Regress.RegressTest Function

Regression tests.

Pascal

procedure RegressTest(const Y: TVec; const YCalc: TVec; NumPars: Integer; out RegStat: TRegStats; Constant: boolean = True; const Weights: TVec = nil); overload;

File

Regress

Parameters

Parameters	Description
Y	Dependant variables.
YCalc	Estimated (calculated) dependant variables.
NumPars	Number of variables (parameters) in ML model A*b=y (number of columns in A matrix or number of rows in b).
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).

Description

Use regression results to calculate basic regression statistics for model:

A*b=Y