ISmCensoredTruncatedRegression

Assembly: Stat;

Description

The ISmCensoredTruncatedRegression interface is used to estimate linear regression with truncated or censored data.

Inheritance Hierarchy

          IStatMethod

          ISmCensoredTruncatedRegression

Comments

Data type in the model (truncated or censored data) is determined in the ISmCensoredTruncatedRegression.ModelType property.

Properties

  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.

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 | Linear regression with truncated and censored data