Helps choose a Box-Cox power transformation for a multivariate linear regression.
Assume you are looking at the residuals of [b,bint,r] = regress(y,X) and it seems a transformation is in place. Use:
boxcoxlm(y,X) to find the best lambda for a Box-Cox power transformation (y^lambda, or log(y) for lambda=0)
The function will also plot the Maximum Log-Likelihood as a function of lambda, and a 95% confidence region for...
% Original model: y = X*beta + u
% We are concerned that a regressor in X
% could be endogenous.
% W contains the instruments and all regressors in X
% except the suspected one.
% An example:
% m_t = b1 + b2*r_t...
2.5 brought many great UI changes, but a few seem unfounded and, in my opinion, were steps backward. I've never been a fan of left-aligned interfaces. This plugin resets the interface to the center of the window. All proper credit to "Remove...
Object Oriented Report Writer.
The AIM ReportFactory enables you to integrate a completely object-oriented reporting interface, featuring Drag&Drop, into your own products. Thereby the programmer can alleviate the users from using...
The units MATH1, MATH2, MATRIX, and STATIS, which are part of the SDL Component Suite, offer some of the most fundamental procedures of mathematical statistics. These units offer a large number of classes and routines from basic statistics to...
This component enables you to integrate an object-oriented reporting interface into your own software.By using it the separation between a report designer, a report viewer and a print preview becomes dispensable. The WYSIWYG interface displays...
The basic iterator for a list is a very "fast-but-dumb" design. It doesn't allow one to skip forward (except with "continue"), or backward (at all), nor does it behave well if the list is modified while it is being traversed....
The stats toolbox is required for the 'linear' and 'quadratic' options only.
Add one or more fit lines to some or all data in axes "ax" or,
ORTHLLS2D returns the Orthogonal Linear Least Squares estimate for parameters of line a x + b y + c = 0
function f = OrthLLS2D(x, y)
Inputs x and y must be real vectors of equal size.
Output f is the real vector [a b c]...
TESTHET Tests wether heteroskedasticity affects data. Need 'regstats' and 'chi2cdf' (Stat TB).
PVAL = TESTHET(RES, X, WHICHTEST, YHAT)
- Res: residuals obtained by regressing Y on x1, x2 etc...(1) It can be a numeric...