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@@ -14,7 +14,7 @@ Fitting the model generates some statistics dependent on the `req_stats` argumen
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-``n``, ``p``, `"coefs"` and `"see"` are always computed
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-`"mse"`, `"sst"`, `"rmse"`, `"aic"`, `"sigma"`, `"t_statistic"`, `"vif"`, `"r2"`, `"adjr2"`, `"stderror"`, `"t_values"`, `"p_values"`, `"ci"`, `"press"`, and `"cond"` are computed upon request.
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- some diagnostics can be requested as well. Here is the full list as Symbols `[:diag_normality, :diag_ks, :diag_ad, :diag_jb, :diag_heteroskedasticity, :diag_white, :diag_bp ]`, `"diag_normality"` is a shortcut for `[:diag_ks, :diag_ad, :diag_jb]` and `:diag_heteroskedasticity` is a shortcut for `[:diag_white, :diag_bp]`.
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- "default", includes the mandatory stats, and some of the optional statistics here as Symbols: `[:coefs, :sse, :mse, :sst, :rmse, :sigma, :t_statistic, :r2, :adjr2, :stderror, :t_values, :p_values, :ci]`
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- "default", includes the mandatory stats, and some of the optional statistics here as Symbols: `[:coefs, :sse, :mse, :sst, :rmse, :sigma, :t_statistic, :r2, :adjr2, :stderror, :t_values, :p_values, :ci, :f_stats]`
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-`"all"` includes all availble statistics
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-`"none"` include only the mandatory statistics
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@@ -87,6 +87,9 @@ The lower bound of the confidence interval for each coefficient is calculated as
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#### p-values
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The p-values are computed using the F Distribution, the degree of freedom for each coefficent.
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#### F Value (F Statistic)
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The F Value (F Statistic) is computed using the F Distribution, the degree of freedom for the exaplined and unexplained variance.
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#### Variance inflation factor
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Variance inflation factor (VIF) is calculated by taking the diagonal elements of the inverse of the correlation matrix formed by the independent variables.
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