Package dk.alexandra.fresco.stat.regression.linear

Class LinearRegression.LinearRegressionResult

java.lang.Object
dk.alexandra.fresco.stat.regression.linear.LinearRegression.LinearRegressionResult
All Implemented Interfaces:
dk.alexandra.fresco.framework.DRes<LinearRegression.LinearRegressionResult>
Enclosing class:
LinearRegression
public static class LinearRegression.LinearRegressionResult
extends Object
implements dk.alexandra.fresco.framework.DRes<LinearRegression.LinearRegressionResult>

  • Constructor Summary

    Constructors 
    Constructor Description
    LinearRegressionResult​(dk.alexandra.fresco.stat.regression.linear.LinearRegression.State state)  

  • Method Summary

    Modifier and Type Method Description
    dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getAdjustedRSquared()
    The adjusted coefficient of determination (R2adj)
    List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getBeta()
    Estimates for the coefficients
    dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getErrorVariance()
    The regression error variance (s2) which is equal to the regression standard error squared
    dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getFTestStatistics()
    The F test statistics for null hypothesis that all coefficients are simultaneously zero.
    dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getRSquared()
    The coefficient of determination (R2)
    List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getStdErrors()
    Standard errors for each coefficient estimate
    List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getTTestStatistics()
    The t-test statistics for the null hypothesis that each coefficient are zero.
    LinearRegression.LinearRegressionResult out()  

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • LinearRegressionResult

      public LinearRegressionResult​(dk.alexandra.fresco.stat.regression.linear.LinearRegression.State state)

  • Method Details

    • getBeta

      public List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getBeta()
      Estimates for the coefficients

    • getErrorVariance

      public dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getErrorVariance()
      The regression error variance (s2) which is equal to the regression standard error squared

    • getRSquared

      public dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getRSquared()
      The coefficient of determination (R2)

    • getAdjustedRSquared

      public dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getAdjustedRSquared()
      The adjusted coefficient of determination (R2adj)

    • getStdErrors

      public List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getStdErrors()
      Standard errors for each coefficient estimate

    • getFTestStatistics

      public dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed> getFTestStatistics()
      The F test statistics for null hypothesis that all coefficients are simultaneously zero. The statistics has F(p–1,n–p) distribution where p is the number of coefficients, including the intercept.

    • getTTestStatistics

      public List<dk.alexandra.fresco.framework.DRes<dk.alexandra.fresco.lib.fixed.SFixed>> getTTestStatistics()
      The t-test statistics for the null hypothesis that each coefficient are zero. The statistics has t(n - p) distribution where p is the number of coefficients, including the intercept.

    • out

      public LinearRegression.LinearRegressionResult out()
      Specified by:
      out in interface dk.alexandra.fresco.framework.DRes<LinearRegression.LinearRegressionResult>