Hello Samuel.
For the standard errors of the coefficients, they can be derived from the
results fo the regression.
You have to store these resulst in atlist, say myres as follows:
--> myres=ols([your input])
and then
--> stderr=myres('beta') ./ myres('tstat')
For the Z statistics, could you precise what you mean by that? (if ypu mean
the Student statistics, then they are already displayed on screen in the
colum t-statistics adn can be recovered as myres('tstat')
As for confidence intervals, it is a little bit more tedious but also
feasible:
--> scale=cdft("T",myres('nobs')-myres('nvar'),0.025,0.975); // from the
Student distribution takes the value acheiving the 0.05/2 lowest part of
tyhe distribution
--> conf=[myres('beta')+scale*stderr , myres('beta')-scale*stderr]
// build the 0.95 confidence interval from the coefficients and their
standard error ; note: instead of sclae you could use the -asymptotic-
value of 1.96
I will add these fetaures in a future Grocer version/.
Éric.
2014-07-24 23:56 GMT+02:00 Samuel Enibe <[email protected]>:
> Thanks once more.
> I have been able to use the *ols* function, but there are still a few
> grey areas. It is not clear to me which of the output parameters to use in
> determining the following parameters of each regression coefficien, namely
>
> *"Standard error",*
>
>
> *"Z", *
>
>
>
> *"95% confidence Interval" *
>
> I will appreciate any further insights.
>
> Samuel Ogbonna Enibe
>
>
> On Thu, Jul 24, 2014 at 9:42 PM, Eric Dubois <[email protected]>
> wrote:
>
>> Hello Samuel.
>>
>> The equivalent of function linreg in Grocer is function ols (much simpler
>> I hope than automatic). If you still have problems with ols, what are they?
>>
>> Éric.
>>
>>
>> 2014-07-24 17:35 GMT+02:00 Samuel Enibe <[email protected]>:
>>
>>> Dear sir,
>>>
>>> I am using the *linregr* multiple regression function to analyse some
>>> field data. I have obtained the multiple regression coefficients *b*
>>> built into the *stat* output variable. For each coefficient *b(i)*, I
>>> need to determine the standard error, Z-score, P-value and 95% confidence
>>> interval.
>>>
>>> How can I do this with *linregr* or any other suitable SCILAB function.
>>> I have found it a bit difficult using the *automatic* and similar
>>> functions built into the *Grocer* toolbox of Eric DuBois which could
>>> have been a way out.
>>>
>>> I will appreciate any help.
>>>
>>> Samuel Ogbonna Enibe
>>>
>>> <[email protected]>
>>>
>>> _______________________________________________
>>> users mailing list
>>> [email protected]
>>> http://lists.scilab.org/mailman/listinfo/users
>>>
>>>
>>
>> _______________________________________________
>> users mailing list
>> [email protected]
>> http://lists.scilab.org/mailman/listinfo/users
>>
>>
>
> _______________________________________________
> users mailing list
> [email protected]
> http://lists.scilab.org/mailman/listinfo/users
>
>
_______________________________________________
users mailing list
[email protected]
http://lists.scilab.org/mailman/listinfo/users
