.DL R_INVT M ;CC;I;J [1] J_1 [2] R_M,(.IO1^.ROM).SO.=.IO1^.ROM [3] B1: .GO(5E.NG7 >.ABCC[I_(.ABCC).IO.CE/.ABCC_(((J-1),0).DAR)[;1]])/B2 [4] CC_R[J+I-1;] [5] R[J+I-1;]_R[J;] [6] R[J;]_CC [7] CC_R[;1] [8] R[J;]_R[J;]#%CC[J] [9] CC[J]_0 [10] R_(0 1.DAR)-CC.SO.#1.DAR[J;] [11] .GO((.ROM).GEJ_J+1)/B1 [12] B2: .GO(&/(.ROM)=.ROR)/0 [13] 'SINGULAR MATRIX' [14] R_1 .DL .DL OUT_MTX IN [1] .GO(1<.RO.ROOUT_IN)/0 [2] OUT_((.RO,IN),1).ROIN .DL .DL PASS1 [1] YAV_YAV++/A[;YV] [2] INV_INV+(.TRZZ)+.#ZZ_1,A[;XV] [3] .EP')ERASE ZZ' .DL .DL PASS2 [1] SST_SST++/(A[;YV]-YAV)*2 [2] BETA_BETA+(INV+.#.TR1,A[;XV])+.#A[;YV] .DL .DL PASS3 [1] SSE_SSE++/(A[;YV]-+/((.ROZZ).ROBETA)#ZZ_1,A[;XV])*2 [2] .EP')ERASE ZZ' .DL .DL CC REGF XX [1] CC_,CC [2] YV_(.IO0).RO1^XX [3] XV_1.DAXX [4] BETA_(.ROXX).RO0 [5] INV_(2.RO1+.ROXV).ROYAV_SST_0 [6] 'PASS1'RES CC [7] .GO(1=.RO,INV_INVT INV)/0 [8] YAV_YAV%STR[CC[1];2] [9] 'PASS2' RES CC [10] SSE_0 [11] 'PASS3' RES CC [12] RST_(SSE%FRE_-/RO_STR[CC[1];2 3])*0.5 [13] TST_BETA%BST_(1 1 .TRVAR_(RST*2)#INV)*0.5 [14] RSQ_(SSR_SST-SSE)%SST [15] ADJ_RSQ-((RO[2]-1)%FRE)#(1-RSQ) [16] FST_(SSR%RO[2]-1)%(SSE%-/FRE) .DL .DL REGOUT ;L [1] CCNO[1] ROUT 12 [2] 'ENTER COMMENT LINE' [3] ( 'REGRESSION ANALYSIS') ROUT 12 [4] .BX ROUT 12 [5] .GO(1.NE.RO,INV)/B1 [6] 'SINGULAR MATRIX: NO REGRESSION POSSIBLE' ROUT 12 [7] B1: .GO(1=.RO,INV)/B2 [8] ( ' ') ROUT 12 [9] ( 'ADJUSTED R-SQ. =',,8 6 THORN ADJ) ROUT 12 [10] ( 'DEGREES OF FREEDOM =',,9 THORN FRE) ROUT 12 [11] ( ' ') ROUT 12 [12] ( 'R-SQUARE =',,6 4 THORN RSQ) ROUT 12 [13] ( 'F = ',,7 3 THORN FST) ROUT 12 [14] ('SUM OF SQUARED ERROR =',,.EN SSE) ROUT 12 [15] ( ' ') ROUT 12 [16] ( ' BETA S.E BETA T-STAT') ROUT 12 [17] ( ' ') ROUT 12 [18] L_(((.ROBETA),12).RO12^'VARIABLE NO.'),2 0 THORN((.ROBETA),1).RO.NG1+.IO.ROBETA [19] L[1;]_14^'CONSTANT' [20] ( L,14 5 THORN BETA,BST,[1.5]TST) ROUT 12 [21] B2: CCNO[2] ROUT 12 [22] (3 1.RO' ')ROUT 12 .DL .DL REGPRT ;L [1] 'REGRESSION ANALYSIS' [2] .GO(0.NE.RO.BX_((.IO0).RO1=.RO,INV)/'SINGULAR MATRIX: NO REGRESSION POSSIBLE')/0 [3] 'ADJUSTED R-SQ. =',,8 6 THORN ADJ [4] 'DEGREES OF FREEDOM =',,9 THORN FRE [5] ' ' [6] 'R-SQUARE =',,6 4 THORN RSQ [7] 'F = ',,7 3 THORN FST [8] 'SUM OF SQUARED ERROR =',,.EN SSE [9] ' ' [10] ' BETA S.E BETA T-STAT' [11] ' ' [12] L_(((.ROBETA),12).RO12^'VARIABLE NO.'),2 0 THORN((.ROBETA),1).RO.NG1+.IO.ROBETA [13] L[1;]_14^'CONSTANT' [14] L,14 5 THORN BETA,BST,[1.5]TST .DL .DL YY REGR XX [1] ZZ_1,MTX XX [2] .GO(1=.RO,INV_INVT (.TRZZ)+.#ZZ)/0 [3] BETA_(INV+.#.TRZZ)+.#YY [4] RST_((SSE_+/(YY-+/((.ROZZ).ROBETA)#ZZ)*2)%FRE_-/RO_.ROZZ)*0.5 [5] TST_BETA%BST_(1 1 .TRVAR_(RST*2)#INV)*0.5 [6] RSQ_(SSR_SST-SSE)%SST_+/(YY-(+/YY)%.ROYY)*2 [7] ADJ_RSQ-((RO[2]-1)%FRE)#(1-RSQ) [8] FST_(SSR%RO[2]-1)%(SSE%-/FRE) .DL