Parameter Estimate Classes

The Business Analysis Module provides container classes for storing regression model parameter estimates and their associated statistical quantities. These classes are:

RWLinearRegressionParam, for multiple linear regression parameter estimates

RWLogisticRegressionParam, for logistic regression parameter estimates

Both classes contain parameter estimates: t statistics (for linear regression), Wald chi-square statistics (for logistic regression), p-values, critical values, and confidence intervals.

Instances of these classes are constructed only by their corresponding regression classes. For example, to obtain the vector of parameter estimates for a logistic regression, you must construct an instance of RWLogisticRegression and invoke the parameterEstimates() method on the object, as demonstrated in the following example:

 

RWGenMat<double> predictorMatrix; // Values of the predictor

// variables.

RWMathVec<bool> observationVector; // Values of the dependent

// variable.

.

.

.

RWLogisticRegression lr( predictorMatrix, observationVector );

RWTValVector<RWLogisticRegressionParam> params =

lr.parameterEstimates();

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.

.

There are also classes for testing hypotheses about linear regression model parameters.