Defines regression statistical parameters.

Unit
Regress

TRegStats = packed record
    SSE,
    SST,
    SSR,
    ResidualVar,
    R2,
    AdjustedR2,
    F,
    SignifProb : TSample;
  end;

This structured type describes the following regression statistical parameters:

• SSE: Residual sum of squares<./li>
• SST: Total sum of squares.
• SSR: Regression sum of squares.
• ResidualVar: Residual variance (MSE).
• R2: Coefficient of determination.
• AdjustedR2: Adjusted coefficient of determination.
• F: Variance ratio (explained/residuals).
• SignifProb: Probability of F (p value).

Regression routines.

See Also
RegressTest

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