The levels of priority for variables entering and leaving the
regression.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual int[] Levels { set; } |
Visual Basic (Declaration) |
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Public Overridable WriteOnly Property Levels As Integer() |
Visual C++ |
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public: virtual property array<int>^ Levels { void set (array<int>^ value); } |
Field Value
An int array containing the levels of entry into the model for each variable.
Remarks
Each variable is assigned a positive value which indicates its level
of entry into the model. A variable can enter the model only after
all variables with smaller nonzero levels of entry have entered.
Similarly, a variable can only leave the model after all variables
with higher levels of entry have left. Variables with the same level
of entry compete for entry (deletion) at each step. A value
Levels[i]=0 means the i-th variable never enters the
model. A value Levels[i]=-1 means the i-th variable is
the dependent variable. The last element in Levels must
correspond to the dependent variable, except when the
variance-covariance or sum-of-squares and crossproducts matrix is
supplied.
By default, Levels = {1, 1, ..., 1, -1}, where -1 corresponds to the dependent variable.