Multiple Linear Regression
IMSL_MULTIPREDICT: Computes predicted values, confidence intervals, and diagnostics.
IMSL_MULTIREGRESS: Fits a multiple linear regression model and optionally produces summary statistics for a regression model.
IMSL_REGRESSORS: Generates regressors for a general linear model.
Variable Selection
IMSL_ALLBEST: All best regressions.
IMSL_STEPWISE: Stepwise regression.
Polynomial and Nonlinear Regression
IMSL_NONLINREGRESS: Fits a nonlinear regression model.
IMSL_POLYPREDICT: Computes predicted values, confidence intervals, and diagnostics.
IMSL_POLYREGRESS: Fits a polynomial regression model.
Multivariate Linear Regression: Statistical Inference and Diagnostics
IMSL_HYPOTH_PARTIAL: Construction of a completely testable hypothesis.
IMSL_HYPOTH_SCPH: Sums of cross products for a multivariate hypothesis.
IMSL_HYPOTH_TEST: Tests for the multivariate linear hypothesis.
Polynomial and Nonlinear Regression
IMSL_NONLINOPT: Fit a nonlinear regression model using Powell's algorithm.
Alternatives to Least Squares Regression
IMSL_LNORMREGRESS: LAV, Lpnorm, and LMV criteria regression.