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Re: Calculating the regression equation for a distribution

by explorer (Chaplain)
on Jul 18, 2006 at 14:29 UTC ( #562023=note: print w/ replies, xml ) Need Help??

in reply to Calculating your basic $constant, $slope, and $error terms for a time series distribution

Maybe Statistics::Regression and rest of statistics modules can help you...
Comment on Re: Calculating the regression equation for a distribution
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Re^2: Calculating the regression equation for a distribution
by tphyahoo (Vicar) on Jul 18, 2006 at 14:37 UTC
    I looked at this module, but I don't understand the nomenclature it uses.

    My limited background in statistics means that I get the overall methodology, more or less, but am unfamiliar with the jargon.

    For example, what is rsq?

    And what is the array of theta coefficients?

    If I can use this module to get the coefficients I want -- just a constant, a slope, and an error term -- great, but could someone show me how?

      I would be a bit less generous: the documentation is poor. Abbreviations and symbols should always be explained. Take a look at just about any paper in a refereed journal.

      rsq is probably the square of the correlation coefficient. The θ array is probably the coefficients for xi.(Note that that's supposed to be a subscript, but it's rendered, at least in my browser, as a superscript).


      e(π√−1) = −1

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