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decus_20tap2_198111
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decus/20-0026/misr.doc
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SUBROUTINE MISR
PURPOSE
COMPUTE MEANS, STANDARD DEVIATIONS, SKEWNESS AND KURTOSIS,
CORRELATION COEFFICIENTS, REGRESSION COEFFICIENTS, AND
STANDARD ERRORS OF REGRESSION COEFFICIENTS WHEN THERE ARE
MISSING DATA POINTS. THE USER IDENTIFIES THE MISSING DATA
BY MEANS OF A NUMERIC CODE. THOSE VALUES HAVING THIS CODE
ARE SKIPPED IN COMPUTING THE STATISTICS. IN THE CASE OF THE
CORRELATION COEFFICIENTS, ANY PAIR OF VALUES ARE SKIPPED IF
EITHER ONE OF THEM ARE MISSING.
USAGE
CALL MISR (NO,M,X,CODE,XBAR,STD,SKEW,CURT,R,N,A,B,S,IER)
DESCRIPTION OF PARAMETERS
NO - NUMBER OF OBSERVATIONS
M - NUMBER OF VARIABLES
X - INPUT DATA MATRIX OF SIZE NO X M.
CODE - INPUT VECTOR OF LENGTH M, WHICH CONTAINS A NUMERIC
MISSING DATA CODE FOR EACH VARIABLE. ANY OBSERVATION
FOR A GIVEN VARIABLE HAVING A VALUE EQUAL TO THE CODE
WILL BE DROPPED FOR THE COMPUTATIONS.
XBAR - OUTPUT VECTOR OF LENGTH M CONTAINING MEANS
STD - OUTPUT VECTOR OF LENGTH M CONTAINING STANDARD DEVI-
ATIONS
SKEW - OUTPUT VECTOR OF LENGTH M CONTAINING SKEWNESS
CURT - OUTPUT VECTOR OF LENGTH M CONTAINING KURTOSIS
R - OUTPUT MATRIX OF PRODUCT-MOMENT CORRELATION
COEFFICIENTS. THIS WILL BE THE UPPER TRIANGULAR
MATRIX ONLY, SINCE THE M X M MATRIX OF COEFFICIENTS
IS SYMMETRIC. (STORAGE MODE 1)
N - OUTPUT MATRIX OF NUMBER OF PAIRS OF OBSERVATIONS USED
IN COMPUTING THE CORRELATION COEFFICIENTS. ONLY THE
UPPER TRIANGULAR PORTION OF THE MATRIX IS GIVEN.
(STORAGE MODE 1)
A - OUTPUT MATRIX (M BY M) CONTAINING INTERCEPTS OF
REGRESSION LINES (A) OF THE FORM Y=A+BX. THE FIRST
SUBSCRIPT OF THIS MATRIX REFERS TO THE INDEPENDENT
VARIABLE AND THE SECOND TO THE DEPENDENT VARIABLE.
FOR EXAMPLE, A(1,3) CONTAINS THE INTERCEPT OF THE
REGRESSION LINE FOR TWO VARIABLES WHERE VARIABLE 1
IS INDEPENDENT AND VARIABLE 3 IS DEPENDENT. NOTE
THAT MATRIX A IS STORED IN A VECTOR FORM.
B - OUTPUT MATRIX (M BY M) CONTAINING REGRESSION
COEFFICIENTS (B) CORRESPONDING TO THE VALUES OF
INTERCEPTS CONTAINED IN THE OUTPUT MATRIX A.
S - OUTPUT MATRIX (M BY M) CONTAINING STANDARD ERRORS
OF REGRESSION COEFFICIENTS CORRESPONDING TO THE
COEFFICIENTS CONTAINED IN THE OUTPUT MATRIX B.
IER - 0, NO ERROR.
1, IF NUMBER OF NON-MISSING DATA ELEMENTS FOR J-TH
VARIABLE IS TWO OR LESS. IN THIS CASE, STD(J),
SKEW(J), AND CURT(J) ARE SET TO 10**75. ALL
VALUES OF R, A, B, AND S RELATED TO THIS VARIABLE
ARE ALSO SET TO 10**75.
2, IF VARIANCE OF J-TH VARIABLE IS LESS THAN
10**(-20). IN THIS CASE, STD(J), SKEW(J), AND
CURT(J) ARE SET TO 10**75. ALL VALUES OF R, A,
B, AND S RELATED TO THIS VARIABLE ARE ALSO SET TO
10**75.
REMARKS
THIS SUBROUTINE CANNOT DISTINGUISH A BLANK AND A ZERO.
THEREFORE, IF A BLANK IS SPECIFIED AS A MISSING DATA CODE IN
INPUT CARDS, IT WILL BE TREATED AS 0 (ZERO).
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
LEAST SQUARES REGRESSION LINES AND PRODUCT-MOMENT CORRE-
LATION COEFFICIENTS ARE COMPUTED.