IMSL C# Numerical Library

StepwiseRegression Constructor (Double[,], Double[], Double[], Double[])

Creates a new instance of weighted StepwiseRegression using observation frequencies.

public StepwiseRegression(
   double[,] x,
   double[] y,
   double[] weights,
   double[] frequencies
);

Parameters

x
A double matrix of nObs by nVars, where nObs is the number of observations and nVars is the number of independent variables.
y
A double array containing the observations of the dependent variable.
weights
A double array containing the weight for each observation of x.
frequencies
A double array containing the frequency for each row of x.

Exceptions

Exception Type Condition
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
NegativeWeightException is thrown if a weight is less than zero.
NegativeFreqException is thrown if a frequency is less than zero.

See Also

StepwiseRegression Class | Imsl.Stat Namespace | StepwiseRegression Constructor Overload List