QRegStatistics

Assembly: Stat;

Description

The QRegStatistics class determines quantile regression characteristics.

Comments

To get characteristics of quantile regression, use the ISmQuantileRegression.QRegStatistics property.

Properties inherited from IQRegStatistics

  Property name

Brief description
Objective

The Objective property returns criterion function value.
RestrObjective

The RestrObjective property returns criterion function value for the model y = c.
QDependentVar

The QDependentVar property returns explained variable quantile.
PseudoR2

The PseudoR2 property returns pseudo determination coefficient.
AdjR2

The AdjR2 property returns adjusted determination coefficient.
Sparsity

The Sparsity property returns sparsity of observations.

See also:

Stat Assembly Classes