|Oracle® OLAP DML Reference
10g Release 1 (10.1)
Part Number B10339-02
You can then execute REGRESS.REPORT to produce a standard report of the regression. You can also use the INFO function to obtain portions of the results for use in your own customized reports or for further analysis.
Tip:To performing more complex regression analysis use a forecasting context as discussed in "Forecasting Programs".
REGRESS [NOINTERCEPT] dependent independent... [WEIGHTBY weight]
Directs Oracle OLAP to suppress the constant term (intercept) in the regression equation. The default is to calculate a constant term.
An expression to be used as the dependent variable in the regression.
In calculating the results, REGRESS loops over all the dimensions of the dependent and independent variables.
One or more expressions to be used as the independent variables (regressors) in the regression.
Specifies a weighted regression. The numeric expression weight supplies the weights for each data point (observation). Giving higher weights to more reliable observations results in a higher quality regression. WEIGHTBY must come last in the REGRESS command.
When weight is less than zero for any observation, an error occurs. When weight is equal to zero for any observation, that observation is ignored in the calculation. When WEIGHTBY is omitted, an unweighted regression is calculated.
Instead of calculating a simple regression using the REGRESS command, you can perform more complex regression analysis using a forecasting context that you manipulate with the following OLAP DML statements:
FCOPEN function -- Creates a forecasting context.
FCSET command -- Specifies the characteristics of a forecast.
FCEXEC command -- Executes a forecast and populates Oracle OLAP variables with forecasting data.
FCQUERY function -- Retrieves information about the characteristics of a forecast or a trial of a forecast.
FCCLOSE command -- Closes a forecasting context.
In performing its calculations, the REGRESS command ignores any observation that has an
The standard report for a regression shows the coefficient, standard error, and T-ratio for each independent variable; as well as the R-square, F-Statistic, number of observations, and standard error of estimate for the regression. To produce this report, type the following.
For information on how to obtain portions of the results of REGRESS for your own reports or further analysis, use an INFO statement.
For an explanation of the uses and interpretation of regression models, we suggest the latest edition of the following book:
Draper, Norman, and Smith, Harry. Applied Regression Analysis. New York: John Wiley & Sons, Inc.
Example 20-8 Simple Regression
The following statements limit the
product dimension to
Canoes, then use regression to investigate the influence of advertising, price, and expense on the sales of canoes.
LIMIT product TO 'Canoes' REGRESS NOINTERCEPT sales advertising price expense
Example 20-9 Weighted Regression
The following statements use a weighted regression, in which districts are weighted using a variable called
reliability that has the following definition and values.
DEFINE reliability VARIABLE DECIMAL <district> DISTRICT RELIABILITY -------------- ----------- Boston 1.00 Atlanta 0.90 Chicago 1.00 Dallas 0.80 Denver 0.90 Seattle 0.60
The following statements perform the regression.
REGRESS NOINTERCEPT sales advertising price expense - WEIGHTBY reliability