As of Version 7.0, RegressionCommon` functionality is built into Mathematica.

Regression Common Functions Package



RegressionReportValues obtain a list of possible report values

Ellipsoid primitive for ellipsoidal values


RegressionReport values to include in output

Weights weight values for data

Linear and Nonlinear Report Values

BestFitParameters parameter estimates

FitResiduals residual error in fitted values

ANOVATable ▪ BestFit ▪ EstimatedVariance ▪ HatDiagonal ▪ MeanPredictionCITable ▪ ParameterCITable ▪ ParameterConfidenceRegion ▪ ParameterTable ▪ PredictedResponse ▪ SinglePredictionCITable ▪ StandardizedResiduals ▪ SummaryReport

Linear Report Values

CovarianceMatrix covariances between fitted parameters

RSquared squared multiple correlation coefficient

AdjustedRSquared ▪ BestFitParametersDelta ▪ CatcherMatrix ▪ CoefficientOfVariation ▪ CookD ▪ CorrelationMatrix ▪ CovarianceMatrixDetRatio ▪ DurbinWatsonD ▪ EigenstructureTable ▪ JackknifedVariance ▪ PartialSumOfSquares ▪ PredictedResponseDelta ▪ SequentialSumOfSquares ▪ StudentizedResiduals ▪ VarianceInflation

Nonlinear Report Values

AsymptoticCovarianceMatrix approximate covariances between fitted parameters

FitCurvatureTable curvature diagnostics

AsymptoticCorrelationMatrix ▪ ParameterBias ▪ StartingParameters

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