nag_correg_linregm_fit (g02dac) Example Program Results

Example 1
Model not of full rank, rank =    4

Residual sum of squares =    2.2227e+01
Degrees of freedom = 8.0

Variable    Parameter estimate   Standard error

     1          3.0557e+01          3.8494e-01
     2          5.4467e+00          8.3896e-01
     3          6.7433e+00          8.3896e-01
     4          1.1047e+01          8.3896e-01
     5          7.3200e+00          8.3896e-01

    Obs         Residuals              h

     1         -2.3733e+00          3.3333e-01
     2          1.7433e+00          3.3333e-01
     3          8.8000e-01          3.3333e-01
     4         -1.4333e-01          3.3333e-01
     5          1.4333e-01          3.3333e-01
     6         -1.4700e+00          3.3333e-01
     7         -1.8867e+00          3.3333e-01
     8          5.7667e-01          3.3333e-01
     9          1.3167e+00          3.3333e-01
    10          1.7967e+00          3.3333e-01
    11         -1.1733e+00          3.3333e-01
    12          5.9000e-01          3.3333e-01



Example 2
Regression estimates  (mean = Nag_MeanInclude) 

Coefficient    Estimate         Standard error

a(3)         -8.8628e-09          7.9470e-09
a(2)          9.0059e-06          7.0244e-06
a(1)          2.3641e-03          1.7199e-03
a(0)         -1.2614e+00          1.0568e-01


Regression estimates  (mean = Nag_MeanZero) 

Coefficient    Estimate         Standard error

a(3)         -8.8628e-09          7.9470e-09
a(2)          9.0059e-06          7.0244e-06
a(1)          2.3641e-03          1.7199e-03
a(0)         -1.2614e+00          1.0568e-01