JMSLTM Numerical Library 4.0

com.imsl.stat
Class StepwiseRegression.CoefficientTTests

java.lang.Object
  extended bycom.imsl.stat.StepwiseRegression.CoefficientTTests
All Implemented Interfaces:
Serializable
Enclosing class:
StepwiseRegression

public class StepwiseRegression.CoefficientTTests
extends Object
implements Serializable

CoefficientTTests contains statistics related to the student-t test, for each regression coefficient.

See Also:
Serialized Form

Field Summary
static long serialVersionUID
           
 
Method Summary
 double getCoefficient(int index)
          Returns the estimate for a coefficient of the independent variable.
 double getPValue(int index)
          Returns the p-value for the two-sided test H_0 : {
  beta} = 0 vs.
 double getStandardError(int index)
          Returns the estimated standard error for a coefficient estimate.
 double getTStatistic(int index)
          Returns the student-t test statistic for testing the i-th coefficient equal to zero ({beta}_{index} = 0).
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

serialVersionUID

public static final long serialVersionUID
See Also:
Constant Field Values
Method Detail

getCoefficient

public double getCoefficient(int index)
Returns the estimate for a coefficient of the independent variable.

Parameters:
index - An int which specifies the index of the coefficient whose estimate is to be returned. index must be between 1 and the number of independent variables.
Returns:
A double which contains the estimate for the coefficient.

getPValue

public double getPValue(int index)
Returns the p-value for the two-sided test H_0 : {
  beta} = 0 vs. H_1 : {beta} ne 0.

Parameters:
index - An int which specifies the index of the coefficient whose p-value is to be returned. index must be between 1 and the number of independent variables.
Returns:
A double which contains the estimated p-value for the coefficient.

getStandardError

public double getStandardError(int index)
Returns the estimated standard error for a coefficient estimate.

Parameters:
index - An int which specifies the index of the coefficient whose standard error estimate is to be returned. index must be between 1 and the number of independent variables.
Returns:
A double which contains the estimated standard error for the coefficient.

getTStatistic

public double getTStatistic(int index)
Returns the student-t test statistic for testing the i-th coefficient equal to zero ({beta}_{index} = 0).

Parameters:
index - An int which specifies the index of the coefficient whose t-test statistic is to be returned. index must be between 1 and the number of independent variables.
Returns:
A double which contains the estimated t-test statistic for the coefficient.

JMSLTM Numerical Library 4.0

Copyright 1970-2006 Visual Numerics, Inc.
Built June 1 2006.