ISm2SLS

Assembly: Stat;

Description

The ISm2SLS interface implements instrumental variables method  to estimate linear regression coefficients.

Inheritance Hierarchy

          IStatMethod

          ISm2SLS

Comments

The instrumental variables method is a generalization of a standard least squares method.

Properties

  Property name Brief description

ARMA

The ARMA property returns autoregression and moving average parameters.

CovarianceMatrix

The CovarianceMatrix property returns covariance matrix values.

Explained

The Explained property determines an explained series.

Explanatories

The Explanatories property determines explanatory series.

Fitted

The Fitted property returns a modeling series.

Forecast

The Forecast property determines parameters of forecasting series.

Instrumental

The Instrumental property determines instrumental variables.

MissingData

The MissingData property determines missing data treatment parameters.

ModelCoefficients

The ModelCoefficients property determines coefficient parameters.

ModelPeriod

The ModelPeriod property determines sample period parameters.

Residuals

The Residuals property returns a residual series.

SummaryStatistics

The SummaryStatistics property returns summary statistics.

UseConstantAsInstrument

The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.

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 Interfaces