/* PSPP - a program for statistical analysis.
- Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013 Free Software Foundation, Inc.
+ Copyright (C) 2005, 2009, 2010, 2011, 2012, 2013, 2014 Free Software Foundation, Inc.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
size_t n_dep_vars;
unsigned int stats;
+ double ci;
bool resid;
bool pred;
memset (®ression, 0, sizeof (struct regression));
+ regression.ci = 0.95;
regression.stats = STATS_DEFAULT;
regression.pred = false;
regression.resid = false;
if (lex_match (lexer, T_LPAREN))
{
- lex_number (lexer);
+ regression.ci = lex_number (lexer) / 100.0;
lex_get (lexer);
lex_force_match (lexer, T_RPAREN);
}
STATISTICS subcommand output functions.
*/
static void reg_stats_r (const linreg *, const struct variable *);
-static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *);
+static void reg_stats_coeff (const linreg *, const gsl_matrix *, const struct variable *, const struct regression *);
static void reg_stats_anova (const linreg *, const struct variable *);
static void reg_stats_bcov (const linreg *, const struct variable *);
reg_stats_anova (c, var);
if (cmd->stats & STATS_COEFF)
- reg_stats_coeff (c, cm, var);
+ reg_stats_coeff (c, cm, var, cmd);
if (cmd->stats & STATS_BCOV)
reg_stats_bcov (c, var);
Table showing estimated regression coefficients.
*/
static void
-reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var)
+reg_stats_coeff (const linreg * c, const gsl_matrix *cov, const struct variable *var, const struct regression *cmd)
{
size_t j;
int n_cols = 7;
+ const int heading_rows = 2;
int n_rows;
int this_row;
double t_stat;
const struct variable *v;
struct tab_table *t;
+ const double df = linreg_n_obs (c) - linreg_n_coeffs (c) - 1;
+ double q = (1 - cmd->ci) / 2.0; /* 2-tailed test */
+ double tval = gsl_cdf_tdist_Qinv (q, df);
+
assert (c != NULL);
- n_rows = linreg_n_coeffs (c) + 3;
+ n_rows = linreg_n_coeffs (c) + heading_rows + 1;
+
+ if (cmd->stats & STATS_CI)
+ n_cols += 2;
t = tab_create (n_cols, n_rows);
tab_headers (t, 2, 0, 1, 0);
tab_box (t, TAL_2, TAL_2, -1, TAL_1, 0, 0, n_cols - 1, n_rows - 1);
- tab_hline (t, TAL_2, 0, n_cols - 1, 1);
+ tab_hline (t, TAL_2, 0, n_cols - 1, heading_rows);
tab_vline (t, TAL_2, 2, 0, n_rows - 1);
tab_vline (t, TAL_0, 1, 0, 0);
- tab_text (t, 2, 0, TAB_CENTER | TAT_TITLE, _("B"));
- tab_text (t, 3, 0, TAB_CENTER | TAT_TITLE, _("Std. Error"));
- tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Beta"));
- tab_text (t, 5, 0, TAB_CENTER | TAT_TITLE, _("t"));
- tab_text (t, 6, 0, TAB_CENTER | TAT_TITLE, _("Sig."));
- tab_text (t, 1, 1, TAB_LEFT | TAT_TITLE, _("(Constant)"));
- tab_double (t, 2, 1, 0, linreg_intercept (c), NULL);
+
+ tab_hline (t, TAL_1, 2, 4, 1);
+ tab_joint_text (t, 2, 0, 3, 0, TAB_CENTER | TAT_TITLE, _("Unstandardized Coefficients"));
+ tab_text (t, 2, 1, TAB_CENTER | TAT_TITLE, _("B"));
+ tab_text (t, 3, 1, TAB_CENTER | TAT_TITLE, _("Std. Error"));
+ tab_text (t, 4, 0, TAB_CENTER | TAT_TITLE, _("Standardized Coefficients"));
+ tab_text (t, 4, 1, TAB_CENTER | TAT_TITLE, _("Beta"));
+ tab_text (t, 5, 1, TAB_CENTER | TAT_TITLE, _("t"));
+ tab_text (t, 6, 1, TAB_CENTER | TAT_TITLE, _("Sig."));
+ tab_text (t, 1, heading_rows, TAB_LEFT | TAT_TITLE, _("(Constant)"));
+ tab_double (t, 2, heading_rows, 0, linreg_intercept (c), NULL);
std_err = sqrt (gsl_matrix_get (linreg_cov (c), 0, 0));
- tab_double (t, 3, 1, 0, std_err, NULL);
- tab_double (t, 4, 1, 0, 0.0, NULL);
+
+ if (cmd->stats & STATS_CI)
+ {
+ double lower = linreg_intercept (c) - tval * std_err ;
+ double upper = linreg_intercept (c) + tval * std_err ;
+ tab_double (t, 7, heading_rows, 0, lower, NULL);
+ tab_double (t, 8, heading_rows, 0, upper, NULL);
+
+ tab_joint_text_format (t, 7, 0, 8, 0, TAB_CENTER | TAT_TITLE, _("%g%% Confidence Interval for B"), cmd->ci * 100);
+ tab_hline (t, TAL_1, 7, 8, 1);
+ tab_text (t, 7, 1, TAB_CENTER | TAT_TITLE, _("Lower Bound"));
+ tab_text (t, 8, 1, TAB_CENTER | TAT_TITLE, _("Upper Bound"));
+ }
+ tab_double (t, 3, heading_rows, 0, std_err, NULL);
+ tab_double (t, 4, heading_rows, 0, 0.0, NULL);
t_stat = linreg_intercept (c) / std_err;
- tab_double (t, 5, 1, 0, t_stat, NULL);
+ tab_double (t, 5, heading_rows, 0, t_stat, NULL);
pval =
2 * gsl_cdf_tdist_Q (fabs (t_stat),
(double) (linreg_n_obs (c) - linreg_n_coeffs (c)));
- tab_double (t, 6, 1, 0, pval, NULL);
+ tab_double (t, 6, heading_rows, 0, pval, NULL);
+
for (j = 0; j < linreg_n_coeffs (c); j++)
{
struct string tstr;
ds_init_empty (&tstr);
- this_row = j + 2;
+ this_row = j + heading_rows + 1;
v = linreg_indep_var (c, j);
label = var_to_string (v);
/* Do not overwrite the variable's name. */
ds_put_cstr (&tstr, label);
- tab_text (t, 1, this_row, TAB_CENTER, ds_cstr (&tstr));
+ tab_text (t, 1, this_row, TAB_LEFT, ds_cstr (&tstr));
/*
Regression coefficients.
*/
/*
P values for the test statistic above.
*/
- pval =
- 2 * gsl_cdf_tdist_Q (fabs (t_stat),
- (double) (linreg_n_obs (c) -
- linreg_n_coeffs (c) - 1));
+ pval = 2 * gsl_cdf_tdist_Q (fabs (t_stat), df);
tab_double (t, 6, this_row, 0, pval, NULL);
ds_destroy (&tstr);
+
+ if (cmd->stats & STATS_CI)
+ {
+ double lower = linreg_coeff (c, j) - tval * std_err ;
+ double upper = linreg_coeff (c, j) + tval * std_err ;
+
+ tab_double (t, 7, this_row, 0, lower, NULL);
+ tab_double (t, 8, this_row, 0, upper, NULL);
+ }
}
tab_title (t, _("Coefficients (%s)"), var_to_string (var));
tab_submit (t);
projects / pspp / blobdiff