| Option |
Description |
|
ANOVA
|
Prints analysis of variance tables and model selection tests.
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AUXRSQR
|
Prints the R-squared statistic for the auxiliary regressions.
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DFBETAS
|
Used with the INFLUENCE option if you want the DFBETAS computed.
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DLAG
|
Used to compute Durbin's h statistic when there is a LAGged Dependent variable. DN Uses a divisor of N instead of N-K for SIGMA**2.
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DUMP
|
DUMPS large amounts of data on the regression.
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DWPVALUE
|
Computes the exact Durbin Watson probability.
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GF
|
Prints Goodness of Fit tests for normality of residuals, skewness, kurtosis and the Jarque-Bera test.
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GRAPH
|
Plots residuals and fitted values with GNUPLOT.
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HETCOV
|
Uses Heteroskedastic-Consistent covariance matrix.
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|
INFLUENCE
|
Computes the Belsey-Kuh-Welsch Influence Diagnostics.
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|
LININV
|
Calculates elasticities assuming the dependent variable is linear, but the independent variables are in inverse form.
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LINLOG
|
Calculates elasticities assuming the dependent variable is linear, but the independent variables are in LOG form.
|
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LIST
|
Lists the residuals and predicted values of the dependent variable and residual statistics.
|
|
LOGINV
|
Calculates elasticities assuming the dependent variable is in log form and the independent variables are in inverse form.
|
|
LOGLIN
|
Used when the dependent variable is in LOG form, but the independent variables are linear.
|
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LOGLOG
|
Used when the dependent variable and all the independent variables are in log form.
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|
MAX
|
Prints analysis of variance tables, variance-covariance matrix, correlation matrix, residuals, residual statistics, goodness of fit test for normality, Jarque-Bera test, and plots residuals.
|
|
NOCONSTANT
|
Removes the intercept from the equation.
|
|
NOMULSIGSQ
|
When NOMULSIGSQ is specified the estimated covariance matrix will just be X'X inverse.
|
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NONORM
|
Weights are NOT to be normalized.
|
|
PCOR
|
Prints the correlation matrix of coefficients.
|
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PCOV
|
Prints the covariance matrix of coefficients.
|
|
PIL
|
Polynomial inverse lag.
|
|
PLUSH
|
Prints the LUSH residuals.
|
|
REPLICATE
|
Used with WEIGHT= if your weights indicate a sample replication factor.
|
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RESTRICT
|
Forces restrictions into the regression.
|
|
RSTAT
|
Prints and plots residuals and residual statistics.
|
|
UT
|
Used with WEIGHT= if you want the residuals and predicted values to be UnTransformed.
|
|
AUTCOV=
|
Autocorrelation equivalent to HETCOV option.
|
|
BEG=,END=
|
Specifies the sample size for the given command.
|
|
COEF=
|
Stores the coefficients in another variable.
|
|
COV=
|
Saves the variance-covariance matrix.
|
|
FE=,FX=
|
Specify F values in Stepwise regression.
|
|
HATDIAG=
|
Saves the diagonal of the so-called Hat Matrix.
|
|
IDVAR=
|
Specifies a variable which contains names to be printed out next to the residuals when the LIST option is used.
|
|
INCOEF=
|
Used to specify a vector of coefficients to input if you do not want to estimate the mode.
|
|
INCOVAR=
|
Used with the INCOEF= option to specify a covariance matrix.
|
|
INDW=
|
Specifies a value for the Durbin-Watson test statistic.
|
|
INSIG2=
|
Used with the INCOEF= option described above to specify a value of sigma - squared.
|
|
METHOD=
|
Specifies the METHOD; GS (Gram Schmidt) (default), HH (Householder), or NORMAL (Normal Equations).
|
|
NPOP=
|
Specifies the population size. The error variance is multiplied by a finite population correction factor.
|
|
ORDER=
|
Specifies the order to test with the DWPVALUE option.
|
|
PCINFO=
|
The matrix of Information obtained from a previous PC command for regression on Principal Components.
|
|
PCOMP=
|
The matrix of Principal Components if this is a regression on Principal Components.
|
|
PE=,PX=
|
Specify probability levels in Stepwise regression.
|
|
PREDICT=
|
Saves the predicted values of the dependent variables.
|
|
RESID=
|
Saves the values of the residuals from the regression.
|
|
RIDGE=
|
Specifies a value of k to be used in Ridge regression.
|
|
STDERR=
|
Saves the values of the standard errors of the coefficients.
|
|
TRATIO=
|
Saves the values of the t-ratios on the coefficients.
|
|
WEIGHT=
|
Specifies a weight for a Weighted Least Squares regression.
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