SmLIML

Assembly: Stat;

Description

The SmLIML class is used to work with the maximum likelihood method with limited information and K-class estimation method.

Properties inherited from ISmLIML

  Property name Brief description
CovarianceMatrix The CovarianceMatrix property returns covariance matrix values.
Explained The Explained property returns the source series.
Explanatories The Explanatories property returns explanatory series.
Fitted The Fitted property returns a modeling series.
Forecast The Forecast property returns forecast series parameters.
Instrumental The Instrumental property returns instrumental variables.
KClass The KClass property determines the k parameter for the K-class method.
MissingData The MissingData property returns missing data treatment methods.
ModelCoefficients The ModelCoefficients property returns estimates of model coefficients and their characteristics.
ModelPeriod The ModelPeriod property returns sample period parameters.
Residuals The Residuals property returns a residual series.
SummaryStatistics The SummaryStatistics property returns descriptive statistics of a model.
UseConstantAsInstrument The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.
UseKClass The UseKClass property determines whether to use the K-class method instead of LIML.

Properties inherited from IStatMethod

  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.

Methods inherited from IStatMethod

  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:

Stat Assembly Classes