IMsBinaryRegressionTransform.StatCoefficients

Syntax

StatCoefficients(Coord: IMsFormulaTransformCoord): IModelCoefficients;

Parameters

Coord. Output variable slice, for which calculation is executed.

Description

The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.

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 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 confidence limits significance
    Binary.ConfidenceLevel:= 0.9;
    // Determine a missing data treatment method
    Binary.MissingData.Method:= MissingDataMethod.SampleAverage;
    Calc := Model.CreateCalculation;
    Calc.Period.IdentificationStartDate:= DateTime.ComposeDay(20000101);
    Calc.Period.IdentificationEndDate:= DateTime.ComposeDay(20071231);
    Calc.Period.ForecastStartDate:= DateTime.ComposeDay(20070101);
    Calc.Period.ForecastEndDate:= DateTime.ComposeDay(20101231);
    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 Main;

After executing the example some parameters of the model are changed. After equation identification the array of estimated model coefficients is displayed in the console window.

See also:

IMsBinaryRegressionTransform