RainbowStats™ · Regression commands

LP_REGRESSION

Create a linear-programming regression.

Syntax

LP_REGRESSION(list)

Returned object

LPRegressionOperator

Example

r=LP_REGRESSION(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS)))
EXTRACT(r,"model")

Interpretation and limitations

The existing constructor adds an intercept. Its solver minimizes weighted quantile loss; the default quantile of 0.5 corresponds to median regression. Dual-related outputs can depend on the model constraints and solver availability.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

model
actualvsfitted
coefficients
fit
shadow
tableau
dual
equations

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples