ISmRedundantVariablesTest

Assembly: Stat;

Description

The ISmRedundantVariablesTest interface defines the parameters of redundant variables test.

Inheritance Hierarchy

          IStatMethod

          ISmRedundantVariablesTest

Comments

The test enables you to determine the statistical significance of a subset of regression factors. It checks the hypothesis on the number coefficients equality to zero for the specified subset of factors.

The function returns Fisher statistics, chi-square statistics and the appropriate probability values. If the probability value is less than 0.05, the null hypothesis is rejected at 5% significance level. If the hypothesis is not rejected, the selected factors can be removed from the regression equation.

All characteristics associated with regression (modeling series, residuals, model coefficients) are calculated for a model without redundant 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 without redundant 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.
RedundantExplanatories

 The RedundantExplanatories property determines redundant regressors.
Residuals

 The Residuals property returns a residual series, which is calculated for a model without redundant 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

  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