ISm2SLS

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISm2SLS interface implements instrumental variables method  to estimate linear regression coefficients.

Inheritance Hierarchy

          IStatMethod

          ISm2SLS

Comments

The instrumental variables method is a generalization of a standard least squares method.

Properties

	Property name	Brief description
	ARMA	The ARMA property returns autoregression and moving average parameters.
	CovarianceMatrix	The CovarianceMatrix property returns covariance matrix values.
	Explained	The Explained property determines an explained series.
	Explanatories	The Explanatories property determines explanatory series.
	Fitted	The Fitted property returns a modeling series.
	Forecast	The Forecast property determines parameters of forecasting series.
	Instrumental	The Instrumental property determines instrumental variables.
	MissingData	The MissingData property determines missing data treatment parameters.
	ModelCoefficients	The ModelCoefficients property determines coefficient parameters.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	Residuals	The Residuals property returns a residual series.
	SummaryStatistics	The SummaryStatistics property returns summary statistics.
	UseConstantAsInstrument	The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces