回归方程的最小二乘法参数估计(可选择是否包含常数项),返回回归方程的系数,如果有常数项则排在第一项
范例(t):
[Code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
多元线性回归
  7.1节中的例子只是一个简单的单变量线性回归模型,下面我们介绍下更具一般性的多元线性回归模型的理论.
  多元线性回归的一般形式是
[center][img id=42145][/im…
Regress_MLS
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
Regress_CMLS
范例(t):
[Code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
Regression
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
X:= array(
(0…
Regress_NLM
范例(t):
[htm]<table><tbody><tr><td>
年份</td><td>
消费价格指数CPI
X1(以1978年为100)</td><td>
人均可支配收入
X2(元)…
Regress_Binary
范例(t):
在一次关于某城镇居民上下班使用交通工具的社会调查中,因变量y =1表示居民主要乘坐公共汽车上下班;y=0表示主要骑自行车上下班;自变量x1表示被调查者的年龄;x2表示被调查者的月收入;…
Regress_Logistic
范例(t):


在一次关于某城镇居民上下班使用交通工具的社会调查中,

因变量y =1表示居民主要乘坐公共汽车上下班;y=0表示主要骑自行车上下班;

自变量x1表示被调查者的年龄; …
Regress_Constraint
范例(t):
[Code]
y := array(0.425306623295765,1.36119535984939,0.330434097687351,0.693363166256445, 1…
Regress_RSquare
范例(t):


[code]

U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,-0.012821,0.073042,0.…
Regress_AdjustedR2
范例(t):



Return Regress_AdjustedR2(0.942066,9,1);

//结果:0.93379

参考:[ref]Re…
Regress_FTest
范例(t):
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.201905,…
Regress_TTest
范例(t):


[code]


U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,-0.012821,0.073042,…
Regress_DWTest
范例(t):
[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042, 0.201905…
Regress_JBTest
范例(t):
[code]
Y:=array(0.564,0.693,0.809,0.985,1.18,1.896,2.3,2.747,3);
return regress_jbtest(y,0…
Regress_AicAndSbic
范例(t):

[code]
U:=array(0.245863,0.056726,-0.145411,-0.287547,-0.410684,0.012821,0.073042,0.20190…
Regress_White
范例(t):
[code]
x:=array(554.61,562.47,584.42,587.43,600.71,622.9,610.19,624.33,608.8,584.74,590.36,…
Regress_WLS
范例(t):
[code]
//对序列s跟gdp进行加权最小二乘法估计,权重数列为1/gdp//
s:=array(2010.02,1055.17,2660.93,919.23,847.89,1…
Regress_QRlsq
范例(t):
[code]
Y:=array(0.564,0.693,0.809,0.985,1.18,1.896,2.3,2.747,3);
X:=`array(1,2,3,4,5,6,7,8…
Regress_TTest_White
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
  X:= array(…
Regress_TTest_NW
范例(t):
[code]
Y:=array(0.001,0.564,0.193,0.809,0.585,0.48,0.35,0.896,0.823,0.747);
  X:= array(…