
Anderson-Darling Normality test is applied to residuals in order to automatically select Normal or Koenker (Robust) version.
Test for Constant Variance: Breusch-Pagan. R-Square K-Fold & StDev K-Fold (K-Fold Cross Validation). R-Square Predicted (Leave-One-Out Cross Validation). Lenth Pseudo Standard Error for Saturated Models (Orthogonal or Non-Orthogonal) with Monte Carlo or Student T P-Values. ANOVA Type I and/or Type III Sum-of-Squares with Pareto of Percent Contribution and Standardized Effects. Specify interactions, quadratic and higher orders (all interactions or up to 3-Way). Automatic removal of extreme VIF or collinear terms (with alias and removal report). Main Effects and Interaction Plots (Fitted Means). Residual Plots (Regular, Standardized, Studentized – Deleted t). (1, 0) or (-1,0,+1) coding of categorical predictors.
Option to display regression equation with unstandardized coefficients. Standardization and coding of continuous predictors.