ISmBinaryModel.SummaryStatistics

Syntax

Description

The SummaryStatistics property returns summary statistics.

Comments

Descriptive statistics are calculated using general formulas.

Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    bm: SmBinaryModel;
    can: Array[9] Of Double;
    bin2: Array[5] Of Integer;
    i, res: Integer;
    Intercept: IIntercept;
    Explanatories: ISlSeries;
Begin
    bm := New SmBinaryModel.Create;
    // Set values of the explanatory series
    can[00] := 6.209; can[05] := 5;
    can[01] := 6.385; can[06] := 6;
    can[02] := 6.29; can[07] := Double.Nan;
    can[03] := 6.25; can[08] := 8;
    can[04] := 6.1;
    // Set values of the explained series
    bin2[00] := 1; bin2[03] := 0;
    bin2[01] := 1; bin2[04] := 0;
    bin2[02] := 0;
   // Set values for the first and the last points of the sample period
    bm.ModelPeriod.FirstPoint := 1;
    bm.ModelPeriod.LastPoint := 5;
    // Set value for the last forecast point
    bm.Forecast.LastPoint := 9;
    // Select missing data treatment method
    bm.MissingData.Method := MissingDataMethod.Casewise;
    // Set model type
    bm.BinaryDistr := BinaryDistrType.Probit;
    // Set value of group division and accuracy
    bm.ClassificationCutOff := 0.5;
    bm.Tolerance := 0.001;
    // Set method of estimating the constant
    Intercept := bm.ModelCoefficients.Intercept;
    Intercept.Mode := InterceptMode.AutoEstimate;
    // Set explained series
    bm.BinaryExplained := bin2;
    // Set explanatory series
    Explanatories := bm.Explanatories;
    Explanatories.Add.Value := can;
    // Perform calculation and display error  messages
    res:=bm.Execute;
    // Display calculation results
    If (res = 0) Then
        Debug.WriteLine(" === Model series ===");
        For i := 0 To bm.Fitted.Length - 1 Do
            Debug.WriteLine(bm.Fitted[i])
        End For;
        Debug.WriteLine(" === Residuals series ===");
        For i := 0 To bm.Residuals.Length - 1 Do
            Debug.WriteLine(bm.Residuals[i])
        End For;
        Debug.WriteLine(" === Descriptive statistics === ");
        Debug.WriteLine("McFadden determination coefficient: "+bm.SummaryStatistics.McFaddenRsquared.ToString);
        Debug.WriteLine("Sum of residual squares: "+bm.SummaryStatistics.SSR.ToString);
        Debug.WriteLine("Akaike information criterion: "+bm.SummaryStatistics.AIC.ToString);
        Debug.WriteLine("Schwarz information criterion: "+bm.SummaryStatistics.SC.ToString);
        Else
            Debug.WriteLine(bm.Errors);
    End If;
End Sub UserProc;

After executing the example the console window displays a modeling series, residual series, and calculated summary statistics.