weka.classifiers.evaluation

## Class RegressionAnalysis

- java.lang.Object
- - weka.classifiers.evaluation.RegressionAnalysis

-     public class RegressionAnalysis
      extends java.lang.Object

  Analyzes linear regression model by using the Student's t-test on each coefficient. Also calculates R^2 value and F-test value. More information: http://en.wikipedia.org/wiki/Student's_t-test http://en.wikipedia.org/wiki/Linear_regression http://en.wikipedia.org/wiki/Ordinary_least_squares
  Version:
    $Revision: $
  Author:
    Chris Meyer: cmeyer@udel.edu University of Delaware, Newark, DE, USA CISC 612: Design extension implementation

- - ### Constructor Summary

    Constructors
    Constructor and Description
    `RegressionAnalysis()`

  - ### Method Summary

    All Methods Static Methods Instance Methods Concrete Methods
    Modifier and Type | Method and Description
    --- | ---
    `static double` | `calculateAdjRSquared(double rsq, int n, int k)` Returns the adjusted R-squared value for a linear regression model.
    `static double` | `calculateFStat(double rsq, int n, int k)` Returns the F-statistic for a linear regression model.
    `static double` | `calculateRSquared(Instances data, double ssr)` Returns the R-squared value for a linear regression model, where sum of squared residuals is already calculated.
    `static double` | `calculateSSR(Instances data, Attribute chosen, double slope, double intercept)` Returns the sum of squared residuals of the simple linear regression model: y = a + bx.
    `static double[]` | `calculateStdErrorOfCoef(Instances data, Attribute chosen, double slope, double intercept, int df)` Returns the standard errors of slope and intercept for a simple linear regression model: y = a + bx.
    `static double[]` | `calculateStdErrorOfCoef(Instances data, boolean[] selected, double ssr, int n, int k)` Returns an array of the standard errors of the coefficients in a multiple linear regression.
    `static double[]` | `calculateTStats(double[] coef, double[] stderror, int k)` Returns an array of the t-statistic of each coefficient in a multiple linear regression model.
    `java.lang.String` | `getRevision()` Returns the revision string.

    - ### Methods inherited from class java.lang.Object

      `equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

- - ### Constructor Detail

    - #### RegressionAnalysis

          public RegressionAnalysis()

  - ### Method Detail

    - #### calculateSSR

          public static double calculateSSR(Instances data,
                                            Attribute chosen,
                                            double slope,
                                            double intercept)
                                     throws java.lang.Exception

      Returns the sum of squared residuals of the simple linear regression model: y = a + bx.
      Parameters:
        `data` - (the data set)
        `chosen` - (chosen x-attribute)
        `slope` - (slope determined by simple linear regression model)
        `intercept` - (intercept determined by simple linear regression model)
      Returns:
        sum of squared residuals
      Throws:
        `java.lang.Exception` - if there is a missing class value in data

    - #### calculateRSquared

          public static double calculateRSquared(Instances data,
                                                 double ssr)
                                          throws java.lang.Exception

      Returns the R-squared value for a linear regression model, where sum of squared residuals is already calculated. This works for either a simple or a multiple linear regression model.
      Parameters:
        `data` - (the data set)
        `ssr` - (sum of squared residuals)
      Returns:
        R^2 value
      Throws:
        `java.lang.Exception` - if there is a missing class value in data

    - #### calculateAdjRSquared

          public static double calculateAdjRSquared(double rsq,
                                                    int n,
                                                    int k)

      Returns the adjusted R-squared value for a linear regression model. This works for either a simple or a multiple linear regression model.
      Parameters:
        `rsq` - (the model's R-squared value)
        `n` - (the number of instances in the data)
        `k` - (the number of coefficients in the model: k>=2)
      Returns:
        the adjusted R squared value

    - #### calculateFStat

          public static double calculateFStat(double rsq,
                                              int n,
                                              int k)

      Returns the F-statistic for a linear regression model.
      Parameters:
        `rsq` - (the model's R-squared value)
        `n` - (the number of instances in the data)
        `k` - (the number of coefficients in the model: k>=2)
      Returns:
        F-statistic

    - #### calculateStdErrorOfCoef

          public static double[] calculateStdErrorOfCoef(Instances data,
                                                         Attribute chosen,
                                                         double slope,
                                                         double intercept,
                                                         int df)
                                                  throws java.lang.Exception

      Returns the standard errors of slope and intercept for a simple linear regression model: y = a + bx. The first element is the standard error of slope, the second element is standard error of intercept.
      Parameters:
        `data` - (the data set)
        `chosen` - (chosen x-attribute)
        `slope` - (slope determined by simple linear regression model)
        `intercept` - (intercept determined by simple linear regression model)
        `df` - (number of instances - 2)
      Returns:
        array of standard errors of slope and intercept
      Throws:
        `java.lang.Exception` - if there is a missing class value in data

    - #### calculateStdErrorOfCoef

          public static double[] calculateStdErrorOfCoef(Instances data,
                                                         boolean[] selected,
                                                         double ssr,
                                                         int n,
                                                         int k)
                                                  throws java.lang.Exception

      Returns an array of the standard errors of the coefficients in a multiple linear regression. The last element in the array is the standard error of the constant coefficient. The standard error array is used to calculate the t-statistics.
      Parameters:
        `data` - (the data set
        `selected` - (flags indicating variables used in the regression)
        `ssr` - (sum of squared residuals)
        `n` - (number of instances)
        `k` - (number of coefficients; includes constant)
      Returns:
        array of standard errors of coefficients
      Throws:
        `java.lang.Exception` - if there is a missing class value in data

    - #### calculateTStats

          public static double[] calculateTStats(double[] coef,
                                                 double[] stderror,
                                                 int k)

      Returns an array of the t-statistic of each coefficient in a multiple linear regression model.
      Parameters:
        `coef` - (array holding the value of each coefficient)
        `stderror` - (array holding each coefficient's standard error)
        `k` - (number of coefficients, includes constant)
      Returns:
        array of t-statistics of coefficients

    - #### getRevision

          public java.lang.String getRevision()

      Returns the revision string.
      Returns:
        the revision