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gbglreg - Estimate general linear regression model


gbglreg [options]


General Linear regression. Data are read in columns (X_1 .. X_N Y). The last column
contains the dependent observations. With option -w standard errors associated with the
observations can be provided. In this case data are read as (X_1...X_N,Y,std(Y)).


-M the regression model (default 1)

0 with estimated intercept

1 with zero intercept

-w consider standard errors

-O the type of output (default 0)

0 regression coefficients

1 regression coefficients and errors

2 x, fitted y, error on y, residual

3 coefficients and variance matrix

4 coefficients and explained variance

-V method to estimate variance matrix (default 0)

0 ordinary least square estimator

1 heteroscedastic consistent White estimator

2 Hinkley adjusted White estimator

3 Horn-Horn-Duncan adjusted White estimator

4 jacknife estimator

-v verbosity level (default 0)

0 just output

1 commented headings

2 model details

-h print this help

-F specify the input fields separators (default " \t")

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