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JMSLTM Numerical Library 4.0 | ||||||||
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java.lang.Object com.imsl.stat.SelectionRegression.Statistics
Statistics
contains statistics related to the regression
coefficients.
Method Summary | |
double[][] |
getCoefficientStatistics(int regressionIndex)
Returns the coefficients statistics for each of the best regressions found for each subset considered. |
double[] |
getCriterionValues(int numVariables)
Returns an array containing the values of the best criterion for the number of variables considered. |
int[][] |
getIndependentVariables(int numVariables)
Returns the identification numbers for the independent variables for the number of variables considered and in the same order as the criteria returned by getCriterionValues(int) . |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Method Detail |
public double[][] getCoefficientStatistics(int regressionIndex)
The value set by method
SelectionRegression.setMaximumBestFound(int)
determines the total
number of best regressions to find. The number of best regression
is equal to (maxSubset
x maxFound
), if criterion
R_SQUARED_CRITERION
is specified or it is equal to
maxFound
if either MALLOWS_CP_CRITERION
or
ADJUSTED_R_SQUARED_CRITERION
is specified.
Each row contains statistics related to the regression coefficients of the best models. The regressions are ordered so that the better regressions appear first. The statistic in the columns are as follows (inferences are conditional on the selected model):
Column | Description |
0 | variable number |
1 | coefficient estimate |
2 | estimated standard error of the estimate |
3 | t-statistic for the test that the coefficient is 0 |
4 | p-value for the two-sided t test |
regressionIndex
- An int
which specifies the index
of the best regression statistics to return.
There will be 0 to (maxSubset
x maxFound
- 1)
best regressions if R_SQUARED_CRITERION
is specified or 0 to (maxFound
- 1)
if either MALLOWS_CP_CRITERION
or
ADJUSTED_R_SQUARED_CRITERION
is
specified.
double
array containing
the regression statistics.SelectionRegression.R_SQUARED_CRITERION
,
SelectionRegression.ADJUSTED_R_SQUARED_CRITERION
,
SelectionRegression.MALLOWS_CP_CRITERION
public double[] getCriterionValues(int numVariables)
numVariables
- An int
which specifies the number
of variables considered.
double
array with maxSubset
rows and nCandidate
columns containing the
criterion values.public int[][] getIndependentVariables(int numVariables)
getCriterionValues(int)
.
numVariables
- An int
which specifies the number
of variables considered.
int
matrix containing the
identification numbers for the independent variables
considered.
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JMSLTM Numerical Library 4.0 | ||||||||
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SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |