DA-MRCA: A FORTRAN IV PROGRAM FOR MULTIPLE LINEAR REGRESSION

Abstract

This report contains the documentation of a multiple linear regression program for up to 50 independent variables, written in FORTRAN IV for the IBM 7030 (STRETCH) computer. The program incorporates part of the results obtained from an effort to explore the present limitations of high speed computation in the area of linear statistical models. DA-MRCA includes options for both forward and backward automatic ranking of the independent variables by order of prediction power for the dependent variable. The report contains the description of these options, along with an outline of the applicability of the program which includes, in a convenient form, non-orthogonal analysis of variance. Justifications are given for extensive checks made on the accuracy of the matrix inversions. The resulting internal decisions and their effects on the computational flow are described in detail. Also, a failure analysis is given in which causes for failures to obtain acceptable inverses and possible consequences of corrective measures are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1966
Accession Number
AD0636738

Entities

People

  • G. Gemmill
  • K. Abt
  • R. Shade
  • T. Herring

Organizations

  • Naval Surface Warfare Center Dahlgren Division

Tags

Communities of Interest

  • Energy and Power Technologies
  • Weapons Technologies

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Chi Square Test
  • Computational Science
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Confidence Limits
  • Covariance
  • Data Science
  • Failure Mode And Effect Analysis
  • Information Science
  • Mathematical Models
  • Normality
  • Regression Analysis
  • Statistical Analysis
  • Statistics

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Systems Analysis and Design