ISmPooledModel.WeightedSummaryStatistics

Syntax

WeightedSummaryStatistics: ISummaryStatistics;

Description

The WeightedSummaryStatistics property returns weighted descriptive statistics of a model.

Comments

Descriptive statistics are calculated using general formulas. The property does not calculate statistics, not relevant for the current model.

Example

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

Sub UserProc;
Var
    PooledModel: ISmPooledModel;
    yY: Array[6, 2] Of Double;
    x1x, x2x: Array[7, 2] Of Double;
    Constan: IIntercept;
    Status, i: Integer;
    d1,d2: Array Of Double;
Begin
    PooledModel := New SmPooledModel.Create;
    // Explained values
    yY[0, 0] := 20;  yY[0, 1] := 17;
    yY[1, 0] := 7;   yY[1, 1] := 28;
    yY[2, 0] := -50; YY[2, 1] := 21;
    yY[3, 0] := 20;  yY[3, 1] := 17;
    yY[4, 0] := 25;  yY[4, 1] := 7;
    yY[5, 0] := -50; YY[5, 1] := 0.1;
    PooledModel.Explained.Value := YY;
    // Explanatory values
    x1x[0, 0] := 4;   x1x[0, 1] := -1.5;
    x1x[1, 0] := 0.5; x1x[1, 1] := 5;
    x1x[2, 0] := -2;  x1x[2, 1] := 2.5;
    x1x[3, 0] := 130; x1x[3, 1] := 131;
    x1x[4, 0] := 141; x1x[4, 1] := 145;
    x1x[5, 0] := 150; x1x[5, 1] := 151;
    x1x[6, 0] := 160; x1x[6, 1] := 161;
    PooledModel.Explanatories.Add.Value := x1x;
    // Weights
    x2x[0, 0] := 3;    x2x[0, 1] := 0.5;
    x2x[1, 0] := 6;    x2x[1, 1] := 1;
    x2x[2, 0] := 0.75; x2x[2, 1] := 2;
    x2x[3, 0] := 230;  x2x[3, 1] := 231;
    x2x[4, 0] := 240;  x2x[4, 1] := 241;
    x2x[5, 0] := 250;  x2x[5, 1] := 251;
    x2x[6, 0] := 260;  x2x[6, 1] := 261;
    PooledModel.Weights := x2x;
    // Sample period
    PooledModel.ModelPeriod.FirstPoint := 1;
    PooledModel.ModelPeriod.LastPoint := 5;
    // Latest forecast point
    PooledModel.Forecast.LastPoint := 7;
    // Weights
    PooledModel.GLSWeights := GLSWeightsType.PeriodWeights;
    // Model type
    PooledModel.CrossSection := PooledModelCrossSectionType.None;
    // Parameters of model coefficients
    Constan := PooledModel.ModelCoefficients.Intercept;
    Constan.Mode := InterceptMode.None;
    // Run calculation
    Status := PooledModel.Execute;
    If Status = 0 Then
        Debug.WriteLine("=== Weighted summary statistics ===");
        Debug.WriteLine(" Determination coefficient: " + PooledModel.WeightedSummaryStatistics.R2.ToString);
        Debug.WriteLine(" Mean error: " + PooledModel.WeightedSummaryStatistics.ME.ToString);
        Debug.WriteLine(" Standard error: " + PooledModel.WeightedSummaryStatistics.SE.ToString);
        Debug.WriteLine(" Standard deviation of residuals: " + PooledModel.WeightedSummaryStatistics.SEE.ToString);
        Debug.WriteLine("=== Summary statistics ===");
        Debug.WriteLine(" Determination coefficient: " + PooledModel.SummaryStatistics.R2.ToString);
        Debug.WriteLine(" Mean error: " + PooledModel.SummaryStatistics.ME.ToString);
        Debug.WriteLine(" Standard error: " + PooledModel.SummaryStatistics.SE.ToString);
        Debug.WriteLine(" Standard deviation of residuals: " + PooledModel.SummaryStatistics.SEE.ToString);
        Debug.WriteLine("=== Residuals ===");
        For i := 0 To PooledModel.Residuals.GetUpperBound(1) Do
            d1 := PooledModel.Residuals;
            d2 := PooledModel.Residuals;
            Debug.WriteLine(" " + d1[i,0].ToString + " " + d2[i,1].ToString);
        End For;
    End If;
End Sub UserProc;

After executing the example the panel data regression model with random effects is calculated; calculation results are displayed in the console window.