com.imsl.stat

Class StepwiseRegression.CoefficientTTests

java.lang.Object

com.imsl.stat.StepwiseRegression.CoefficientTTests

All Implemented Interfaces:

Serializable

Enclosing class:

StepwiseRegression

public class StepwiseRegression.CoefficientTTests
extends Object
implements Serializable

CoefficientTTests() contains statistics related to the student-t test, for each regression coefficient.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
double	getCoefficient(int index) Returns the estimate for a coefficient of the independent variable.
double	getPValue(int index) Returns the p-value for the two-sided test \(H_0 : { \beta} = 0\) vs.
double	getStandardError(int index) Returns the estimated standard error for a coefficient estimate.
double	getTStatistic(int index) Returns the student-t test statistic for testing the i-th coefficient equal to zero (\({\beta}_{index} = 0 \)).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

getCoefficient

public double getCoefficient(int index)

Returns the estimate for a coefficient of the independent variable.

Parameters:

index - an int which specifies the index of the coefficient whose estimate is to be returned. index must be between 1 and the number of independent variables.

Returns:

a double which contains the estimate for the coefficient.

getStandardError

public double getStandardError(int index)

Returns the estimated standard error for a coefficient estimate.

Parameters:

index - an int which specifies the index of the coefficient whose standard error estimate is to be returned. index must be between 1 and the number of independent variables.

Returns:

a double which contains the estimated standard error for the coefficient.

getTStatistic

public double getTStatistic(int index)

Returns the student-t test statistic for testing the i-th coefficient equal to zero (\({\beta}_{index} = 0 \)).

Parameters:

index - an int which specifies the index of the coefficient whose t-test statistic is to be returned. index must be between 1 and the number of independent variables.

Returns:

a double which contains the estimated t-test statistic for the coefficient.

getPValue

public double getPValue(int index)

Returns the p-value for the two-sided test \(H_0 : { \beta} = 0\) vs. \(H_1 : {\beta} \ne 0\).

Parameters:

index - an int which specifies the index of the coefficient whose p-value is to be returned index must be between 1 and the number of independent variables

Returns:

a double which contains the estimated p-value for the coefficient