The program MLRAN is a program that performs multiple linear regression and provides the following results:
1. Coefficients of multiple linear regressions
2. Coefficient of determination and its adjusted value
3. The regression ANOVA table
The program uses matrix operations to calculate the regression coefficients column matrix:
C = inv(X' X) * (X' Y)
Where X' is the transpose of matrix X. The program calculates the ANOVA table entries:
SSR = C' X' Y - sum(Y)^2 / N
SSE = Y' Y - C'X'Y
SST = Y' Y - sum(Y)^2 / N
DF Residuals = K
DF Error = N - K - 1
DF Total = N - 1
MSR = SSR / K
MSE = SSE / (N - K - 1)
Fstat = MSR / MSE
R2 = SSR / SST
R2adj = 1 - (1 - R2) (N - 1) / (N - K - 1)
Where N is the number of observations and K is the number of independent variables.
USAGE:
1. Before you start the program you must enter the dependent variable's observations is a
column matrix (call it MY) and the independent variables' observations in a matrix (call it MX).
The first column of this matrix must be full of ones. The second column in the matrix contains
the data for the first independent variable. The third column in the matrix contains the data
for the second independent variable, and so on. You can create and edit these matrices in
the stack with or without storing them. I recommend storing them to be on the safe side.
2. Push matrix MY into the stack (if no in the stack already).
3. Push matrix MX into the stack (if no in the stack already)
4. Start the program by executing the command XEQ "MLRAN"
5. The program prints the regression results.
6. To view or review the output on the display execute XEQ "VWRS". The program places the matrix
MC on the stack and executes an EDIT command. The program halts while you are inspecting
the matrix elements. Once you are done, press R/S to view the other results. Press R/S
to view the next results. The program beeps when you there are no more results to display.
7. To clear the program's variables except variables MX, MY, and MC, execute the command XEQ
"CLRANV". Please remember that once you execute this step you cannot execute step 6 since
the variables for the ANOVA table are deleted.
Note: The program stores various data in the following variables:
MY Dependent variable's observations.
MX Independent variable's observations.
MC Regression coefficients.
R2 Coefficient of determination.
R2adj Adjusted value of R2
SSR Sum of squares to due regression
SSE Sum of squares due to error
SST Total sum of squares of dependent variable.
DFR Degrees of freedom for regression
DFE Degrees of freedom of error
DFT Total degrees of freedom
MSR Mean sum of residuals
MSE Mean sum of errors
FSTAT F statistics
EXAMPLE:
Given the following matrix of observations:
X Y Z T
2 2 34 101.010
3 7 26 81.191
4 3 76 14.439
5 5 43 61.667
6 9 23 108.915
7 2 15 113.257
Fit the model:
T = c0 + c1 X + c2 Y + c3 Z
The column matrix MY is:
101.010
81.191
14.439
61.667
108.915
113.257
The matrix MX is:
1 2 2 34
1 3 7 26
1 4 3 76
1 5 5 43
1 6 9 23
1 7 2 15
Enter these matrices either in the stack (MY in register y and MX in register X) and
then execute the program "MLR".
XEQ "MLRAN"
MC= [ 4x1 Matrix ]
1:1= 152.0517
2:1= -0.9443
3:1= -1.2403
4:1= -1.7125
R2= 0.9182
R2ADJ= 0.7955
ANOVA TABLE
SSR= 6,445.0129
SSE= 574.2363
SST= 7,019.2492
DFR= 3.0000
DFE= 2.0000
DFT= 5.0000
MSR= 2,148.3376
MSE= 287.1182
FSTAT= 7.4824
The fitted model is:
T = 152.0517 -0.9443 X -1.2403 Y -1.7125 Z
The coefficient of determination for the above model and data is 0.9182.
To review the results on the LCD, execute command XEQ "VWRS". The output starts with an
EDIT command that allows you to inspect the column matrix for the regression coefficients.
Once you are done with the inspection, press R/S to view the other results as shown below:
XEQ "VWRS"
1:1=152.0517
-> (view next element)
2:1=-0.9443
-> (view next element)\
3:1=-1.2403
-> (view next element)
4:1=-1.7125
EXIT
RUN
R2=0.9182
RUN
R2ADJ=0.7955
RUN
SSR=6,445.0129
RUN
SSE=574.2363
RUN
SST=7,019.2492
RUN
DFR=3.0000
RUN
DFE=2.0000
RUN
DFT=5.0000
RUN
MSR=2,148.3376
RUN
MSE=287.1182
RUN
FSTAT=7.4824
RUN
(audible beep)
MEMORY USAGE:
MY Dependent variable's observations.
MX Independent variable's observations.
