Statistics`LinearRegression`

All functionality from Statistics`LinearRegression` is available in the built-in Mathematica kernel.

Regress has been superseded by LinearModelFit, which is part of the built-in Mathematica kernel:

Version 5.2

Wolfram Language code: lm = LinearModelFit[{{1, 2}, {3, 5}, {4, 9}}, {x}, {x}]

The result is returned as a FittedModel object, of which properties can be returned:

Wolfram Language code: lm[{"ParameterTable", "RSquared"}]

For a list of available properties, use "Properties":

Version 5.2

Wolfram Language code: lm["Properties"]

To get the functional form of the FittedModel object, use Normal:

Wolfram Language code: Normal[lm]

DesignedRegress has also been superseded by LinearModelFit:

Version 5.2

Wolfram Language code: lm = LinearModelFit[{{{1, 0}, {1, 1}, {1, 2}}, {1, 2, 4}}]

Calculate the parameter table and property values:

Wolfram Language code: lm[{"ParameterTable", "RSquared"}]

DesignMatrix is part of the built-in Mathematica kernel:

Version 5.2

Wolfram Language code: DesignMatrix[{2, 3, 4, 6}, x, x]

BasisNames is now an optional argument to LinearModelFit:

Version 5.2

Wolfram Language code: LinearModelFit[{{{1, 1}, {1, 2}, {1, 3}, {1, 4}}, {2, 3, 4, 6}}, {"b1", "b2"}]

Version 5.2

Wolfram Language code: DesignMatrix[{1, 2, 3, 4}, {x}, x, IncludeConstantBasis -> False]

Some of the properties previously available to Regress and related functions have been renamed:

Regress	LinearModelFit
BestFitParametersDelta	"BetaDifferences"
CookD	"CookDistances"
CovarianceMatrixDetRatio	"CovarianceRatios"
JackknifedVariance	"SingleDeletionVariances"
MeanPredictionCITable	"MeanPredictionConfidenceIntervalTable"
ParameterCITable	"ParameterConfidenceIntervalTable"
PredictedResponseDelta	"FitDifferences"
SinglePredictionCITable	"SinglePredictionConfidenceIntervalTable"
SummaryReport	{"ParameterTable", "RSquared", "AdjustedRSquared", "EstimatedVariance", "ANOVATable"}
VarianceInflation	"VarianceInflationFactors"

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