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Re^2: Calculating the regression equation for a distribution

by tphyahoo (Vicar)
on Jul 18, 2006 at 14:37 UTC ( #562028=note: print w/ replies, xml ) Need Help??


in reply to Re: Calculating the regression equation for a distribution
in thread Calculating your basic $constant, $slope, and $error terms for a time series distribution

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?


Comment on Re^2: Calculating the regression equation for a distribution
Re^3: Calculating the regression equation for a distribution
by swampyankee (Parson) on Jul 18, 2006 at 15:04 UTC

    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).

    emc

    e(π√−1) = −1

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