Dew.Stats.TRegStats Structure

Regression statistical parameters.

Syntax

Visual Basic

public struct TRegStats { public double SSE; public double SST; public double SSR; public double ResidualVar; public double R2; public double AdjustedR2; public int dFE; public int dfT; public double StdError; public TFStats FStats; }

File

Regress.cs

Remarks

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.