Multiple Linear Regression Subset Selection
Martin Sewell
6 September 2021
This program selects the subset of independent variables that best predict/explain the dependent variable.
Your data file must have no headers, but can be in comma, space or tab-separated format.
Each row represents a data point.
The first column must be the dependent variable (y), subsequent columns the independent variables (x1, x2, x3, etc.).
To run the program, if your data file is called "data.txt", and you want your results saved in "output.txt", ensure that ss.exe, gslcblasd.dll, gsld.dll and data.txt are all in the current directory, and from the command prompt type:
ss data.txt output.txt
The very last line of the output file gives you the multiple linear regression equation with the optimal subset of independent variables.