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Re: Equivalent of EXCEL LINEST function? [message #24874 is a reply to message #24775]

Mon, 23 April 2001 13:46

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Bruce Bowler <bbowler@bigelow.org> writes:
> I wanted to regress 2 vectors so I go into the online help in 5.3 (which
> is what I'm using) and type regress. Up pops the REGRESS function. No
> where does the REGRESS help mention LINFIT or CORRELATE.

I agree, I was a little surprised that the REGRESS docs didn't mention
LINFIT, since LINFIT is the degenerate case of one dimension.

> After "rolling my own", I find them and they do (almost) what I want.
> They don't (like LINEST in excel, or "my own") provide standard errors
> of the coefficents, the constant and Y estimate and a few other little
> bits.

Umm, here I think I have to disagree. The SIGMA keyword provides the
errors of the coefficients, as my example showed. The R^2 constant is
directly from CORRELATE, so I'm not sure your complaint here. And
finally,

YFIT = A*X + B

Sometimes things are simple enough that having a canned procedure to
do them is overkill. :-)

Craig

--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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[Message index]

		Re: Equivalent of EXCEL LINEST function? By: Bruce Bowler on Mon, 23 April 2001 13:09
		Re: Equivalent of EXCEL LINEST function? By: Craig Markwardt on Fri, 20 April 2001 17:30
		Re: Equivalent of EXCEL LINEST function? By: Bruce Bowler on Fri, 20 April 2001 11:05
		Re: Equivalent of EXCEL LINEST function? By: Med Bennett on Thu, 19 April 2001 12:16
		Re: Equivalent of EXCEL LINEST function? By: Craig Markwardt on Mon, 23 April 2001 13:46

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