Structure to store multiple regression analysis results. More...

#include <linear_regression.hpp>

Public Attributes
std::vector< double >	coefficients
	Regression coefficients (b0, b1, ..., bp)

std::vector< double >	coefficient_se
	Standard errors of coefficients.

std::vector< double >	t_statistics
	t-statistics

std::vector< double >	p_values
	p-values

double	r_squared
	Coefficient of determination R^2.

double	adj_r_squared
	Adjusted R^2.

double	residual_se
	Residual standard error.

double	f_statistic
	F-statistic.

double	f_p_value
	p-value for F-test

double	df_regression
	Regression degrees of freedom.

double	df_residual
	Residual degrees of freedom.

double	ss_total
	Total sum of squares.

double	ss_regression
	Regression sum of squares.

double	ss_residual
	Residual sum of squares.

Detailed Description

Structure to store multiple regression analysis results.

Holds regression coefficients, standard errors, test statistics, and coefficient of determination for multiple regression y = b0 + b1*x1 + ... + bp*xp.

Definition at line 62 of file linear_regression.hpp.

Member Data Documentation

◆ adj_r_squared

double statcpp::multiple_regression_result::adj_r_squared

Adjusted R^2.

Definition at line 68 of file linear_regression.hpp.

◆ coefficient_se

std::vector<double> statcpp::multiple_regression_result::coefficient_se

Standard errors of coefficients.

Definition at line 64 of file linear_regression.hpp.

◆ coefficients

std::vector<double> statcpp::multiple_regression_result::coefficients

Regression coefficients (b0, b1, ..., bp)

Definition at line 63 of file linear_regression.hpp.

◆ df_regression

double statcpp::multiple_regression_result::df_regression

Regression degrees of freedom.

Definition at line 72 of file linear_regression.hpp.

◆ df_residual

double statcpp::multiple_regression_result::df_residual

Residual degrees of freedom.

Definition at line 73 of file linear_regression.hpp.

◆ f_p_value

double statcpp::multiple_regression_result::f_p_value

p-value for F-test

Definition at line 71 of file linear_regression.hpp.

◆ f_statistic

double statcpp::multiple_regression_result::f_statistic

F-statistic.

Definition at line 70 of file linear_regression.hpp.

◆ p_values

std::vector<double> statcpp::multiple_regression_result::p_values

p-values

Definition at line 66 of file linear_regression.hpp.

◆ r_squared

double statcpp::multiple_regression_result::r_squared

Coefficient of determination R^2.

Definition at line 67 of file linear_regression.hpp.

◆ residual_se

double statcpp::multiple_regression_result::residual_se

Residual standard error.

Definition at line 69 of file linear_regression.hpp.

◆ ss_regression

double statcpp::multiple_regression_result::ss_regression

Regression sum of squares.

Definition at line 75 of file linear_regression.hpp.

◆ ss_residual

double statcpp::multiple_regression_result::ss_residual

Residual sum of squares.

Definition at line 76 of file linear_regression.hpp.

◆ ss_total

double statcpp::multiple_regression_result::ss_total

Total sum of squares.

Definition at line 74 of file linear_regression.hpp.

◆ t_statistics

std::vector<double> statcpp::multiple_regression_result::t_statistics

t-statistics

Definition at line 65 of file linear_regression.hpp.

The documentation for this struct was generated from the following file:

include/statcpp/linear_regression.hpp

Public Attributes