NAME

gbglreg - Estimate general linear regression model

SYNOPSIS

gbglreg [options]

DESCRIPTION

General Linear regression. Data are read in columns (X_1 .. X_N Y). The last column contains the dependent observations. With option -w standard errors associated with the observations can be provided. In this case data are read as (X_1...X_N,Y,std(Y)).

OPTIONS

-M

the regression model (default 1)

0

with estimated intercept

1

with zero intercept

-w

consider standard errors

-O

the type of output (default 0)

0

regression coefficients

1

regression coefficients and errors

2

x, fitted y, error on y, residual

3

coefficients and variance matrix

4

coefficients and explained variance

-V

method to estimate variance matrix (default 0)

0

ordinary least square estimator

1

heteroscedastic consistent White estimator

2

Hinkley adjusted White estimator

3

Horn-Horn-Duncan adjusted White estimator

4

jacknife estimator

-v

verbosity level (default 0)

0

just output

1

commented headings

2

model details

-h

print this help

-F

specify the input fields separators (default " \t")

AUTHOR

Written by Giulio Bottazzi

REPORTING BUGS

Report bugs to <gbutils@googlegroups.com>

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

COPYRIGHT

Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.