NESC9804 BRGLM.

1. NAME OR DESIGNATION OF PROGRAM:  BRGLM.

3. DESCRIPTION OF PROGRAM OR FUNCTION

BRGLM is an interactive program written to fit general linear regression models by least squares and to provide a variety of statistical diagnostic information about the fit. Stepwise and all-subsets regression can be carried out also. There are facilities for interactive data management (e.g. setting missing value flags, data transformations) and tools for constructing design matrices for the more commonly-used models such  as factorials, cubic splines, and autoregressions.

4. METHOD OF SOLUTION

The least squares computations are based on the orthogonal (QR) decomposition of the design matrix obtained using the modified Gram-Schmidt algorithm.

5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

The current release  of BRGLM allows maxima of 1000 observations, 99 variables, and 3000  words of main memory workspace. For a problem with N observations and P variables, the number of words of main memory storage required is MAX(N*(P+6), N*P+P*P+3*N, and 3*P*P+6*N). Any linear model may be fit although the in-memory workspace will have to be increased for larger problems.

6. TYPICAL RUNNING TIME

Computation time is generally small compared  to interactive data transmission rates and timesharing delays. A model with 30 observations and 11 variables requires about 2 CP seconds to execute on a DEC VAX11/780.

NEA-DB has run the test case included in this package on a VAX-11/780. Compilation and linking of all modules required 3.34 seconds of CPU time. Since execution was performed interactively, no CPU times were available.

7. UNUSUAL FEATURES OF THE PROGRAM:

8. RELATED AND AUXILIARY PROGRAMS:

10. REFERENCES:

- J.T. Ringland AND R.E. Bohrer:
  Users Manual for BRGLM:
  Interactive General Linear Model Regression Version 3
  SAND84-8226  (August 1984)

11. MACHINE REQUIREMENTS

170K bytes. Six disk files are addressed for  data input and output and for temporary storage.

13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:

VAX/VMS.

14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

It should be relatively straighforward to implement BRGLM on older Fortran compilers by removing Fortran 77 OPEN statements and converting CHARACTER declarations to INTEGER.

15. NAME AND ESTABLISHMENT OF AUTHORS

SNLL    J.T. Ringland*

UICS    R.E. Bohrer

CALB    M.E. Sherman

         Sandia National Laboratories
         P.O. Box 969
         Livermore, California 94550

* Contact

File name	File description	Records
NESC9804_01.001	information file	61
NESC9804_01.002	BRGLM driver source program	580
NESC9804_01.003	basic utility routines	1647
NESC9804_01.004	procedure 2 subroutines	471
NESC9804_01.005	procedure 3 subroutines	2879
NESC9804_01.006	procedure 4 subroutines	208
NESC9804_01.007	procedure 5 subroutines	171
NESC9804_01.008	procedure 6 subroutines	3200
NESC9804_01.009	procedure 7 subroutines	793
NESC9804_01.010	procedure 8 subroutines	1109
NESC9804_01.011	procedure 9 subroutines	109
NESC9804_01.012	command procedure for program implementation	18
NESC9804_01.013	test case input data	35
NESC9804_01.014	test case printed output	295
NESC9804_01.015	program report	4712