View Full Version : question about CTGLM

05-12-2008, 08:49 PM
Hi, I am not sure if this kind of question could be asked here.
I got a question about reading the output report of CTGLM.
On the page 565 of the "IMSL Fortran Library Use's Guide Vol.01",
the output of example of the Coefficients for Model=4 are -34.94 and 19.74.
My question is,"In the model y=ax+b ,the above two coefficients which one is a and which one is b?"
thank you for your answer.

05-13-2008, 09:49 AM

I believe that the -34.94 is the intercept and the 19.74 is the slope, i.e., the equation with respect to the order of the output is y = a + bx. The Example 1 documentation has the equation as mu + beta * X. You might convince yourself of this easier by plotting the each row in the input matrix in 3-space and visually assessing the relationship.

Hope this helps