Thursday, August 18, 2011

REGRESS into the SIPINA package

Few people know it. In fact, several tools are installed when we launch the SETUP file of SIPINA (setup_stat_package.exe). This is the case of REGRESS which is intended to multiple linear regression.

Even if a multiple linear regression procedure is incorporated to Tanagra, REGRESS can be useful essentially because it is very easy to use. It has the advantage of being very easy to handle while being consistent with a degree course in Econometrics. As such, it may be useful for anyone wishing to learn about the regression without too much get involved in the learning of a new software.

Keywords: regress, econometrics, multiple linear regression, outliers, influential points, normality tests, residuals, Jarque-Bera test, normal probability plot, sipina.xla, add-in
Tutorial: en_sipina_regress.pdf
Dataset: ventes-regression.xls
R. Rakotomalala, "Econométrie - Régression Linéaire Simple et Multiple".
D. Garson, "Multiple regression".