ISmPooledModel

Assembly: Stat;

Description

The ISmPooledModel interface defines parameters for panel data regression.

Inheritance Hierarchy

          IStatMethod

          ISmPooledModel

Comments

Panel data are spatial macroeconomic samples traced in time, that is, they consist in observations of the same economic units and are performed at successive periods of time.

Properties

  Property name Brief description

ARMA

The ARMA property returns autoregression and moving average parameters.

CovarianceMatrix

The CovarianceMatrix property returns covariance matrix values.

CrossSection

The CrossSection property determines type of model for panel data regression.

CrossSectionSD

The CrossSectionSD property returns the standard deviation of group errors.

CrossSectionSDinit

The CrossSectionSDinit property determines cross-section standard deviation.

Effects

The Effects property returns calculated effects.

EffectsInits

The EffectsInits property determines initial values of effects for calculation without estimation.

Explained

The Explained property determines the explained variable.

Explanatories

The Explanatories property determines explanatory variables.

Fitted

The Fitted property returns modeling series.

Forecast

The Forecast property determines parameters of forecasting series.

GLSWeights

The GLSWeights property determines the type of automatically calculated weights.

IdiosyncraticSD

The IdiosyncraticSD property returns idiosyncratic standard deviation.

IdiosyncraticSDinit

The IdiosyncraticSDinit property determines calculated specifications of random effects for calculation without estimation.

MissingData

The MissingData property determines missing data treatment parameters.

ModelCoefficients

The ModelCoefficients property returns parameters of model coefficients.

ModelPeriod

The ModelPeriod property determines sample period parameters.

RandomEffectsMethod

The RandomEffectsMethod property determines the method for calculating random effects.

Residuals

The Residuals property returns residual series.

SummaryStatistics

The SummaryStatistics property returns summary statistics.

WeightedSummaryStatistics

The WeightedSummaryStatistics property returns weighted descriptive statistics of a model.

Weights

The Weights property returns weights used in model 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 | Panel data regression