REGRESS FUNCTION CALCULATION DETAILS

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Priya
Priya le 13 Oct 2013
Modifié(e) : dpb le 13 Oct 2013
I am a beginner to multiple Linear regression.
I wish to know how this regress function calculates the coefficients, stats(R-square, f-Statistic,p-value, error variance, rint, bint, r ) etc...
Can anyone suggest the formulas, steps used by regression function to calculate the coefficients ?
Thanks

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dpb
dpb le 13 Oct 2013
Modifié(e) : dpb le 13 Oct 2013
Draper and Smith, Applied_Regression_Analysis is one readily accessible text.
regress just implements the basics; it's pretty much immaterial as to "how".

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