MLR Help

MLR is a program for simple and multiple linear regression analysis models. Given a set of observed values for a dependent variable, Y, and one or more independent variables X(i), MLR computes the linear least-squares regression equation  and accompanying statistics.

Input data organization. Except for the title, which must be on a separate line, your data for MLR may be entered freeform by separating values by one or more spaces or by starting a new line. The following data is must be provided:

   1.  k, the number of independent (X) and dependent (Y) variables (maximum: 15)
   2.  n, the number of observations of the k variables (maximum: 300).
   3.  A list of k names for the variables, each up to 8 characters long,
       separated by blanks with the dependent variable is listed LAST.
   4.  n sets of observations for the k variables separated by blanks.
            The form is:
                X(1,1) X(1,2) ...X(1,k-1) Y(1)
                X(2,1) X(2,2) ...X(2,k-1) Y(2)
                ...
                X(n,1) X(n,2) ... X(n,k-1) Y(n)
   5.  Any additional observations to be forecast with the regression
       equation computed from the preceding data.

Example data set. This may be cut and pasted into the input form.

3 10
INCOME$ FAMSIZE SPENT$
8 6 22
10 7 23
7 5 18
2 2 9
4 3 14
6 4 20
7 4 21
6 3 18
4 3 16
6 3 19

Example data set 2: Longley certification dataset

7 16
x1      x2      x3      x4      x5      x6      y
83      234289  2356    1590    107608  1947    60323
88.5    259426  2325    1456    108632  1948    61122
88.2    258054  3682    1616    109773  1949    60171
89.5    284599  3351    1650    110929  1950    61187
116.9   554894  4007    2827    130081  1962    70551
96.2    328975  2099    3099    112075  1951    63221
98.1    346999  1932    3594    113270  1952    63639
99      365385  1870    3547    115094  1953    64989
100     363112  3578    3350    116219  1954    63761
101.2   397469  2904    3048    117388  1955    66019
104.6   419180  2822    2857    118734  1956    67857
108.4   442769  2936    2798    120445  1957    68169
110.8   444546  4681    2637    121950  1958    66513
112.6   482704  3813    2552    123366  1959    68655
114.2   502601  3931    2514    125368  1960    69564
115.7   518173  4806    2572    127852  1961    69331

Other data sets (number of variables):

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