Beispiel #1
0
        private void estimateParameters()
        {
            LinearRegressionModel lrModel = new LinearRegressionModel(this.dependentVariable, this.independentVariables);

            this.lrProperties.IncludedObservations = this.dependentVariable.Observations;
            this.lrProperties.R             = lrModel.LSE.R;
            this.lrProperties.RSquare       = lrModel.LSE.RSquare;
            this.lrProperties.AdjRSquare    = lrModel.LSE.AdjRSquare;
            this.lrProperties.StandardError = lrModel.LSE.StandardError;
            this.lrProperties.DurbinWatson  = lrModel.DurbinWatson;

            this.lrProperties.SSR    = lrModel.LSE.SSR;
            this.lrProperties.SST    = lrModel.LSE.SSTO;
            this.lrProperties.SSE    = lrModel.LSE.SSE;
            this.lrProperties.MSE    = lrModel.LSE.MSE;
            this.lrProperties.MSR    = lrModel.LSE.MSR;
            this.lrProperties.F      = lrModel.F;
            this.lrProperties.SigOfF = lrModel.SigOfF;

            this.lrProperties.Parameters = lrModel.LSE.B.GetData();
            this.lrProperties.StandardErrorOfParameters = lrModel.StandardErrorOfParameters;
            this.lrProperties.t      = lrModel.T;
            this.lrProperties.SigOfT = lrModel.SigOfT;
            this.lrProperties.LowerBoundForParameters = lrModel.LowerBoundCIForParameters;
            this.lrProperties.UpperBoundForParameters = lrModel.UpperBoundCIForParameters;
            this.lrProperties.VIFForpredictors        = lrModel.VifForPredictors;
            this.lrProperties.PartialCorrelations     = lrModel.PartialCorrelation;
            this.lrProperties.Correlations            = lrModel.Correlations;

            this.lrTable.Actual           = lrModel.LSE.Y.GetData();
            this.lrTable.Predicted        = lrModel.LSE.YCap.GetData();
            this.lrTable.Residual         = lrModel.LSE.E.GetData();
            this.lrTable.ExpectedResidual = lrModel.ExpectedResidual;
        }
        private void estimateParameters()
        {
            LinearRegressionModel lrModel = new LinearRegressionModel(this.dependentVariable, this.independentVariables);

            this.lrProperties.IncludedObservations = this.dependentVariable.Observations;
            this.lrProperties.R = lrModel.LSE.R;
            this.lrProperties.RSquare = lrModel.LSE.RSquare;
            this.lrProperties.AdjRSquare = lrModel.LSE.AdjRSquare;
            this.lrProperties.StandardError = lrModel.LSE.StandardError;
            this.lrProperties.DurbinWatson = lrModel.DurbinWatson;

            this.lrProperties.SSR = lrModel.LSE.SSR;
            this.lrProperties.SST = lrModel.LSE.SSTO;
            this.lrProperties.SSE = lrModel.LSE.SSE;
            this.lrProperties.MSE = lrModel.LSE.MSE;
            this.lrProperties.MSR = lrModel.LSE.MSR;
            this.lrProperties.F = lrModel.F;
            this.lrProperties.SigOfF = lrModel.SigOfF;

            this.lrProperties.Parameters = lrModel.LSE.B.GetData();
            this.lrProperties.StandardErrorOfParameters = lrModel.StandardErrorOfParameters;
            this.lrProperties.t = lrModel.T;
            this.lrProperties.SigOfT = lrModel.SigOfT;
            this.lrProperties.LowerBoundForParameters = lrModel.LowerBoundCIForParameters;
            this.lrProperties.UpperBoundForParameters = lrModel.UpperBoundCIForParameters;
            this.lrProperties.VIFForpredictors = lrModel.VifForPredictors;
            this.lrProperties.PartialCorrelations = lrModel.PartialCorrelation;
            this.lrProperties.Correlations = lrModel.Correlations;

            this.lrTable.Actual = lrModel.LSE.Y.GetData();
            this.lrTable.Predicted = lrModel.LSE.YCap.GetData();
            this.lrTable.Residual = lrModel.LSE.E.GetData();
            this.lrTable.ExpectedResidual = lrModel.ExpectedResidual;
        }