NESC9977 ANYOLS.

ANYOLS, Least Square Fit by Stepwise Regression

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROGRAM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHORS, MATERIAL, CATEGORIES

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1. NAME OR DESIGNATION OF PROGRAM: ANYOLS.

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2. COMPUTERS

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Program name	Package id	Status	Status date
ANYOLS	NESC9977/01	Tested	03-JAN-1986

Machines used:

Package ID	Orig. computer	Test computer
NESC9977/01	CDC CYBER 176	CDC CYBER 740

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3. DESCRIPTION OF PROGRAM OR FUNCTION

ANYOLS is a stepwise program which fits data using ordinary or weighted least squares. Variables are selected for the model in a stepwise way based on a user- specified input criterion or a user-written subroutine. The order in which variables are entered can be influenced by user-defined forcing priorities. Instead of stepwise selection, ANYOLS can try all possible combinations of any desired subset of the variables. Automatic output for the final model in a stepwise search includes plots of the residuals, 'studentized' residuals, and leverages; if the model is not too large, the output also includes partial regression and partial leverage plots. A data set may be re-used so that several selection criteria can be tried. Flexibility is increased by allowing the substitution of user-written subroutines for several default subroutines.

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4. METHOD OF SOLUTION:

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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM:

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6. TYPICAL RUNNING TIME:

NESC9977/01

NEA-DB executed the test case included in this package on a CDC CYBER 740 in 4.6 seconds of CPU time.

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7. UNUSUAL FEATURES OF THE PROGRAM:

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8. RELATED AND AUXILIARY PROGRAMS:

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9. STATUS

Package ID	Status date	Status
NESC9977/01	03-JAN-1986	Tested at NEADB

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10. REFERENCES:

NESC9977/01, included references:

- C.L. Atwood:
User's Guide to ANYOLS: A Flexible Stepwise Regression Program.
EGG-EA-5455 Rev. (August 1982)

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11. MACHINE REQUIREMENTS

Main storage: ca. 250K (octal) words. Plotting is accomplished using either the EG&IGS graphics system or the proprietary ISSCO graphics software system, DISSPLA. Neither of these is included in the package.

NESC9977/01

To execute test case on CDC CYBER 740 with parameter WA=30000, required 163,200 (octal) words of main storage.

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12. PROGRAMMING LANGUAGE(S) USED

Package ID	Computer language
NESC9977/01	FORTRAN-IV

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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:

NESC9977/01

NOS 1.4 (CDC CYBER 740)

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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:

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15. NAME AND ESTABLISHMENT OF AUTHORS

         C.L. Atwoods and S. Mathews *
         EG&G Idaho, Inc.
         P.O. Box 1625, Idaho Falls, Idaho 83415, U.S.A.
* contact

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16. MATERIAL AVAILABLE

NESC9977/01

File name	File description	Records
NESC9977_01.003	INFORMATION FILE	68
NESC9977_01.004	ANYOLS SOURCE PROGRAM	3818
NESC9977_01.005	PLOTIT SOURCE ROUTINE FOR DISSPLA	104
NESC9977_01.006	USER-SUPPLIED ROUTINES DATA AND DOMORE	77
NESC9977_01.007	JCL TO LOAD ANYOLS PROCEDURE INTO A FILE	163
NESC9977_01.008	JCL NEEDED TO IMPLEMENT ANYOLS	16
NESC9977_01.009	ANYOLS TEST CASE INPUT	40
NESC9977_01.010	ANYOLS TEST CASE OUTPUT	1086

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17. CATEGORIES

P. General Mathematical and Computing System Routines

Keywords: data analysis, least square fit, regression analysis.