NAG Library Manual, Mark 28.6
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NAG FL Interface Introduction
Example description

 G02CHF Example Program Results

 Sums of squares and cross-products about zero:
          1         2         3
    1  245.0000   99.0000   82.0000
    2   99.0000  271.0000   52.0000
    3   82.0000   52.0000   54.0000

 Correlation-like coefficients:
          1         2         3
    1    1.0000    0.3842    0.7129
    2    0.3842    1.0000    0.4299
    3    0.7129    0.4299    1.0000

 Vble     Coef       Std err      t-value
   1      0.3017      0.1998      1.5098
   2      0.0817      0.1900      0.4299

 Analysis of regression table :-

       Source        Sum of squares  D.F.    Mean square     F-value

 Due to regression       28.9857      2.       14.4929        1.7382
 About  regression       25.0143      3.        8.3381
 Total                   54.0000      5.

 Standard error of estimate =  2.8876
 Multiple correlation (R)   =  0.7326
 Determination (R squared)  =  0.5368
 Corrected R squared        =  0.2280

 Inverse of correlation matrix of independent variables:
          1         2
    1    1.1732   -0.4507
    2   -0.4507    1.1732

 Modified inverse matrix:
          1         2
    1    0.0048   -0.0017
    2   -0.0017    0.0043