IMs2SLSTransform

Assembly: Ms;

Description

The IMs2SLSTransform interface contains properties and methods that determine model calculation options by means of the Linear Regression (Instrumental Variables Estimation) method.

Inheritance Hierarchy

IMsStochasticMethod

IMsMethod

IMs2SLSTransform

Comments

The instrumental variables method is a generalization of the normal least-squares method.

Properties

	Property name	Brief description
	ARMA	The ARMA property returns autoregression and moving average parameters.
	ARMACoefficients	The ARMACoefficients property returns estimated coefficients of autoregression and moving average.
	Coefficients	The Coefficients property determines an array of values of model equation coefficients.
	CoefUncertaintyInSECalc	The CoefUncertaintyInSECalc property determines whether to take into account coefficient uncertainty on confidence limit calculation.
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limits relevance.
	ConstantMode	The ConstantMode property determines a mode of setting model constant.
	ConstantValue	The ConstantValue property determines a value of model constant.
	Explained	The Explained property returns an output series.
	Explanatories	The Explanatories property returns the object that contains the collection of terms used in model calculation.
	Instrumental	The Instrumental property returns the object, which contains the collection of terms that are used to estimate coefficients by instrumental variables.
	IsCoefficientsSaved	The IsCoefficientsSaved property returns whether model coefficients are saved.
	MissingData	The MissingData property returns the object containing parameters of missing data treatment in the source series.
	PairCorrelationMatrix	The PairCorrelationMatrix property returns the real array containing a correlation matrix.
	StatCoefficients	The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.

Properties inherited fromIMsMethod

	Property name	Brief description
	CalculateSeries	The CalculateSeries property returns results of model calculation.
	InversionInfo	The InversionInfo property returns parameters of initial transformation applied to variable.
	ObservationsCount	The ObservationsCount property returns the number of model observations.
	PeriodAlignment	The PeriodAlignment property returns type of model calculation relative to period.
	Series	The Series property returns a set of available series used by current method in calculations.
	StatMethod	The StatMethod property returns information on statistical method used for model calculation.
	Summary	The Summary property returns summary statistics calculated for model.
	SupportsR	The SupportsR property determines whether calculation by R is enabled.
	Type	The Type property returns type of method used for model calculation.
	UseR	The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsStochasticMethod

	Method name	Brief description
	Identify	The Identify method identifies model equation coefficients.

Methods inherited fromIMsMethod

	Method name	Brief description
	Execute	The Execute method calculates model and returns calculation results.