REGRESS FUNCTION CALCULATION DETAILS

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Priya 2013-10-13

编辑： dpb 2013-10-13

I am a beginner to multiple Linear regression.

I wish to know how this regress function calculates the coefficients, stats(R-square, f-Statistic,p-value, error variance, rint, bint, r ) etc...

Can anyone suggest the formulas, steps used by regression function to calculate the coefficients ?

Thanks

dpb 2013-10-13

编辑：dpb 2013-10-13

Draper and Smith, Applied_Regression_Analysis is one readily accessible text.

regress just implements the basics; it's pretty much immaterial as to "how".

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