<div dir="ltr"><div><div><div>Dear Eric,<br><br></div>Thank you very much for the detailed explanations.<br><br></div>I am very grateful.<br><br></div>God bless you.<br><div class="gmail_extra"><br clear="all"><div><div dir="ltr">
Samuel Ogbonna Enibe<br></div></div><br><div class="gmail_quote">On Fri, Jul 25, 2014 at 9:08 AM, Eric Dubois <span dir="ltr"><<a href="mailto:grocer.toolbox@gmail.com" target="_blank">grocer.toolbox@gmail.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div><div><div><div><div><div><div>Hello Samuel.<br><br></div>For the standard errors of the coefficients, they can be derived from the results fo the regression.<br>
<br></div>You have to store these resulst in atlist, say myres as follows:<br>
</div>--> myres=ols([your input])<br><br></div>and then<br></div>--> stderr=myres('beta') ./ myres('tstat')<br><br></div>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')<br>
<br></div>As for confidence intervals, it is a little bit more tedious but also feasible:<br><div class="gmail_extra">--> 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 <br>
</div><div class="gmail_extra">--> conf=[myres('beta')+scale*stderr , myres('beta')-scale*stderr] <br></div><div class="gmail_extra">// 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<br>
</div><div class="gmail_extra"><br></div><div class="gmail_extra">I will add these fetaures in a future Grocer version/.<br></div><div class="gmail_extra"><br></div><div class="gmail_extra">Éric.<br></div><div class="gmail_extra">
<br><div class="gmail_quote">2014-07-24 23:56 GMT+02:00 Samuel Enibe <span dir="ltr"><<a href="mailto:samuel.enibe@unn.edu.ng" target="_blank">samuel.enibe@unn.edu.ng</a>></span>:<div><div class="h5"><br><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div dir="ltr"><div>Thanks once more.<br></div>I have been able to use the <b>ols</b> 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
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<div class="gmail_extra"><br></div><div class="gmail_extra">I will appreciate any further insights.<br><br clear="all"></div><div class="gmail_extra"><div><div dir="ltr">Samuel Ogbonna Enibe<br></div></div><br><br><div class="gmail_quote">
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On Thu, Jul 24, 2014 at 9:42 PM, Eric Dubois <span dir="ltr"><<a href="mailto:grocer.toolbox@gmail.com" target="_blank">grocer.toolbox@gmail.com</a>></span> wrote:<br></div><div><div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">
<div dir="ltr">Hello Samuel.<div><br></div><div>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?</div><div><br></div><div>
Éric.</div></div><div class="gmail_extra"><br><br><div class="gmail_quote">2014-07-24 17:35 GMT+02:00 Samuel Enibe <span dir="ltr"><<a href="mailto:samuel.enibe@unn.edu.ng" target="_blank">samuel.enibe@unn.edu.ng</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div><div><div dir="ltr"><div><div><div>Dear sir,<br><br></div>I am using the <b>linregr</b> multiple regression function to analyse some field data. I have obtained the multiple regression coefficients <b>b</b> built into the <b>stat</b> output variable. For each coefficient <b>b(i)</b>, I need to determine the standard error, Z-score, P-value and 95% confidence interval.<br>
<br></div>How can I do this with <b>linregr</b> or any other suitable SCILAB function. I have found it a bit difficult using the <b>automatic</b> and similar functions built into the <b>Grocer</b> toolbox of Eric DuBois which could have been a way out.<br>
<br></div>I will appreciate any help.<br><br clear="all"><div><div><div><div><div><div dir="ltr">Samuel Ogbonna Enibe<br><br><a href="mailto:enibesam@yahoo.com" target="_blank"></a></div></div>
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