Help for IBISREGR

PURPOSE

 "ibisregr" performs a series of multiple linear regression analyses on IBIS
 tabular files, searching for a best fit.  This can be used, for example, 
 to find the best combination of spectral channels for determination of a
 physical parameter.


METHOD

 The program loops through all possible combinations of independent variables
 (columns) that are allowed by the user parameters, performing a linear
 least-squares fit ("regression analysis") of the dependent variable for
 each case.  The NBEST best solutions are retained and are printed to the
 terminal and optionally written to the output file.

 The criterion for the best fit is that the R-squared statistic be maximized,
 or the standard error be minimized, or both. The R-squared statistic is the
 fraction of the total variance in the dependent data that is explained by
 the regression.  The standard error of the estimate is the RMS average of
 the residuals (the misfit between the predicted and actual dependent data).  

 The optional output file contains three columns for each of the NBEST best
 fits:  the first shows the M input columns used for this solution (the
 first entry in this column is in row 2, and row 1 always contains a zero,
 denoting the constant term), the second column contains the M+1 regression
 coefficients (the first being the constant), and the third contains the
 residuals.

 NOTE: The multiple regression technique assumes that the residuals are
 uncorrelated and come from a normal distribution.

EXAMPLE

   ibisregr DATA.TAB REGR.TAB COLS=(1,2,5,7,8) COLRANGE=(3,4) DEPCOL=10       NBEST=4 'STDERR 'PRINT 

 This case will search through all possible combinations of three and four of
 the five specified columns (columns 1, 2, 5, 7, and 8) in the input file
 DATA.TAB.  The dependent variable is in column 10.  The best four solutions
 will be retained and written to the file REGR.TAB, using the standard error
 as the criterion.  The solution for each combination will be printed to the
 terminal.

RESTRICTIONS

 The maximum number of input columns is 40.
 The maximum column length is 500.
 The maximum amount of data (number of columns times column length) is 10000.
 The maximum number of solutions that can be retained is 20.


WRITTEN BY:            L.W.Kamp,	July 1987
 (based on program "ibisstat")
REVISIONS:
  JAN 2 1995 AS (CRI) Made portable for UNIX


PARAMETERS:


INP

Input IBIS tabular file

OUT

An output IBIS tabular file

DEPCOL

Dependent variable column

COLS

Columns to search through

COLRANGE

(Minimum,maximum) number of combinations of columns

NBEST

Number of solutions to retain

DEPNAME

Heading for the dependent variable.

COLNAMES

Headings for the columns

CRITERIA

Criteria for best solution

PRINT

Print output for each iteration?

See Examples:


Cognizant Programmer: