The Sm2SLS class implements the instrumental variables method to estimate linear regression coefficients.
Property name | Brief description | |
The ARMA property returns autoregression and moving average parameters. | ||
The CovarianceMatrix property returns covariance matrix values. | ||
The Explained property determines an explained series. | ||
The Explanatories property determines explanatory series. | ||
The Fitted property returns a modeling series. | ||
The Forecast property determines parameters of forecasting series. | ||
The Instrumental property determines instrumental variables. | ||
The MissingData property determines missing data treatment parameters. | ||
The ModelCoefficients property determines coefficient parameters. | ||
The ModelPeriod property determines sample period parameters. | ||
The Residuals property returns a residual series. | ||
The SummaryStatistics property returns summary statistics. | ||
The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable. |
Property name | Brief description | |
DisplayName | The DisplayName property returns the displayed method name. | |
ErrorByStatus | The ErrorByStatus property returns an error message by the error number. | |
Errors | The Errors property returns a message with all the errors and warnings. | |
Name | The Name property returns the internal method name. | |
PerformanceTime | The PerformanceTime property returns method execution time. | |
Status | The Status property returns the method execution status. | |
SupportsR | The SupportsR property returns whether statistical method can be calculated via R package. | |
UseR | The UseR property determines whether statistical method is calculated via the R package. | |
WarningByStatus | The WarningByStatus property returns a warning text by its number. | |
Warnings | The Warnings property returns the warnings that occurred on method calculation. | |
WarningsCount | The WarningsCount property returns the number of warnings that occurred on method calculation. | |
WarningsNumbers | The WarningsNumbers property returns numbers of the warnings that occurred on method calculation. |
Method Name | Brief description | |
Clone | The Clone method clones a statistical method object. | |
Execute | The Execute method executes a statistical method. | |
LoadFromXML | The LoadFromXML method loads statistical method settings from XML code. | |
SaveToXML | The SaveToXML method unloads statistical method settings to XML code. |
See also: