ISmOmittedVariablesTest

The ISmOmittedVariablesTest interface defines the parameters of omitted variables test.

Inheritance Hierarchy

Comments

The test enables you to add a new factor series to an existing regression and to check whether the new factors contribute significantly to the variation of a dependent variable. The method returns the Fisher statistics, chi-square statistics, and the appropriate probability values. If the probability differs from zero significantly (that is, greater than 0.05), adding new factors to a dependent variable has no significance.

All characteristics associated with regression (modeling series, residuals, model coefficients) are calculated for a model with additional regressors.

Properties

	Property name	Brief description
	ARMA	The ARMA property determines autoregression and moving average parameters.
	ChiTest	The ChiTest property returns chi-square statistics values.
	Explained	The Explained property determines an explained series.
	Explanatories	The Explanatories property determines explanatory series.
	Fitted	The Fitted property returns a modeling series, which is calculated for a model with additional regressors.
	FTest	The FTest property returns Fisher statistics values.
	MissingData	The MissingData property determines missing data treatment method.
	ModelCoefficients	The ModelCoefficients property returns parameters of model coefficients.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	OmittedExplanatories	The OmittedExplanatories property determines additional regressors (omitted variables).
	Residuals	The Residuals property returns the residual series, which is calculated for a model with additional regressors.
	SummaryStatistics	The SummaryStatistics property returns summary statistics.

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