Dear Eric, Thank you very much for the detailed explanations.
I am very grateful. God bless you. Samuel Ogbonna Enibe On Fri, Jul 25, 2014 at 9:08 AM, Eric Dubois <grocer.tool...@gmail.com> wrote: > Hello Samuel. > > For the standard errors of the coefficients, they can be derived from the > results fo the regression. > > You have to store these resulst in atlist, say myres as follows: > --> myres=ols([your input]) > > and then > --> stderr=myres('beta') ./ myres('tstat') > > 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') > > As for confidence intervals, it is a little bit more tedious but also > feasible: > --> 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 > --> conf=[myres('beta')+scale*stderr , myres('beta')-scale*stderr] > // 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 > > I will add these fetaures in a future Grocer version/. > > Éric. > > 2014-07-24 23:56 GMT+02:00 Samuel Enibe <samuel.en...@unn.edu.ng>: > > Thanks once more. >> I have been able to use the *ols* 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 >> >> *"Standard error",* >> >> >> *"Z", * >> >> >> >> *"95% confidence Interval" * >> >> I will appreciate any further insights. >> >> Samuel Ogbonna Enibe >> >> >> On Thu, Jul 24, 2014 at 9:42 PM, Eric Dubois <grocer.tool...@gmail.com> >> wrote: >> >>> Hello Samuel. >>> >>> 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? >>> >>> Éric. >>> >>> >>> 2014-07-24 17:35 GMT+02:00 Samuel Enibe <samuel.en...@unn.edu.ng>: >>> >>>> Dear sir, >>>> >>>> I am using the *linregr* multiple regression function to analyse some >>>> field data. I have obtained the multiple regression coefficients *b* >>>> built into the *stat* output variable. For each coefficient *b(i)*, I >>>> need to determine the standard error, Z-score, P-value and 95% confidence >>>> interval. >>>> >>>> How can I do this with *linregr* or any other suitable SCILAB >>>> function. I have found it a bit difficult using the *automatic* and >>>> similar functions built into the *Grocer* toolbox of Eric DuBois >>>> which could have been a way out. >>>> >>>> I will appreciate any help. >>>> >>>> Samuel Ogbonna Enibe >>>> >>>> <enibe...@yahoo.com> >>>> >>>> _______________________________________________ >>>> users mailing list >>>> users@lists.scilab.org >>>> http://lists.scilab.org/mailman/listinfo/users >>>> >>>> >>> >>> _______________________________________________ >>> users mailing list >>> users@lists.scilab.org >>> http://lists.scilab.org/mailman/listinfo/users >>> >>> >> >> _______________________________________________ >> users mailing list >> users@lists.scilab.org >> http://lists.scilab.org/mailman/listinfo/users >> >> > > _______________________________________________ > users mailing list > users@lists.scilab.org > http://lists.scilab.org/mailman/listinfo/users > >
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