G02 Chapter Contents (PDF version)
G02 Chapter Introduction
NAG Library Manual

# NAG Library Chapter ContentsG02 – Correlation and Regression Analysis

### G02 Chapter Introduction

 RoutineName Mark ofIntroduction Purpose G02AAF Example Text Example Data 22 nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun G02ABF Example Text Example Data 23 nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds G02AEF Example Text Example Data 23 nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with $k$-factor structure to a real square matrix G02AJF Example Text Example Data 24 nagf_nearest_correlation_grubisic Computes the nearest correlation matrix to a real square matrix, using element-wise weighting G02BAF Example Text Example Data 4 nagf_correg_coeffs_pearson Pearson product-moment correlation coefficients, all variables, no missing values G02BBF Example Text Example Data 4 nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values G02BCF Example Text Example Data 4 nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values G02BDF Example Text Example Data 4 nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values G02BEF Example Text Example Data 4 nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values G02BFF Example Text Example Data 4 nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values G02BGF Example Text Example Data 4 nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values G02BHF Example Text Example Data 4 nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values G02BJF Example Text Example Data 4 nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values G02BKF Example Text Example Data 4 nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values G02BLF Example Text Example Data 4 nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values G02BMF Example Text Example Data 4 nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values G02BNF Example Text Example Data 4 nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data G02BPF Example Text Example Data 4 nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data G02BQF Example Text Example Data 4 nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data G02BRF Example Text Example Data 4 nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data G02BSF Example Text Example Data 4 nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values G02BTF Example Text Example Data 14 nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation G02BUF Example Text Example Data 14 nagf_correg_ssqmat Computes a weighted sum of squares matrix G02BWF Example Text Example Data 14 nagf_correg_ssqmat_to_corrmat Computes a correlation matrix from a sum of squares matrix G02BXF Example Text Example Data 14 nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices G02BYF Example Text Example Data 17 nagf_correg_corrmat_partial Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF G02BZF Example Text Example Data 24 nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF G02CAF Example Text Example Data 4 nagf_correg_linregs_const Simple linear regression with constant term, no missing values G02CBF Example Text Example Data 4 nagf_correg_linregs_noconst Simple linear regression without constant term, no missing values G02CCF Example Text Example Data 4 nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values G02CDF Example Text Example Data 4 nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values G02CEF Example Text Example Data 4 nagf_correg_linregm_service_select Service routine for multiple linear regression, select elements from vectors and matrices G02CFF Example Text Example Data 4 nagf_correg_linregm_service_reorder Service routine for multiple linear regression, re-order elements of vectors and matrices G02CGF Example Text Example Data 4 nagf_correg_linregm_coeffs_const Multiple linear regression, from correlation coefficients, with constant term G02CHF Example Text Example Data 4 nagf_correg_linregm_coeffs_noconst Multiple linear regression, from correlation-like coefficients, without constant term G02DAF Example Text Example Data 14 nagf_correg_linregm_fit Fits a general (multiple) linear regression model G02DCF Example Text Example Data 14 nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model G02DDF Example Text Example Data 14 nagf_correg_linregm_update Estimates of linear parameters and general linear regression model from updated model G02DEF Example Text Example Data 14 nagf_correg_linregm_var_add Add a new independent variable to a general linear regression model G02DFF Example Text Example Data 14 nagf_correg_linregm_var_del Delete an independent variable from a general linear regression model G02DGF Example Text Example Data 