Dew.Stats.TRegStats Record

Regression statistical parameters.

public struct TRegStats {
  public double AdjustedR2;
  public double R2;
  public double ResidualVar;
  public double SSE;
  public double SSR;
  public double SST;
  public int dfE;
  public int dfT;
  public TFStats FStats;
}

Remarks

This structured type describes the following regression statistical parameters.

SSE - Residual sum of squares.
SST - Total sum of squares TSS = SSE + SSR.
SSR - Regression sum of squares.
ResidualVar - Residual variance (aka MSE).
R2 - Coefficient of determination.
AdjustedR2 - Adjusted coefficient of determination.
FStat - Additional F-statistics parameters.