- :basis [Object Method]
Returns the indices of the variables used in fitting the model.
- :coef-estimates [Object Method]
Returns the OLS (ordinary least squares) estimates of the regression
coefficients. Entries beyond the intercept correspond to entries in basis.
- :coef-standard-errors [Object Method]
Returns estimated standard errors of coefficients. Entries beyond the
intercept correspond to entries in basis.
- :df [Object Method]
Returns the number of degrees of freedom in the model.
- :display [Object Method]
Prints the least squares regression summary. Variables not used in the fit
are marked as aliased.
- :fit-values [Object Method]
Returns the fitted values for the model.
- :intercept &optional new-intercept [Object Method]
With no argument returns T if the model includes an intercept term, nil if
not. With an argument NEW-INTERCEPT the model is changed to include or exclude
an intercept, according to the value of NEW-INTERCEPT, and estimates are
recomputed.
- :leverages [Object Method]
Returns the diagonal elements of the hat matrix.
- :num-cases [Object Method]
Returns the number of cases in the model.
- :num-coefs [Object Method]
Returns the number of coefficients in the fit model (including the
intercept if the model includes one).
- :plot-bayes-residuals &optional x-values [Object Method]
Opens a window with a plot of the standardized residuals and two standard
error bars for the posterior distribution of the actual deviations from the
line. See Chaloner and Brant. If X-VALUES are not supplied the fitted values
are used. The plot can be linked to other plots with the link-views function.
Returns a plot object.
- :plot-residuals &optional x-values [Object Method]
Opens a window with a plot of the residuals. If X-VALUES are not supplied
the fitted values are used. The plot can be linked to other plots with the
link-views function. Returns a plot object.
- :r-squared [Object Method]
Returns the sample squared multiple correlation coefficient, R squared, for
the regression.
- :residuals [Object Method]
Returns the raw residuals for a model without weights. If the model
includes weights the raw residuals times the square roots of the weights
are returned.
- :sigma-hat [Object Method]
Returns the estimated standard deviation of the deviations about the
regression line.
- :sum-of-squares [Object Method]
Returns the error sum of squares for the model.
- :weights &optional new-w [Object Method]
With no argument returns the weight sequence as supplied to m; NIL means
ans unweighted model. NEW-W sets the weights sequence to NEW-W and
recomputes the estimates.
- :x-matrix [Object Method]
Returns the X matrix for the model, including a column of 1's, if
appropriate. Columns of X matrix correspond to entries in basis.
- :xtxinv [Object Method]
Returns (inverse (matmult (transpose (send self :x-matrix)) (send self :x-matrix))).