MCordingley\Regression\StatisticsGatherer\Linear::getTStatistics PHP Method

getTStatistics() public method

Calculates the t test values of each of the regression coefficients.
public getTStatistics ( ) : array
return array
    public function getTStatistics() : array
    {
        if (is_null($this->tStatistics)) {
            $this->tStatistics = array_map(function ($predictor, $SCoefficient) {
                return $predictor / $SCoefficient;
            }, $this->coefficients, $this->getStandardErrorCoefficients());
        }
        return $this->tStatistics;
    }

Usage Example

Example #1
0
 public function testStatistics()
 {
     $observations = Observations::fromArray($this->getFeatures(), $this->getOutcomes());
     $coefficients = [1.0954970633022, 0.92451598868827];
     $predictor = new LinearPredictor($coefficients);
     $statisticsGatherer = new LinearStatisticsGatherer($observations, $coefficients, $predictor);
     static::assertEquals(4, $statisticsGatherer->getDegreesOfFreedomTotal());
     static::assertEquals(3, $statisticsGatherer->getDegreesOfFreedomError());
     static::assertEquals(1, $statisticsGatherer->getDegreesOfFreedomModel());
     static::assertEquals(1.94, round($statisticsGatherer->getFStatistic(), 2));
     static::assertEquals(0.39, round($statisticsGatherer->getRSquared(), 2));
     $stdErrorCoefficients = $statisticsGatherer->getStandardErrorCoefficients();
     static::assertEquals(1.51, round($stdErrorCoefficients[0], 2));
     static::assertEquals(0.66, round($stdErrorCoefficients[1], 2));
     static::assertEquals(1.42, round($statisticsGatherer->getStandardError(), 2));
     $tStatistics = $statisticsGatherer->getTStatistics();
     static::assertEquals(0.73, round($tStatistics[0], 2));
     static::assertEquals(1.39, round($tStatistics[1], 2));
 }