14 nagf_correg_linregm_fit_newvar Fits a general linear regression model to new dependent variable G02DKF Example Text Example Data 14 nagf_correg_linregm_constrain Estimates and standard errors of parameters of a general linear regression model for given constraints G02DNF Example Text Example Data 14 nagf_correg_linregm_estfunc Computes estimable function of a general linear regression model and its standard error G02EAF Example Text Example Data 14 nagf_correg_linregm_rssq Computes residual sums of squares for all possible linear regressions for a set of independent variables G02ECF Example Text Example Data 14 nagf_correg_linregm_rssq_stat Calculates ${R}^{2}$ and ${C}_{P}$ values from residual sums of squares G02EEF Example Text Example Data 14 nagf_correg_linregm_fit_onestep Fits a linear regression model by forward selection G02EFF Example Text Example Data 21 nagf_correg_linregm_fit_stepwise Stepwise linear regression G02FAF Example Text Example Data 14 nagf_correg_linregm_stat_resinf Calculates standardized residuals and influence statistics G02FCF Example Text Example Data 15 nagf_correg_linregm_stat_durbwat Computes Durbin–Watson test statistic G02GAF Example Text Example Data 14 nagf_correg_glm_normal Fits a generalized linear model with Normal errors G02GBF Example Text Example Data 14 nagf_correg_glm_binomial Fits a generalized linear model with binomial errors G02GCF Example Text Example Data 14 nagf_correg_glm_poisson Fits a generalized linear model with Poisson errors G02GDF Example Text Example Data 14 nagf_correg_glm_gamma Fits a generalized linear model with gamma errors G02GKF Example Text Example Data 14 nagf_correg_glm_constrain Estimates and standard errors of parameters of a general linear model for given constraints G02GNF Example Text Example Data 14 nagf_correg_glm_estfunc Computes estimable function of a generalized linear model and its standard error G02GPF Example Text Example Data 22 nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model G02HAF Example Text Example Data 13 nagf_correg_robustm Robust regression, standard $M$-estimates G02HBF Example Text Example Data 13 nagf_correg_robustm_wts Robust regression, compute weights for use with G02HDF G02HDF Example Text Example Data 13 nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights G02HFF Example Text Example Data 13 nagf_correg_robustm_user_varmat Robust regression, variance-covariance matrix following G02HDF G02HKF Example Text Example Data 14 nagf_correg_robustm_corr_huber Calculates a robust estimation of a correlation matrix, Huber's weight function G02HLF Example Text Example Data 14 nagf_correg_robustm_corr_user_deriv Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives G02HMF Example Text Example Data 14 nagf_correg_robustm_corr_user Calculates a robust estimation of a correlation matrix, user-supplied weight function G02JAF Example Text Example Data 21 nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) G02JBF Example Text Example Data 21 nagf_correg_mixeff_ml Linear mixed effects regression using Maximum Likelihood (ML) G02JCF 23 nagf_correg_mixeff_hier_init Hierarchical mixed effects regression, initialization routine for G02JDF and G02JEF G02JDF Example Text Example Data 23 nagf_correg_mixeff_hier_reml Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) G02JEF Example Text Example Data 23 nagf_correg_mixeff_hier_ml Hierarchical mixed effects regression using Maximum Likelihood (ML) G02KAF Example Text Example Data 22 nagf_correg_ridge_opt Ridge regression, optimizing a ridge regression parameter G02KBF Example Text Example Data 22 nagf_correg_ridge Ridge regression using a number of supplied ridge regression parameters G02LAF Example Text Example Data 22 nagf_correg_pls_svd Partial least squares (PLS) regression using singular value decomposition G02LBF Example Text Example Data 22 nagf_correg_pls_wold Partial least squares (PLS) regression using Wold's iterative method G02LCF Example Text Example Data 22 nagf_correg_pls_fit PLS parameter estimates following partial least squares regression by G02LAF or G02LBF G02LDF Example Text Example Data 22 nagf_correg_pls_pred PLS predictions based on parameter estimates from G02LCF G02QFF Example Text Example DataExample Plot 23 nagf_correg_quantile_linreg_easy Linear quantile regression, simple interface, independent, identically distributed (IID) errors G02QGF Example Text Example DataExample Plot 23 nagf_correg_quantile_linreg Linear quantile regression, comprehensive interface G02ZKF 23 nagf_correg_optset Option setting routine for G02QGF G02ZLF 23 nagf_correg_optget Option getting routine for G02QGF

G02 Chapter Contents (PDF version)
G02 Chapter Introduction
NAG Library Manual