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stepwise regressions in octave
From: |
Kamaraju S Kusumanchi |
Subject: |
stepwise regressions in octave |
Date: |
Sun, 03 Jan 2010 17:53:50 -0500 |
User-agent: |
KNode/0.10.9 |
Are there any ready made tools available in octave to do stepwise
regression? The idea is to choose the set of "best" independent variables
out of a large set of independent variables for linear regression. (The
method has its own pitfalls... that is why I put the word "best" in
quotes).
I am looking for functions that are similar to "stepwise", "stepwisefit"
functions in matlab (
http://www.mathworks.com/access/helpdesk_r13/help/toolbox/stats/linear25.html ),
nag_full_step_regsn function in the nag library (
http://www.nag.co.uk/numeric/CL/nagdoc_cl08/xhtml/G02/g02efc.xml ).
I looked in octave (3.0.1) documentation but could not find anything
relevant.
I am mainly interested in open source alternatives for these functions. If
there are other open source libraries/software which provide these
functionalities then that also works for me. Any ideas/suggestions?
thanks
raju
--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/
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