12.0 QR Command
The QR option allows calculation of a high accuracy solution to
OLS regression models, solution to principal component regressions of
OLS models and singular value factorizations of OLS models. The general
form of the QR command is:
B34SEXEC QR options, parameters $
MODEL Yvar = Xvar1 Xvar2 $
TITLE=('Some comment up to 80 characters') $
B34SEEND $
The MODEL sentence is required.
QR options:
NOINT - Set if no intercept term is desired.
PLOT - Set if a one page residual plot is desired.
QR parameters:
IBEGIN=n1 Sets beginning observation for data. Default=1.
IEND=n2 Sets ending observation for data. Default = number of
data points in current dataset.
IFREZ=n3 If IFREZ is set, the first n3 variables listed in the
MODEL sentence will be pivoted into a new position
and will occur in any regression where the final
number of right hand variables in less than the number
on the MODEL card (if possible). Unless the NOINT
option is present, n3 is assumed to include the
constant.
EPS=value EPS, if present, sets a nonnegative number less than one
that is used to control the stability of the solution.
The QR command chooses a set of columns of X to fit
whose condition number is estimated to be less that
1.00 / EPS. If EPS is not supplied, EPS defaults to V
* 1.0d-16, where V is the largest sum of the absolute
values of any row of X.
IPCC=key If IPCC is not specified, no principal component
regressions are calculated.
If key=PCREG, the PC regression is calculated.
If key=PCREGLIST, a PC regression is calculated and U,
V, predicted Y and the residual are listed.
If key=PUNCH, U, predicted Y and the residual are
placed on unit 14 in unformatted double precision.
If key=LPUNCH, options PCREGLIST and PUNCH are
combined.
If key=SPUNCH, V, predicted Y and the residual are
listed and only predicted Y and the residual are
placed on unit 14.
NOTE: The usual setting for IPCC is PCREG or
PCREGLIST.
The MODEL sentence.
MODEL Y = X Q P R $
The MODEL sentence sets up model with Y on the left and X Q P R on
the right.
TITLE sentence.
TITLE=('Some comment here') $
The TITLE sentence allows user to optionally comment output.
Note: To save paper, the covariance matrix of regression coefficients is
not printed unless OUTPUT(VERBOSE) is set on the OPTIONS
paragraph.
Sample QR setup:
B34SEXEC QR IPCC=PCREGLIST$
MODEL Y = X1 X2 $
TITLE=('Test of New Model') $
B34SEEND$