TRegResultClass.CalculateRegResults Methods

Summary

Calculates additional parameters from multiple linear regression.

Declaration

Procedure CalculateRegResults(Y: TVec; V: TMtx; Constant: Boolean = True; Weights: TVec = nil; Alpha: TSample = 0.05);

Declaration

Procedure CalculateRegResults(Y: TVec; V: TMtx; RegStats: TRegStatsClass; Constant: Boolean = True; Weights: TVec = nil; Alpha: TSample = 0.05);

Parameter	Description
Y	Vector of dependent variable.
V	inverse matrix of normal equations.
Constant	If true then include intercept term b(0) in calculations. If false - set intercept term (0) to 0.0.
Weights	Weights (optional).
Alpha	Desired significance probability.
RegStats	Returns regression statistics.

Description

Calculates regression coefficient confidence intervals, standard deviation of regression coefficients, residuals and (optional) basic regression statistics. The results are stored to:

BConfInt : regression coefficients 100(1-Alpha) confidence intervals.
BStdDev : standard deviation of regression coefficients.
Residuals : Residuals.
RegStats : Regression statistics.