DA-MRCA: A FORTRAN IV PROGRAM FOR MULTIPLE LINEAR REGRESSION
NAVAL WEAPONS LAB DAHLGREN VA
Pagination or Media Count:
This report contains the documentation of a multiple linear regression program for up to 50 independent variables, written in FORTRAN IV for the IBM 7030 STRETCH computer. The program incorporates part of the results obtained from an effort to explore the present limitations of high speed computation in the area of linear statistical models. DA-MRCA includes options for both forward and backward automatic ranking of the independent variables by order of prediction power for the dependent variable. The report contains the description of these options, along with an outline of the applicability of the program which includes, in a convenient form, non-orthogonal analysis of variance. Justifications are given for extensive checks made on the accuracy of the matrix inversions. The resulting internal decisions and their effects on the computational flow are described in detail. Also, a failure analysis is given in which causes for failures to obtain acceptable inverses and possible consequences of corrective measures are discussed.
- Statistics and Probability
- Computer Programming and Software
- Manufacturing and Industrial Engineering and Control of Production Systems