regression_statistics Derived Type

type, public :: regression_statistics

A container for regression-related statistical information.


Contents


Components

Type Visibility Attributes Name Initial
real(kind=real64), public :: confidence_interval

The confidence interval for the parameter at the level determined by the regression process.

real(kind=real64), public :: probability

The probability that the coefficient is not statistically important. A statistically important coefficient will have a low probability (p-value), typically 0.05 or lower; however, a p-value of up to ~0.2 may be acceptable dependent upon the problem. Typically any p-value larger than ~0.2 indicates the parameter is not statistically important for the model.

real(kind=real64), public :: standard_error

The standard error for the model coefficient.

real(kind=real64), public :: t_statistic

The T-statistic for the model coefficient.