Packages

class ANCOVA extends Predictor with Error

The ANCOVA class supports ANalysis of COVAriance (ANCOVA). It allows the addition of a categorical treatment variable 't' into a multiple linear regression. This is done by introducing dummy variables 'dj' to distinguish the treatment level. The problem is again to fit the parameter vector 'b' in the augmented regression equation

y = b dot x + e = b0 + b_1 * x_1 + b_2 * x_2 + ... b_k * x_k + b_k+1 * d_1 + b_k+2 * d_2 + ... b_k+l * d_l + e

where 'e' represents the residuals (the part not explained by the model). Use Least-Squares (minimizing the residuals) to fit the parameter vector

b = x_pinv * y

where 'x_pinv' is the pseudo-inverse.

See also

see.stanford.edu/materials/lsoeldsee263/05-ls.pdf

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Instance Constructors

  1. new ANCOVA(x_: MatrixD, t: VectorI, y: VectorD, levels: Int, technique: RegTechnique = QR)

    x_

    the data/design matrix of continuous variables

    t

    the treatment/categorical variable vector

    y

    the response vector

    levels

    the number of treatment levels (1, ... levels)

    technique

    the technique used to solve for b in x.t*x*b = x.t*y

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def assignDummyVars(): Unit

    Assign values for the dummy variables based on the treatment vector 't'.

  6. def assignVars(): Unit

    Assign values for the continuous variables from the 'x' matrix.

  7. val b: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  8. def backElim(): (Int, VectoD, VectoD)

    Perform backward elimination to remove the least predictive variable from the model, returning the variable to eliminate, the new parameter vector, the new quality of fit.

  9. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  10. val e: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  11. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  12. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  13. def eval(): Unit

    Compute the error and useful diagnostics.

    Compute the error and useful diagnostics.

    Definition Classes
    ANCOVAPredictor
  14. def eval(xx: MatriD, yy: VectoD): Unit

    Compute the error and useful diagnostics for the test dataset.

    Compute the error and useful diagnostics for the test dataset.

    xx

    the test data matrix

    yy

    the test response vector FIX - implement in classes

    Definition Classes
    Predictor
  15. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  16. def fit: VectoD

    Return the quality of fit including 'rSquared'.

  17. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  18. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  19. def hashCode(): Int
    Definition Classes
    AnyRef → Any
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    @native()
  20. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  21. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  22. final def notify(): Unit
    Definition Classes
    AnyRef
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    @native()
  23. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  24. def parameter: VectoD

    Return the vector of parameter/coefficient values.

    Return the vector of parameter/coefficient values.

    Definition Classes
    Predictor
  25. def predict(z: VectoD): Double

    Predict the value of y = f(z) by evaluating the formula y = b dot z, e.g., (b0, b1, b2) dot (1, z1, z2).

    Predict the value of y = f(z) by evaluating the formula y = b dot z, e.g., (b0, b1, b2) dot (1, z1, z2).

    z

    the new vector to predict

    Definition Classes
    ANCOVAPredictor
  26. def predict(z: VectoI): Double

    Given a new discrete data vector z, predict the y-value of f(z).

    Given a new discrete data vector z, predict the y-value of f(z).

    z

    the vector to use for prediction

    Definition Classes
    Predictor
  27. def residual: VectoD

    Return the vector of residuals/errors.

    Return the vector of residuals/errors.

    Definition Classes
    Predictor
  28. val rg: Regression
  29. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  30. def toString(): String
    Definition Classes
    AnyRef → Any
  31. def train(yy: VectoD): Regression

    Retrain the predictor by fitting the parameter vector (b-vector) in the multiple regression equation yy = b dot x + e = [b_0, ...

    Retrain the predictor by fitting the parameter vector (b-vector) in the multiple regression equation yy = b dot x + e = [b_0, ... b_k+l] dot [1, x_1, ..., d_1, ...] + e using the least squares method.

    yy

    the new response vector

    Definition Classes
    ANCOVAPredictor
  32. def train(): Regression

    Train the predictor by fitting the parameter vector (b-vector) in the regression equation y = b dot x + e = [b_0, ...

    Train the predictor by fitting the parameter vector (b-vector) in the regression equation y = b dot x + e = [b_0, ... b_k+l] dot [1, x_1, ..., d_1, ...] + e using the least squares method.

  33. def vif: VectorD

    Compute the Variance Inflation Factor 'VIF' for each variable to test for multi-collinearity by regressing 'xj' against the rest of the variables.

    Compute the Variance Inflation Factor 'VIF' for each variable to test for multi-collinearity by regressing 'xj' against the rest of the variables. A VIF over 10 indicates that over 90% of the variance of 'xj' can be predicted from the other variables, so 'xj' is a candidate for removal from the model.

  34. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  35. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
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    @throws( ... )
  36. final def wait(arg0: Long): Unit
    Definition Classes
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    @native() @throws( ... )
  37. val x: MatrixD

Inherited from Error

Inherited from Predictor

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