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Linear Regression with Correlated Errors Options

This dialog lets you specify output and options for fitting a linear model with correlated errors. You can also request that no constant term is included in the model: this will affect only the parameterization of factor effects, if there are factors in the model; but if not, it will constrain the regression to pass through the origin.

Display

Model Details of the model that is fitted
Summary Summary analysis-of-variance
F-probability F probabilities for variance ratios
Correlations Correlations between the parameter estimates
Phi The estimated value of the correlation phi, together with a test for phi=0
Estimates Estimates of the parameters in the model
t-probability t probabilities for the parameter estimates
Fitted values Table containing the values of the response variate, the fitted values, standardized residuals and leverages
Accumulated Analysis of variance table containing a line for each change in the fitted model
Monitoring estimation of phi provides monitoring information for the estimation of phi

Method for estimating phi

This controls whether the parameter phi is estimated for regression models by REML or by Maximum likelihood.

Graphics

Plot residuals Diagnostic plots of the residuals
Plot likelihood of phi Plots the likelihood for phi

Estimate constant term

Specifies whether to include a constant in the regression model. In simple linear regression this omits the intercept, in other words the fitted line is constrained to pass through the origin.

Weights

A variate that can be used to allow data units to have unequal weights. The name of the variate can be entered into the space provided or double-clicked across from the list of available data.

Level of interaction

You can control the factorial limit on terms to be generated when you use model-formula operators like ‘*’. The default is to include all interactions.

Maximum iterations to estimate phi

Specifies the maximum number of iterations (default 100) used to estimate phi.

Action buttons

OK Save the option settings and close the dialog.
Cancel Close the dialog without making any changes.
Defaults Reset the options to their default settings.

Action Icons

Clear Clear all fields and list boxes.
Help Open the Help topic for this dialog.

See also

Updated on March 29, 2019

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