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StatTools.TOnStepwiseQualityCriteria Type
StatTools | Types

Callback function for custom quality criteria of stepwise regression optimization algorithm.

Pascal
TOnStepwiseQualityCriteria = function (const Stat: TRegStats; const b, t: TVec; const ParamMask: TVecInt): double of object;
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Description

The Stat contains the details of the regression results, b contains the coefficients and t the corresponding t-Values for each item in b. The ParamMask.Length equals the initial total variable count. b and t can and will have length less than this. Which variables are included is determined from ParamMask, which has 1 at corresponding included variable index and 0 otherewise.

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