Package 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:

  • Method Summary

    Modifier and Type
    Method
    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 Details

    • 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