Re: A StepWise Regression Subroutine

Wang Jun wrote:
> Hello,
> I'm dealing with some data these days, and need a subroutine to do
> the stepwise regression.
> Would somebody give me one, sourcecode best, algorithm works too. Thank
> you!
> PS. I already have one version of that subroutine, but it was
> written very ugly with more then
> ten GOTOs and other confusing use. I almost cann't understand it!
> Thanks.

I recommend looking at the Fortran codes of statistician Alan Miller in
the "Subset Selection in Regression" section of the site
http://users.bigpond.net.au/amiller/ , in particular find_sub.f90 .
Miller wrote the book "Subset Selection in Regression", 2nd edition,
CRC Press (2002).

.