Regress.TRegStats Record

Regression statistical parameters.

Pascal

TRegStats = packed record
  AdjustedR2: double;
  R2: double;
  ResidualVar: double;
  SSE: double;
  SSR: double;
  SST: double;
  dfE: Integer;
  dfT: Integer;
  StdError: double;
  FStats: TFStats;
end;

File

Regress

Description

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.