49.2 Significance of Parameters (.NET, C#, CSharp, VB, Visual Basic, F#)
Instances of class GoodnessOfFitParameter test statistical hypothesis about individual parameters in a least squares model-fit.
Creating Goodness of Fit Parameter Objects
You can get an array of test objects for all parameters in a GoodnessOfFit using the Parameters property:
Code Example – C# goodness of fit
GoodnessOfFitParameter[] params = gof.Parameters;
Code Example – VB goodness of fit
Dim Params() As GoodnessOfFitParameter = gof.Parameters
Properties of Goodness of Fit Parameters
Class GoodnessOfFitParameter provides the following properties:
● Index gets the index of the parameter in the overall model.
● Value gets the value of the parameter.
● StandardError gets the standard error of the parameter.
● DegreesOfFreedom gets the degrees of freedom of the parameter.
Class GoodnessOfFitParameter provides the following methods for testing statistical hypotheses regarding parameter values:
● TStatisticPValue() returns the p-value for a two-sided t test with the null hypothesis that the parameter is equal to a given test value, versus the alternative hypothesis that it is not.
● TStatistic() returns the value of the t statistic for the null hypothesis that the parameter value is equal to a given test value.
● TStatisticCriticalValue() gets the critical value for the t-statistic for a given alpha level.
● ConfidenceInterval() returns a confidence interval for the parameter for a given alpha level.
For example, this code tests whether a parameter in a model is significantly different than zero:
Code Example – C# goodness of fit
double tstat = param.TStatistic( 0.0 );
double pValue = param.TStatisticPValue( 0.0 );
double criticalValue = param.TStatisticCriticalValue( 0.05 );
Interval confidenceInterval = param.ConfidenceInterval( 0.05 );
Code Example – VB goodness of fit
Dim TStat As Double = param.TStatistic(0.0)
Dim PValue As Double = param.TStatisticPValue(0.0)
Dim CriticalValue As Double = param.TStatisticCriticalValue(0.05)
Dim ConfidenceInterval As Interval = param.ConfidenceInterval(0.05)