IMsBinaryRegressionTransform.ConfidenceLevel

Syntax

ConfidenceLevel: Double;

Description

The ConfidenceLevel property determines the confidence limits significance.

Comments

The property is set to 0.95 by default.

Example

Executing the example requires that the repository contains a modeling container with the CONT_MODEL identifier. The container contains a model with the BINREG identifier that uses the binary regression method for calculation.

Add links to the Metabase, Ms, Stat system assemblies.

Sub UserProc;
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 confidence limit significance
    Binary.ConfidenceLevel := 0.9;
    // Determine 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);
    // Get summary statistics values
    Coef := Binary.StatCoefficients(Coord);
    // Array of estimated values of model coefficients
    Estim := Coef.Coefficients.Estimate;
    // Display array in the console
    For i := 0 To Estim.Length - 1 Do
        Debug.WriteLine(Estim[i]);
    End For;
    MObj.Save;
End Sub;

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