public struct TRegStats
Regression statistical parameters.
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.
- StdError = sqrt(SSE/dFE) = sqrt(MSE) = sqrt(ResidualVar)
- dFE = Number_Of_Observations - Number_Of_Parameters
- dFT = Number_Of_Observations - 1
- FStat - Additional F-statistics parameters.
Fields
| Name | Type | Description |
|---|---|---|
| AdjustedR2 | Double | |
| dFE | Int32 | |
| dfT | Int32 | |
| FStats | TFStats | |
| R2 | Double | |
| ResidualVar | Double | |
| SSE | Double | |
| SSR | Double | |
| SST | Double | |
| StdError | Double |