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gbglreg - Estimate general linear regression model

Author

       Written by Giulio Bottazzi

Description

       General  Linear  regression.  Data  are  read  in  columns  (X_1  .. X_N Y). The last column contains the
       dependent observations. With option -w standard errors associated with the observations can be  provided.
       In this case data are read as (X_1...X_N,Y,std(Y)).

Name

       gbglreg - Estimate general linear regression model

Options

-M     the regression model (default 1)

       0      with estimated intercept

       1      with zero intercept

       -w     consider standard errors

       -O     the type of output (default 0)

       0      regression coefficients

       1      regression coefficients and errors

       2      x, fitted y, error on y, residual

       3      coefficients and variance matrix

       4      coefficients and explained variance

       -V     method to estimate variance matrix (default 0)

       0      ordinary least square estimator

       1      heteroscedastic consistent White estimator

       2      Hinkley adjusted White estimator

       3      Horn-Horn-Duncan adjusted White estimator

       4      jacknife estimator

       -v     verbosity level (default 0)

       0      just output

       1      commented headings

       2      model details

       -h     print this help

       -F     specify the input fields separators (default " \t")

Reporting Bugs

Synopsis

gbglreg [options]

See Also