nag_lars (g02mac) Example Program Results

  Step                      Parameter Estimate
 -----------------------------------------------------------------
    1     0.000     0.000     3.125     0.000     0.000     0.000
    2     0.000     0.000     3.792     0.000     0.000    -0.713
    3    -0.446     0.000     3.998     0.000     0.000    -1.151
    4    -0.628    -0.295     4.098     0.000     0.000    -1.466
    5    -1.060    -1.056     4.110    -0.864     0.000    -1.948
    6    -1.073    -1.132     4.118    -0.935    -0.059    -1.981

 alpha:   -50.037

  Step     Sum      RSS       df       Cp       Ck     Step Size
 ----------------------------------------------------------------
    1    72.446  8929.855      2     13.355   123.227    72.446
    2   103.385  6404.701      3      7.054    50.781    24.841
    3   126.243  5258.247      4      5.286    30.836    16.225
    4   145.277  4657.051      5      5.309    19.319    11.587
    5   198.223  3959.401      6      5.016    12.266    24.520
    6   203.529  3954.571      7      7.000     0.910     2.198

 sigma^2:   304.198