ISummaryStatistics.LogL

Fore Syntax

LogL: Double;

Fore.NET Syntax

LogL: double;

Description

The LogL property returns log-likelihood function.

Comments

It is used in regression model tests for redundant or missing variables.

Fore Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    LinearR: SmLinearRegress;
    can, fr: Array[9] Of Double;
    res, i: Integer;
    Con: IIntercept;
    ss: ISummaryStatistics;
Begin
    LinearR := New SmLinearRegress.Create;
    For i := 0 To 8 Do
        can[i] := 1230 + i * 302;
        fr[i] := 579.5 + i * 9.4;
    End For;
    // Set model parameters
    LinearR.Explained.Value := can;
    LinearR.Explanatories.Add.Value := fr;
    Con := LinearR.ModelCoefficients.Intercept;
    con.Mode := InterceptMode.ManualEstimate;
    con.Estimate := 35.7;
    // Run calculation
    res := LinearR.Execute;
    ss := LinearR.SummaryStatistics;
    Debug.Write("Log-likelihood function: ");
    Debug.WriteLine(ss.LogL);
    Debug.Write("Restricted log-likelihood function: ");
    Debug.WriteLine(ss.RestrLogL);
    Debug.Write("p-value of probability for LR-statistics: ");
    Debug.WriteLine(ss.LRprobability);
    Debug.Write("LR-statistic: ");
    Debug.WriteLine(ss.LRstatistic);
End Sub UserProc;

After executing the example the console window displays summary statistics:

Log-likelihood function.
Restricted log-likelihood function.
p-value of probability for LR-statistics.
LR-statistics value.

Fore Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    LinearR: SmLinearRegress;
    can, fr: Array[9] Of Double;
    res, i: Integer;
    Con: IIntercept;
    ss: ISummaryStatistics;
Begin
    LinearR := New SmLinearRegress.Create();
    For i := 0 To 8 Do
        can[i] := 1230 + i * 302;
        fr[i] := 579.5 + i * 9.4;
    End For;
    // Set model parameters
    LinearR.Explained.Value := can;
    LinearR.Explanatories.Add().Value := fr;
    Con := LinearR.ModelCoefficients.Intercept;
    con.Mode := InterceptMode.imManualEstimate;
    con.Estimate := 35.7;
    // Calculate
    res := LinearR.Execute();
    ss := LinearR.SummaryStatistics;
    System.Diagnostics.Debug.Write("Log-likelihood function: ");
    System.Diagnostics.Debug.WriteLine(ss.LogL);
    System.Diagnostics.Debug.Write("Restricted log-likelihood function: ");
    System.Diagnostics.Debug.WriteLine(ss.RestrLogL);
    System.Diagnostics.Debug.Write("p-value of probability for LR -statistics: ");
    System.Diagnostics.Debug.WriteLine(ss.LRprobability);
    System.Diagnostics.Debug.Write("LR-statistic: ");
    System.Diagnostics.Debug.WriteLine(ss.LRstatistic);
End Sub;