type TRegResultClass = class;
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 Regress.MulLinRegress routine call. 3. Calculate additional parameters by using the TRegResultClass.CalculateRegResults method.
Examples
delphi
Uses MtxExpr,Regress,StatTools;
procedure Example;
var A,V ; Matrix;
RegressResult: TRegResultClass;
RegressStatistics: TRegStatsClass
begin
RegressResult := TRegResultClass.Create;
RegressStatistics := TRegStatsClass.Create;
try
// missing ... populate A and RegressResult.B with appropriate data
// use already created RegressResult.B and RegressResult.YCalc vectors
MulLinRegress(Y,A,RegressResult.B,true,RegressResult.YCalc,V);
// do complete regression analysis here with desired confidence equal to 3%
RegressResult.CalculateRegResults(Y,V,RegressStatistics,false,nil,0.03);
finally
RegressResult.Free;
RegressStatistics.Free;
end;
end;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. |