LinearRegressionAnova Class

Class LinearRegressionAnova tests overall model significance for linear regressions computed by class LinearRegression.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreLinearRegressionAnova

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

[SerializableAttribute]
public class LinearRegressionAnova : ICloneable

<SerializableAttribute>
Public Class LinearRegressionAnova
	Implements ICloneable

[SerializableAttribute]
public ref class LinearRegressionAnova : ICloneable

[<SerializableAttribute>]
type LinearRegressionAnova = 
    class
        interface ICloneable
    end

The LinearRegressionAnova type exposes the following members.

Constructors

	Name	Description
	LinearRegressionAnova(LinearRegression)	Constructs a LinearRegressionAnova instance for the given linear regression.
	LinearRegressionAnova(DoubleMatrix, DoubleVector, DoubleVector, DoubleVector)	Construct a linear model ANOVA from the data, calculated parameters and optional weights.

Properties

	Name	Description
	AdjustedRsquared	Gets the adjusted coefficient of determination.
	ErrorDegreesOfFreedom	Gets the number of degrees of freedom for the model error.
	FStatistic	Gets the overall F statistic for the model.
	FStatisticPValue	Gets the p-value for the F statistic.
	MeanSquaredRegression	Gets the mean squared for the regression.
	MeanSquaredResidual	Gets the mean squared residual.
	ModelDegreesOfFreedom	Gets the number of degrees of freedom for the model.
	RegressionSumOfSquares	Gets the regression sum of squares.
	ResidualSumOfSquares	Gets the residual sum of squares.
	RSquared	Gets the coefficient of determination.

Methods

	Name	Description
	Clone	Creates a deep copy of this LinearRegressionAnova.
	FStatisticCriticalValue	Computes the critical value for the F statistic at the given signicance level.