IMsBinaryRegressionTransform.ConfidenceLevel

Syntax

ConfidenceLevel: Double;

Description

The ConfidenceLevel property determines the confidence limits relevance. The property is set to 0.95 by default.

Example

Executing the example requires that the modeling container (CONT_MODEL) contains a model (BinReg) that uses binary regression method for calculation.

Sub Main;

Var

MB: IMetabase;

MObj: IMetabaseObject;

Model: IMsModel;

Trans: IMsFormulaTransform;

VarTrans: IMsFormulaTransformVariable;

Tree: IMsFormulaTransformSlicesTree;

Slice: IMsFormulaTransformSlice;

Selector: IMsFormulaTransformSelector;

Formula: IMsFormula;

Binary: IMsBinaryRegressionTransform;

Calc: IMsModelCalculation;

Coord: IMsFormulaTransformCoord;

Coef: IModelCoefficients;

Estim: Array Of Double;

i: Integer;

Begin

MB := MetabaseClass.Active;

MObj := MB.ItemByIdNamespace("BinReg", MB.ItemById("CONT_MODEL").Key).Edit;

Model := MObj As IMsModel;

Trans := Model.Transform;

VarTrans := Trans.Outputs.Item(0);

Tree := VarTrans.SlicesTree(VarTrans);

Slice := Tree.CreateSlice(1);

Selector := Model.Transform.CreateSelector;

Selector.Slice := Slice;

Formula := Model.Transform.Transform(Selector);

Binary := Formula.Method As IMsBinaryRegressionTransform;

// Determine the value of confidence limits

Binary.ConfidenceLevel := 0.9;

// Determine the missing data treatment method

Binary.MissingData.Method := MissingDataMethod.SampleAverage;

Calc := Model.CreateCalculation;

Calc.Period.IdentificationStartDate := DateTime.ComposeDay(2000, 01, 01);

Calc.Period.IdentificationEndDate := DateTime.ComposeDay(2007, 12, 31);

Calc.Period.ForecastStartDate := DateTime.ComposeDay(2007, 01, 01);

Calc.Period.ForecastEndDate := DateTime.ComposeDay(2010, 12, 31);

Coord := Trans.CreateCoord(VarTrans);

// Identification of new equation

Binary.Identify(Calc As IMsMethodCalculation, Coord);

// Receive the values of statistic descriptions

Coef := Binary.StatCoefficients(Coord);

// Array of evaluated values of model coefficients

Estim := Coef.Coefficients.Estimate;

// Display the array to console

For i := 0 To Estim.Length - 1 Do

Debug.WriteLine(Estim[i]);

End For;

MObj.Save;

End Sub Main;

After executing the example the model confidence relevance is 0.9. After equation identification the array of estimated model coefficients is displayed in the console window.