property reportSSE: TMtx;
Result matrix size of IterCount x (VarCount + 7).
Result: stored in self (calling object), returns self for chaining
Remarks:
Each row starts with Step number followed by selection list of variables in columns followed by Standard Error (quality criteria). We strive to reduce standard error and the model with the smallest standard error is considered best. Additional columns are as follows: [0] Standard error = sqrt(SSE/dFE) [1] SSE = Residual sum of squares. [2] SSR = Regression sum of squares. [3] SST = Total sum of squares = SSE + SSR [4] R2 = Coefficient of determination [5] Adjusted R2 = Adjusted coefficient of determination [6] MSE = Residual variance