import javastat.regression.lm.LinearRegression;

 

/**

 *

 * <p>Example: class LinearRegression.</p>

 * <p>Data Source: Anderson, D. R., Sweeney, D. J. and Williams, T. A. (2001).

 *    Contemporary Business Statistics with Microsoft Excel.

 *    South-Western, p. 468, p.530.

 </p>

 */

 

double[] pizzaResponse = {58, 105, 88, 118, 117, 137, 157, 169, 149,

                       202};

double[][] pizzaCovariate = { {2, 6, 8, 8, 12, 16, 20, 20, 22, 26} };

double[] hellerResponse = {102, 100, 120, 77, 46, 93, 26, 69, 65, 85};

double[][] hellerCovariate = { {120, 140, 190, 130, 155, 175, 125, 145, 180,

                               150},

                          {100, 110, 90, 150, 210, 150, 250, 270, 300,

                           250} };

myClass1 = new LinearRegression(pizzaResponse, pizzaCovariate);

coefficients = myClass1.coefficients;

fittedValues = myClass1.fittedValues;

residuals = myClass1.residuals;

testStatistic = myClass1.testStatistic;

pValue = myClass1.pValue;

confidenceInterval = myClass1.confidenceInterval;

rSquare = myClass1.rSquare;

testFStatistic = myClass1.testFStatistic;

fPValue = myClass1.fPValue;

print("The estimated coefficients (non-null constructor)                = [" +

     coefficients[0] + " , " + coefficients[1] + "]");

print("The t statistics (non-null constructor)                          = [" +

     testStatistic[0] + " , " + testStatistic[1] + "]");

 

myClass2 = new LinearRegression();

coefficients = myClass2.coefficients(hellerResponse, hellerCovariate);

confidenceInterval = myClass2.confidenceInterval(0.05, hellerResponse,

                                               hellerCovariate);

testStatistic = myClass2.testStatistic(hellerResponse, hellerCovariate);

pValue = myClass2.pValue(hellerResponse, hellerCovariate);

testFStatistic = myClass2.testFStatistic(hellerResponse, hellerCovariate);

fPValue = myClass2.fPValue(hellerResponse, hellerCovariate);

print("The f statistic (null constructor)                              =  " +

     testFStatistic);

print("The p-value for the f statistic (null constructor)                 =  " +

     fPValue);

 

Results:

The estimated coefficients based on non-null constructor      = [60.0 , 5.0]

The t statistics based on non-null constructor                = [6.503 , 8.617]

The f statistic based on null constructor                     =  6.579

The p-value for the f statistic based on null constructor        =  0.025