2.4.7 fitMR

1 Brief Information
2 Additional Information
3 Command Line Usage
4 X-Function Execution Options
5 Variables
6 Description
7 Examples
8 Algorithm

Brief Information

Multiple linear regression

Additional Information

Minimum Origin Version Required for all features: Origin 9.0

X-Function not designed for Auto GetN Dialog.

Command Line Usage

1. fitmr dep:=col(D) indep:=col(A):col(C) mrtree:=tr odep:=col(E);

X-Function Execution Options

Please refer to the page for additional option switches when accessing the x-function from script

Variables

Display Name	Variable Name	I/O and Type	Default Value	Description
Dependent Data	dep	Input vector	<unassigned>	Specify dependent variable data range.
Independent Data	indep	Input Range	<unassigned>	Specify independent variables data range, multiple independent data ranges can be specified. For contiguous ranges, use ':' notation like (1:3) for columns 1 to 3. For non-contiguous ranges, use ',' separated list like (1,3,5).
Fix Intercept	fixint	Input int	0	Set to 1 to fix the intercept in multiple linear regression.
Fix Intercept At	intercept	Input double	0	Specify the value of fixed intercept. This is ignored if fixint is set to 0.
MR Tree	mrtree	Output TreeNode	mrt	Tree variable for holding the result of multiple linear regression.
Fitted Values	odep	Output vector	<optional>	Specify the range to output the fitted values of dependent variable.

Description

This X-Function performs multiple linear regression for LabTalk usage.

After executing, the tree variables include
v# = The fit variable values, enumerated as in mrt.v1, mrt.v2, mrt.v3, etc.
e# = The Standard Error values, enumerated
p# = The Prob > |t| values, enumerated
t# = The t-value values, enumerated
numX = The number of Independent variables
npts = The number of points fit
dof = The Degress of Freedom
ReducedChiSqr = Reduced Chi Square
SSE = Sum of Squares due to Error
Rvalue = R Value
cod = R-Square (COD)
adrsq = Adjusted R-Square
rmse = Root-MSE (SD)
NormRes = Norm of Residuals
pvalue = Prob>F
fvalue = F Value
MSE = Mean Square Error
MSR = Model Mean Square
SSR = Model Sum of Squares
SST = Sum of Squares Total

Examples

Code Sample

/* 
How to perform multiple linear regression on data with three independents
and on dependent in the active sheet and dump the results
*/
// first import some data
filename$ = system.path.program$ + "Samples\Curve Fitting\Multiple Linear Regression.dat";
newbook;
impASC filename$;

// fitting
fitmr dep:=col(D) indep:=col(A):col(C) mrtree:=tr odep:=col(E);

// add some results to a new sheet
newsheet name:=MRResult;
wks.ncols = 5;
// arrange the results to the sheet
col(1)[1]$ = Beta0;
col(1)[2]$ = Beta1;
col(1)[3]$ = Beta2;
col(1)[4]$ = Beta3;
col(2)[L]$ = Value;
col(2)[1] = tr.v1;
col(2)[2] = tr.v2;
col(2)[3] = tr.v3;
col(2)[4] = tr.v4;
col(3)[L]$ = "Standard Error";
col(3)[1] = tr.e1;
col(3)[2] = tr.e2;
col(3)[3] = tr.e3;
col(3)[4] = tr.e4;
col(4)[L]$ = t-Value;
col(4)[1] = tr.t1;
col(4)[2] = tr.t2;
col(4)[3] = tr.t3;
col(4)[4] = tr.t4;
col(5)[L]$ = Prob>|t|;
col(5)[1] = tr.p1;
col(5)[2] = tr.p2;
col(5)[3] = tr.p3;
col(5)[4] = tr.p4;
// dump the result tree
tr.=;