StepwiseRegression.CoefficientTTests (JMSL Numerical Library)

Overview

Package

Class

Tree

Index

Help

JMSL^TM Numerical Library 6.1

PREV CLASS NEXT CLASS

FRAMES NO FRAMES

SUMMARY: NESTED | FIELD | CONSTR | METHOD

DETAIL: FIELD | CONSTR | METHOD

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
extends Object
implements Serializable

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

See Also:: Serialized Form

Method Summary
`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.

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.

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.