NAG Library Function Document

nag_full_step_regsn_monit (g02ewc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     flag – Nag_FullStepwiseInput

On entry: the value of flag indicates the stage of the stepwise selection of explanatory variables.

$\mathbf{flag}=\mathrm{Nag\_AddVar}$

Variable var was added to the current model.

$\mathbf{flag}=\mathrm{Nag\_BeginBackward}$

Beginning the backward elimination step.

$\mathbf{flag}=\mathrm{Nag\_ColinearVar}$

Variable var failed the collinearity test and is excluded from the model.

$\mathbf{flag}=\mathrm{Nag\_DropVar}$

Variable var was dropped from the current model.

$\mathbf{flag}=\mathrm{Nag\_BeginForward}$

Beginning the forward selection step

$\mathbf{flag}=\mathrm{Nag\_NoRemoveVar}$

Backward elimination did not remove any variables from the current model.

$\mathbf{flag}=\mathrm{Nag\_BeginStepwise}$

Starting stepwise selection procedure.

$\mathbf{flag}=\mathrm{Nag\_VarianceRatio}$

The variance ratio for variable var takes the value val.

$\mathbf{flag}=\mathrm{Nag\_FinishStepwise}$

Finished stepwise selection procedure.

Constraint: $\mathbf{flag}=\mathrm{Nag\_AddVar}$, $\mathrm{Nag\_BeginBackward}$, $\mathrm{Nag\_ColinearVar}$, $\mathrm{Nag\_DropVar}$, $\mathrm{Nag\_BeginForward}$, $\mathrm{Nag\_NoRemoveVar}$, $\mathrm{Nag\_BeginStepwise}$, $\mathrm{Nag\_VarianceRatio}$ or $\mathrm{Nag\_FinishStepwise}$.

2:     var – IntegerInput

On entry: the index of the explanatory variable in the design matrix $Z$ to which flag pertains.

3:     val – doubleInput

On entry: if $\mathbf{flag}=\mathrm{Nag\_VarianceRatio}$, val is the variance ratio value for the coefficient associated with explanatory variable index var.

4:     comm – Nag_Comm *Communication Structure

The NAG communication argument (see Section 3.2.1.1 in the Essential Introduction).

6  Error Indicators and Warnings

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example