Code covered by the BSD License

### Highlights from MyRegression

3.8
3.8 | 10 ratings Rate this file 11 Downloads (last 30 days) File Size: 5.09 KB File ID: #15473 Version: 1.8

# MyRegression

### Giuseppe Cardillo (view profile)

02 Jul 2007 (Updated )

A simple function on LS linear regression with many informative outputs

File Information
Description

After the Dimitri's comment I deeply reviewed this file. Now this file use the Regress function (but the results with Polyfit were the same). Anyway I wrote this function exclusively for the common use of a one estimator linear regression; a common laboratory use where a simple regression is required.
Now this function checks the presence of outliers (as the Robustfit).
This function computes a least-squares linear regression suppling several output informations:
- Presence of outliers
- Slope with standard error an 95% C.I.
- Intercept with standard error an 95% C.I.
- Pearson's Correlation coefficient with 95% C.I. and its adjusted form (depending on the elements of X and Y arrays)
- Spearman's Correlation coefficient
- Regression Standard Error
- Total Variability
- Variability due to regression
- Residual Variability
- Student's t-Test on Slope (to check if slope=0), with power
- Student's t-Test on Intercept (to check if intercept=0) with power
- Power of the regression
- Modified Levene's test for homoschedasticity of residuals
- Deming regression parameters
- a plot with:
o Data points
o Least square line
o Red dotted lines: 95% Confidence interval of regression
o Green dotted lines: 95% Confidence interval of new y evaluation using this regression.
- the residuals plot

The function requires the Statistics Toolbox because calls TINV and TCDF to perform the Student's t-test.
To compute power, Myregr requires powerStudent by Trujillo-Ortiz, A. and R. Hernandez-Walls. If this function is not present on the computer, it will try to download it from FEX

Required Products Statistics and Machine Learning Toolbox
MATLAB release MATLAB 7.3 (R2006b)
06 Feb 2013 Giuseppe Cardillo

### Giuseppe Cardillo (view profile)

Comment only
06 Feb 2013 Robert

### Robert (view profile)

In the code you have a line where it tries to automatically download dependent software. That is a a super bad design and really puts a bad taste in ones mouth for your package. You should just tell people they need to download powerStudent and indicate the dependency.

30 Jan 2012 Chris Choi

### Chris Choi (view profile)

Having a few statistics that MATLAB default functions do not provide is awesome especially when it's too cumbersome to write a new one. Good job!

19 Nov 2011 Suryo Kusumo

### Suryo Kusumo (view profile)

12 Mar 2010 hamed nozari

### hamed nozari (view profile)

very good. thanks

02 Mar 2010 Andre Guy Tranquille

### Andre Guy Tranquille (view profile)

16 Feb 2010 Kushsairy

### Kushsairy (view profile)

useful for me

23 Dec 2009 Oleg Komarov

### Oleg Komarov (view profile)

In spite of the many useful fcns written by giuseppe, I don't see much use for this one, especially if we consider that the Statistics TB is mandatory (not to talk about fcns by other authors...). Regress, regstats and my personal enhanced variation do already the most...

Comment only
04 Sep 2009 Ben

### Ben (view profile)

13 Mar 2008 C C

It might already be in stat toolbox, but for those of use that can't afford the toolbox, this is great.

10 Dec 2007 Kai M

This is a great file. It's way simpler than the theoretically overloaded MatLab code. Very nice gimmicks include outlier exclusion, plotted confidence intervals etc. This really saves time, because all you need is plugging in the two vectors you want to correlate. Thanks a lot to the author!!!

05 Jul 2007 Dimitri Shvorob

REGRESS of Statistics Toolbox already does most of the calculations, and is not restricted to the single-regressor case. The author is apparently unaware of the 'b = inv(x'*x)*(x'*y)' formula, and computes OLS coefficients with POLYFIT.(?!). Redundant and badly written.

23 Jul 2007

Deep review

18 Aug 2007

Adjusted for using with MYREGRINV and MYREGRCOMP

13 Sep 2007

minor editing

20 May 2008

minor make-up

12 Nov 2008 1.1

Changes in help section

23 Dec 2009 1.2

Changes in description

09 Mar 2010 1.3

To compute power, Myregr requires powerStudent by Trujillo-Ortiz, A. and R. Hernandez-Walls. If this function is not present on the computer, Sandler try to download it from FEX

12 Mar 2010 1.4

change in description

13 Jan 2011 1.5

Now Y can be a matrix of repeated measures

17 Nov 2011 1.6

The modified Levene's test for homoschedasticity of residuals and residuals plot were added

22 Mar 2012 1.7

fixed a bug in plot computation

24 Sep 2012 1.8