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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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