INPUT:
X (n x nb) Matrix of (original or transformed) Independent Varia
excluding the Constant which has been replaced by the (origina
transformed) Dependent Variable Y, used in ESTIMATION.
XM (nb) Vector of Means of the Independent Variables, excluding t
Constant which has been replaced by the Dependent Variable Y,
in ESTIMATION.
NAMX (nb) Vector of Names of the Independent Variables, including t
Constant, used in ESTIMATION.
NAMY Name of the Dependent Variable Y used in ESTIMATION.
N Maximum Number of Observations as declared on the Parameter ca
in Subroutine FCN.
NOBS Number of Observations used in ESTIMATION.
NB Number of Independent Variables, including the Constant, used
ESTIMATION.
NXX Maximum Number of Different Elements in the (nx x nx) Symmetri
Matrix COR, stored columnwise as an upper triangular matrix.
This number is declared on the Parameter card in Subroutine FC
NCOR = 2 - Table of Variance-Decomposition Proportions for the inde
variables X (including the Constant) and Correlation Mat
the independent variables X (excluding the Constant) and
dependent variable Y. Both tables are computed and print
the original and transformed variables.
= 1 - Both tables are computed and printed for the transformed
bles only.
= 0 - No print for the two tables, but only the correlation ma
for X and Y is computed for TABLEX program which needs t
results in terms of the original and transformed variabl
WORK VECTOR:
S (nb) Vector used to store temporarily the diagonal elements of
matrix of cross-products X'X where X is expressed in deviation
around the mean XM.
OUTPUT:
COR (nx x nx) Symmetric Matrix, stored columnwise as an upper tria
matrix containing the pairwise correlations among the Independ
Variables X (excluding the Constant) and the Dependent Variabl
PURPOSE:
Compute the Correlation Matrix of the Independent Variables X (exclu
the Constant) and the Dependent Variable Y.
The correlation matrix is stored columnwise in an upper triangular f
but is printed in a lower triangular form. |