TRegStatsClass Class — Stats Master

type TRegStatsClass = class;

Calculates statistics from multiple linear regression parameters.

Calculates statistics from multiple linear regression parameters. This class is used by the TMtxMulLinReg component to calculate regression statistics parameters.

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
AdjustedR2	Double	Returns the adjusted coefficient of determination.
F	Double	Returns the variance ratio (explained/residual ratio).
R2	Double	Returns the coefficient of determination (R squared).
ResidualVar	Double	Returns the residual variance.
RSS	Double	Returns regression sum of squares.
SignifProb	Double	Returns the probability of F.
SSE	Double	Returns error sum of squares.
TSS	Double	Returns total sum of squares.

Methods

Name	Description
CalculateRegStats	Calculates statistics parameters from multiple linear regression.