IMSL C# Numerical Library

StepwiseRegression Members

StepwiseRegression overview

Public Instance Constructors

StepwiseRegression Overloaded. Initializes a new instance of the StepwiseRegression class.

Public Instance Properties

ANOVA An analysis of variance table and related statistics.
CoefficientTTests The student-t test statistics for the regression coefficients.
CoefficientVIF The variance inflation factors for the final model in this invocation.
CovariancesSwept Results after cov has been swept for the columns corresponding to the variables in the model.
Force Forces independent variables into the model based on their level assigned from Levels.
History The stepwise regression history for the independent variables.
Levels The levels of priority for variables entering and leaving the regression.
Method Specifies the stepwise selection method, forward, backward, or stepwise Regression.
PValueIn Defines the largest p-value for variables entering the model.
PValueOut Defines the smallest p-value for removing variables.
Swept An array containing information indicating whether or not a particular variable is in the model.
Tolerance The tolerance used to detect linear dependence among the independent variables.

Public Instance Methods

Compute Builds the multiple linear regression models using forward selection, backward selection, or stepwise selection.
Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object) Gets the Type of the current instance.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

StepwiseRegression Class | Imsl.Stat Namespace | Example 1