Perform MLR and use results to calculate additional statistical parameters.
using Dew.Math; using Dew.Stats.Units; using Dew.Stats; namespace Dew.Examples { private void Example() { Matrix A = new Matrix(0,0); Matrix ATA = new Matrix(0,0); Vector y = new Vector(0); Vector b = new Vector(0); Vector w = new Vector(0); Vector b = new Vector(0); Vector res = new Vector(0); Vector bse = new Vector(0); // independent variables A.SetIt(4,2,false, new double[] {1.0, 2.0, -3.2, 2.5, 8.0, -0.5, -2.2, 1.8}); w.SetIt(false, new double[] {1,2,2,1}); // weights y.SetIt(false, new double[] {-3.0, 0.25, 8.0, 5.5}); // dependent variables TRegStats rs = MulLinRegress(y,A,b,w,true,yhat,ATA); //do regression // b=(19.093757944, -2.0141843616, -10.082487055) RegressTest(y,yhat,ATA,out RegStat,res,bse,true,w); // do basic regression stats // RegStat = (ResidualVar:0.037230395108; R2:0.99965713428; // AdjustedR2:0.99897140285; F:1457.7968725; SignifProb: 0.01851663347) } }
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