Grocer Function
NAME
def_results - creation of two tlists for subsequent regressions
CALLING SEQUENCE
[lrmod,indcte]=def_results(y,namey,nobs,prests, prescte,indcte,boundsvarb,m2prt_test)
PARAMETERS
Input
-
y = y data vector
-
namey = name of the y variable
-
nobs = # of observations
-
prests = boolean indicating the presence or absence of a time series in the regression
-
prescte = boolean indicating the presence or absence of a constant in the regression
-
indcte = index of the constant in the regression+1 (= nvar+1 if there is none)
-
boundsvarb = if there is a timeseries in the regression, the bounds of the regression
-
m2prt_test = the column describing the name of the specification tests use in the process
Output
-
lmod = a list of 2 tlists
-
indcte = the index of the constant variable in the x matrix (nvar+1 if there is no constant variable)
DESCRIPTION
Creates a list of 2 results tlist, each tlist having the formal name of their elements defined and the invariable elements defined (y,namey,...) ; the second list has the names 'rsqr', 'rbar', 'f' and 'fvalue' that the first one doesn't have. Useful when you have to perform numerous regressions with the same variables.
EXAMPLE
1) [lrmod,indcte]=def_results(grocer_y,grocer_namey,nobs,grocer_prests,prescte,indcte,grocer_boundsvarb,m2prt_test)
This example is taken from automatic.
AUTHOR
Eric Dubois 2002