ols_regress
returns an object of class "ols_regress"
. An object
of class "ols_regress"
is a list containing the following components:
rsquare root of rsquare, correlation between observed and predicted values of dependent variable
rsqcoefficient of determination or r-square
adjradjusted rsquare
sigmaroot mean squared error
cvcoefficient of variation
msemean squared error
maemean absolute error
aicakaike information criteria
sbcbayesian information criteria
sbicsawa bayesian information criteria
prsqpredicted rsquare
error_dfresidual degrees of freedom
model_dfregression degrees of freedom
total_dftotal degrees of freedom
esserror sum of squares
rssregression sum of squares
tsstotal sum of squares
rmsregression mean square
emserror mean square
ff statistis
pp-value for f
nnumber of predictors including intercept
betasbetas; estimated coefficients
sbetasstandardized betas
std_errorsstandard errors
tvaluest values
pvaluesp-value of tvalues
dfdegrees of freedom of betas
conf_lmconfidence intervals for coefficients
titletitle for the model
dependentcharacter vector; name of the dependent variable
predictorscharacter vector; name of the predictor variables
mvarscharacter vector; name of the predictor variables including intercept
modelinput model for ols_regress