public class TRegResultClass
Calculates additional parameters from multiple linear regression.
Calculates additional parameters from multiple linear regression. Use this class to calculate regression coefficients (B) confidence interval, regression coefficients standard deviations and residuals.
How to use TRegResultClass class?
1. Create TRegResultClass: TestClass := TRegResultClass.Create; 2. Use TestClass.B and TestClass.YCalc vectors as parameters in Dew.Stats.Units.Regress.MulLinRegress routine call. 3. Calculate additional parameters by using the Dew.Stats.TRegResultClass.CalculateRegResults method.
Examples
csharp
using Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples
{
private void Example()
{
Matrix A = new Matrix(0, 0);
Matrix V = new Matrix(0, 0);
Vector Y = new Vector(100);
TRegResultClass regres = new TRegResultClass();
TRegStatsClass regstat = new TRegStatsClass();
Regress.MulLinRegress(Y, A, regres.B, true, regres.YCalc, V, TRegSolveMethod.regSolveLQR);
regres.CalculateRegResults(Y, V, regstat,false, null, 0.03);
}
}Properties
| Name | Type | Description |
|---|---|---|
| B | TVec | Regression coefficients. |
| BConfInt | TMtx | Regression coefficients confidence intervals. |
| BStdDev | TVec | Regression coefficients standard deviations. |
| Residuals | TVec | Regresion equation residuals. |
| YCalc | TVec | Dependent variable predicted values. |
Methods
| Name | Description |
|---|---|
| CalculateRegResults (2) | Calculates regression coefficient confidence intervals, standard deviation of regression coefficients, residuals and (optional) basic regression statistics. |