Computes the best weighted multiple linear regression models.
double matrix containing the observations of the candidate (independent) variables. double array containing the observations of the dependent variable. double array containing the weight for each of the observations. The number of columns in x must be equal to the number of variables set in the constructor.
| Exception Type | Condition |
|---|---|
| NoVariablesException | is thrown if no variables can enter any model |
| NegativeWeightException | is thrown if a weight is less than zero. |
| TooManyObsDeletedException | is thrown if more observations have been deleted than were originally entered |
| MoreObsDelThanEnteredException | is thrown if more observations are being deleted from the output covariance matrix than were originally entered |
| DiffObsDeletedException | is thrown if different observations are being deleted from the return matrix than were originally entered |
SelectionRegression Class | Imsl.Stat Namespace | SelectionRegression.Compute Overload List