[Scilab-users] Test statistics with linregr function

[Samuel Enibe]

Dear Eric,

Thank you very much for the detailed explanations.

I am very grateful.

God bless you.

Samuel Ogbonna Enibe

On Fri, Jul 25, 2014 at 9:08 AM, Eric Dubois <grocer.toolbox at gmail.com>
wrote:

> 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 <samuel.enibe at unn.edu.ng>:
>
> 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 <grocer.toolbox at gmail.com>
>> 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 <samuel.enibe at unn.edu.ng>:
>>>
>>>> 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
>>>>
>>>> <enibesam at yahoo.com>
>>>>
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