Assembly: Stat;
The ISmCensoredTruncatedRegression interface is used to estimate linear regression with truncated or censored data.
ISmCensoredTruncatedRegression
Data type in the model (truncated or censored data) is determined in the ISmCensoredTruncatedRegression.ModelType property.
Property name | Brief description | |
DistributionType | The DistributionType property determines type of error distribution. | |
Explained | The Explained property determines an explained series. | |
Explanatories | The Explanatories property returns a collection of explanatory series. | |
Fitted | The Fitted property returns a modeling series. | |
Forecast | The Forecast property returns the forecasting series. | |
LatentFitted | The LatentFitted property returns a latent modeling series. | |
LatentForecast | The LatentForecast property returns a latent forecasting series. | |
LeftBound | The LeftBound property returns the left (lower) truncation bound for the observations. | |
MaxIteration | The MaxIteration property determines the maximum number of iterations in which the method should be calculated. | |
MissingData | The MissingData property determines missing data treatment method. | |
ModelCoefficients | The ModelCoefficients property returns parameters of model coefficients. | |
ModelPeriod | The ModelPeriod property returns sample period parameters for a method. | |
ModelType | The ModelType property determines the model type. | |
Residuals | The Residuals property returns a residual series. | |
RightBound | The RightBound property returns right (upper) truncation bound for the observations. | |
Sigma | The Sigma property returns sigma value. | |
SigmaSE | The SigmaSE property returns value of the sigma standard error. | |
SigmaZStatErr | The SigmaZStatErr property returns value of Z-statistics sigma error. | |
SigmaZStatProbErr | The SigmaZStatProbErr property returns value of Z-statistics sigma error probability. | |
SummaryStatistics | The SummaryStatistics property returns values of summary statistics. | |
Tolerance | The Tolerance property returns accuracy of method calculation. |
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:
Stat Assembly Interfaces | Linear regression with truncated and censored data