IMsOmittedVariablesTestSettings

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsOmittedVariablesTestSettings interface is used to work with parameters of the Missing Variables Criterion diagnostic test.

Inheritance Hierarchy

          IMsDiagnosticTestSettings

          IMsOmittedVariablesTestSettings

Comments

The Omitted Variables Criterion test adds a number of new factors to an existing regression and checks whether they are making a significant contribution to the variation of the dependent variable. To work with parameters of this test, cast the value returned by the IMsDiagnosticTest.Settings property to the IMsOmittedVariablesTestSettings interface.

Properties

  Property name Brief description
The OmittedExplanatories property returns the added variables.

Properties inherited from IMsDiagnosticTestSettings

  Property name Brief description
The ConfidenceLevel property determines the significance level, on which the hypothesis is rejected.
The IncludedExplanatories property determines indexes of explanatory series.
The SupportsR property determines whether diagnostic test can be calculated by R.
The UseR property determines whether connection to R is used on diagnostic test calculation.

Methods inherited from IMsDiagnosticTestSettings

  Method name Brief description
The RefreshIncluded method refreshes the value of the IncludedExplanatories property.

See also:

Ms Assembly Interfaces