Regress.RegressTest Method (TVec, TVec, Integer, TRegStats, boolean, TVec)

Regression tests.

public RegressTest(TVec Y, TVec YCalc, int NumPars, ref TRegStats RegStat, bool Constant, TVec Weights);

Parameters

Parameters	Description
Y	Dependant variables.
YCalc	Estimated (calculated) dependant variables.
RegStat	Returns regression statistics parameters.
Constant	If true then include intercept term b(0) in calculations. If false, set intercept term b(0) to 0.0.
Weights	Model weights (optional).
MumPars	Number of variables (parameters) in ML model A*b=y (number of columns in A matrix or number of rows in b).

Use regression results to calculate basic regression statistics for model:

A*b=Y