Multiple Linear Regression

IMSL_MULTIPREDICT: Computes predicted values, confidence intervals, and diagnostics.

IMSL_MULTIREGRESS: Fits a multiple linear regression model and optionally produces summary statistics for a regression model.

IMSL_REGRESSORS: Generates regressors for a general linear model.

Variable Selection

IMSL_ALLBEST: All best regressions.

IMSL_STEPWISE: Stepwise regression.

Polynomial and Nonlinear Regression

IMSL_NONLINREGRESS: Fits a nonlinear regression model.

IMSL_POLYPREDICT: Computes predicted values, confidence intervals, and diagnostics.

IMSL_POLYREGRESS: Fits a polynomial regression model.

Multivariate Linear Regression: Statistical Inference and Diagnostics

IMSL_HYPOTH_PARTIAL: Construction of a completely testable hypothesis.

IMSL_HYPOTH_SCPH: Sums of cross products for a multivariate hypothesis.

IMSL_HYPOTH_TEST: Tests for the multivariate linear hypothesis.

Polynomial and Nonlinear Regression

IMSL_NONLINOPT: Fit a nonlinear regression model using Powell's algorithm.

Alternatives to Least Squares Regression

IMSL_LNORMREGRESS: LAV, Lpnorm, and LMV criteria regression.