Friday, March 2, 2012

Regression analysis with LazStats (OpenStat)

LazStat  is a statistical software which is developed by Bill Miller, the father of OpenStat, a well-know tool by statisticians since many years. These are tools of the highest quality. OpenStat is one of tools that I use when I want to validate my own implementations.

Several variants of OpenStat are available. In this tutorial, we study LazStat . It is a version programmed in Lazarus, a development environment which is very similar to Delphi. It is based on the Pascal language. Projects developed in Lazarus benefit to the "write once, compile anywhere" principle i.e. we write our program on an OS (e.g. Windows), but we can compile it on any OS as long as Lazarus and the compiler are available (e.g. Linux). This idea has been proposed by Borland with Kylix  some years ago. We could program a project for both Windows and Linux. But, unfortunately, Kylix has been canceled. It seems that the Lazarus is more mature. In addition, it enables us also to compile the same project for the 32 bit and 64 bit versions of an OS.

In this tutorial, we present some functionality of LazStats about regression analysis.

Keywords: linear regression, multiple regression, variable selection, forward, backward, stepwise, simultaneous regression
Tutorial: en_Tanagra_Regression_LazStats.pdf
Dataset: conso_vehicules_lazstats.txt
References :
LazStats -
Lazarus  -