A container for regression-related statistical information.
Type | Visibility | Attributes | Name | Initial | |||
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real(kind=real64), | public | :: | confidence_interval |
The confidence interval for the parameter at the level determined by the regression process.
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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.
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real(kind=real64), | public | :: | standard_error |
The standard error for the model coefficient.
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real(kind=real64), | public | :: | t_statistic |
The T-statistic for the model coefficient.
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