MC Regression coefficients.
R2 Coefficient of determination.
R2adj Adjusted value of R2
SSR Sum of squares to due regression
SSE Sum of squares due to error
SST Total sum of squares of dependent variable.
DFR Degrees of freedom for regression
DFE Degrees of freedom of error
DFT Total degrees of freedom
MSR Mean sum of residuals
MSE Mean sum of errors
FSTAT F statistics
N Number of observations
K Number of independent variables
MM used
SY used
LISTING:
01>LBL "MLRAN"
02 STO "MX"
03 TRANS
04 X<>Y
05 STO "MY"
06 ×
07 RCL "MX"
08 TRANS
09 LASTX
10 ×
11 ÷
12 STO "MC" # Calculate coefficients of regression
13 RCL "MX"
14 DIM?
15 1
16 -
17 STO "K" # Store number of independent variables
18 X<>Y
19 STO "N" # Store number of observations
20 RCL "MY"
21 TRANS
22 RSUM
23 XEQ 00
24 X^2
25 RCL "N"
26 ÷
27 STO "SY" # Store Sum(y)^2 / N
28 RCL "MC"
29 TRANS
30 RCL "MX"
31 TRANS
32 ×
33 RCL "MY"
34 ×
35 XEQ 00
36 RCL "SY"
37 -
38 STO "SSR" # Calculate SSR
39 RCL "MY"
40 TRANS
41 RCL "MY"
42 ×
43 XEQ 00
44 RCL "SY"
45 -
46 STO "SST" # Calculate SST
47 RCL "SSR"
48 -
49 STO "SSE" # Calculate SSE
50 RCL "SSR"
51 RCL "SST"
52 ÷
53 STO "R2" # Calculate R2
54 +/-
55 1
56 +
57 RCL "N"
58 1
59 -
60 ×
61 RCL "N"
62 1
63 -
64 RCL "K"
65 -
66 ÷
67 +/-
68 1
69 +
70 STO "R2ADJ" # Calculate R2adj
71 RCL "K"
72 STO "DFR" # Calculate DF residuals
73 +/-
74 1
75 -
76 RCL "N"
77 +
78 STO "DFE" # Calculate DF error
79 RCL "K"
80 +
81 STO "DFT" # Calculate total DF
82 RCL "SSR"
83 RCL "DFR"
84 ÷
85 STO "MSR" # Calculate MSR
86 RCL "SSE"
87 RCL "DFE"
88 ÷
89 STO "MSE" # Calculate MSE
90 ÷
91 STO "FSTAT" # Calculate F stat
92 PRV "MC" # Print results
93 PRV "R2"
94 PRV "R2ADJ"
95 "ANOVA TABLE"
96 PRA
97 PRV "SSR"
98 PRV "SSE"
99 PRV "SST"
100 PRV "DFR"
101 PRV "DFE"
102 PRV "DFT"
103 PRV "MSR"
104 PRV "MSE"
105 PRV "FSTAT"
106 RCL "R2"
107 RTN
108>LBL 00
109 STO "MM"
110 INDEX "MM"
111 RCLEL
112 RTN
113>LBL "CLRANV"
114 CLV "SSR"
115 CLV "MM"
116 CLV "K"
117 CLV "SY"
118 CLV "N"
119 CLV "SSE"
120 CLV "SST"
121 CLV "DFR"
122 CLV "DFE"
123 CLV "DFT"
124 CLV "MSR"
125 CLV "MSE"
126 CLV "FSTAT"
127 CLV "R2"
128 CLV "R2ADJ"
129 .END.
130>LBL "VWRS"
131 RCL "MC"
132 EDIT
133 STOP
134 "R2="
135 ARCL "R2"
136 PROMPT
137 "R2ADJ="
138 ARCL "R2ADJ"
139 PROMPT
140 "SSR="
141 ARCL "SSR"
142 PROMPT
143 "SSE="
144 ARCL "SSE"
145 PROMPT
146 "SST="
147 ARCL "SST"
148 PROMPT
149 "DFR="
150 ARCL "DFR"
151 PROMPT
152 "DFE="
153 ARCL "DFE"
154 PROMPT
155 "DFT="
156 ARCL "DFT"
157 PROMPT
158 "MSR="
159 ARCL "MSR"
160 PROMPT
161 "MSE="
162 ARCL "MSE"
163 PROMPT
164 "FSTAT="
165 ARCL "FSTAT"
166 PROMPT
167 BEEP
168 RTN
169 .END.
LABEL USAGE:
MLRAN Main program
CLRANV Clear ANOVA and miscellaneous variables
VWRS View results
00 Used
Copyright (c) Namir Shammas. All rights reserved.