IMsNonLinearRegressionTransform.StatCoefficientsByIndex

Syntax

StatCoefficientsByIndex(Coord: IMsFormulaTransformCoord;
Index: Integer): ISlConstCoefficients;

Parameters

Coord. The output variable slice for which calculation is performed.

Index. Coefficient index.

Description

The StatCoefficientsByIndex property returns the values of summary statistics calculated for coefficients of the identified model equation by coefficient index.

Comments

To get coefficient array, use the IMsNonLinearRegressionTransform.Coefficients property.

Example

Executing the example requires that the repository contains a modeling container with the MS identifier containing a model with the MODEL_NONLINEAR identifier calculated by the Non-Linear Regression (Non-Linear Least-Squares Method Estimation) method.

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

Sub UserProc;
Var
    mb: IMetabase;
    MsKey: Integer;
    Model: IMsModel;
    Transform: IMsFormulaTransform;
    NonLinear: IMsNonLinearRegressionTransform;
    Calc: IMsModelCalculation;
    OutputVar: IMsFormulaTransformVariable;
    Coord: IMsFormulaTransformCoord;
    CoefData: Array Of Double;
    Coef: Array Of String;
    j: Integer;
    ConstCoeff: ISlConstCoefficients;
Begin
    // Get current repository
    mb := MetabaseClass.Active;
    // Get modelling container key
    MsKey := mb.GetObjectKeyById("MS");
    // Get the model
    Model := mb.ItemByIdNamespace("MODEL_NONLINEAR", MsKey).Edit As IMsModel;
    // Get model parameters
    Transform := Model.Transform;
    // Get calculation method parameters
    NonLinear := Transform.FormulaItem(0).Method As IMsNonLinearRegressionTransform;
    // Set significance of confidence limits
    NonLinear.ConfidenceLevel := 0.90;
    // Add a new coefficient to model equation
    NonLinear.Expression.AsString := "(" + NonLinear.Expression.AsString + ") * A1";
    // Create model calculation settings
    Calc := Model.CreateCalculation;
    // Set calculation periods
    Calc.Period.IdentificationStartDate := DateTime.Parse("01.01.1990");
    Calc.Period.IdentificationEndDate := DateTime.Parse("01.01.2010");
    Calc.Period.ForecastStartDate := DateTime.Parse("01.01.2011");
    Calc.Period.ForecastEndDate := DateTime.Parse("01.01.2017");
    // Get output variable
    OutputVar := Transform.Outputs.Item(0);
    // Get output variable parameters required for model calculation
    Coord := Transform.CreateCoord(OutputVar);
    // Identify model coefficients
    NonLinear.Identify(Calc As IMsMethodCalculation, Coord);
    // Get identified coefficients
    CoefData := NonLinear.CoefficientsData(Coord);
    // Get coefficient names
    Coef := NonLinear.Coefficients;
    // Output names, values and summary statistics of coefficients in the console window
    Debug.WriteLine("Values and standard coefficient error");
    For j := 0 To CoefData.Length - 1 Do
        // Output name, value of coefficient
        Debug.Write("    " + Coef[j] + ": " + CoefData[j].ToString);
        // Get summary statistics of coefficient
        ConstCoeff := NonLinear.StatCoefficientsByIndex(Coord, j);
        // Output standard coefficient error
        Debug.WriteLine("; " + ConstCoeff.StandardError.ToString);
    End For;
    // Save changes in the model
    (Model As IMetabaseObject).Save;
End Sub UserProc;

After executing the example the model parameters are changed, the console window will display values and standard coefficient error of the model.