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LinearRegressionAnova Class

Class LinearRegressionAnova tests overall model significance for linear regressions computed by class LinearRegression.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreLinearRegressionAnova

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class LinearRegressionAnova : ICloneable

The LinearRegressionAnova type exposes the following members.

Constructors
  NameDescription
Public methodLinearRegressionAnova(LinearRegression)
Constructs a LinearRegressionAnova instance for the given linear regression.
Public methodLinearRegressionAnova(DoubleMatrix, DoubleVector, DoubleVector, DoubleVector)
Construct a linear model ANOVA from the data, calculated parameters and optional weights.
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Properties
  NameDescription
Public propertyAdjustedRsquared
Gets the adjusted coefficient of determination.
Public propertyErrorDegreesOfFreedom
Gets the number of degrees of freedom for the model error.
Public propertyFStatistic
Gets the overall F statistic for the model.
Public propertyFStatisticPValue
Gets the p-value for the F statistic.
Public propertyMeanSquaredRegression
Gets the mean squared for the regression.
Public propertyMeanSquaredResidual
Gets the mean squared residual.
Public propertyModelDegreesOfFreedom
Gets the number of degrees of freedom for the model.
Public propertyRegressionSumOfSquares
Gets the regression sum of squares.
Public propertyResidualSumOfSquares
Gets the residual sum of squares.
Public propertyRSquared
Gets the coefficient of determination.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this LinearRegressionAnova.
Public methodFStatisticCriticalValue
Computes the critical value for the F statistic at the given signicance level.
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See Also