Multiple Linear Regression QuickStart Sample (Visual Basic)

Option Infer On

Imports Extreme.DataAnalysis
Imports Extreme.Mathematics
Imports Extreme.Statistics

Namespace Extreme.Numerics.QuickStart.VB
    ' Illustrates the use of the LinearRegressionModel class 
    ' to perform multiple linear regression.
    Module MultipleRegression

        Sub Main()
            ' Multiple linear regression can be performed using 
            ' the LinearRegressionModel class.
            '
            ' This QuickStart sample uses data test scores of 200 high school
            ' students, including science, math, and reading.

            ' First, read the data from a file into a data frame. 
            Dim frame = DataFrame.ReadCsv("..\..\..\Data\hsb2.csv")

            ' Now create the regression model. Parameters are the data frame,
            ' the name of the dependent variable, and a string array containing 
            ' the names of the independent variables.
            Dim lm As New LinearRegressionModel(frame,
                "science", {"math", "female", "socst", "read"})

            ' Alternatively, we can use a formula to describe the variables
            ' in the model. The dependent variable goes on the left, the
            ' independent variables on the right of the ~
            Dim lm2 = New LinearRegressionModel(frame,
                "science ~ math + female + socst + read")

            ' We can set model options now, such as whether to exclude 
            ' the constant term:
            ' model.NoIntercept = false

            ' The Compute method performs the actual regression analysis.
            lm.Compute()

            ' The Parameters collection contains information about the regression 
            ' parameters.
            Console.WriteLine("Variable              Value    Std.Error  t-stat  p-Value")
            For Each param As Parameter In lm.Parameters
                ' Parameter objects have the following properties:
                ' - Name, usually the name of the variable:
                ' - Estimated value of the parameter:
                ' - Standard error:
                ' - The value of the t statistic for the hypothesis that the parameter
                '    is zero.
                ' - Probability corresponding to the t statistic.
                Console.WriteLine("{0,-19}{1,12:E4}{2,12:E2}{3,8:F2} {4,7:F4}", _
                    param.Name, _
                    param.Value, _
                    param.StandardError, _
                    param.Statistic, _
                    param.PValue)
            Next
            Console.WriteLine()

            ' In addition to these properties, Parameter objects have 
            ' a GetConfidenceInterval method that returns 
            ' a confidence interval at a specified confidence level.
            ' Notice that individual parameters can be accessed 
            ' using their numeric index. Parameter 0 is the intercept, 
            ' if it was included.
            Dim confidenceInterval = lm.Parameters(0).GetConfidenceInterval(0.95)
            Console.WriteLine("95% confidence interval for intercept: {0:F4} - {1:F4}",
                confidenceInterval.LowerBound, confidenceInterval.UpperBound)

            ' Parameters can also be accessed by name:
            confidenceInterval = lm.Parameters.Get("math").GetConfidenceInterval(0.95)
            Console.WriteLine("95% confidence interval for 'math': {0:F4} - {1:F4}",
                confidenceInterval.LowerBound, confidenceInterval.UpperBound)
            Console.WriteLine()

            ' There is also a wealth of information about the analysis available
            ' through various properties of the LinearRegressionModel object:
            Console.WriteLine("Residual standard error: {0:F3}", lm.StandardError)
            Console.WriteLine("R-Squared:               {0:F4}", lm.RSquared)
            Console.WriteLine("Adjusted R-Squared:      {0:F4}", lm.AdjustedRSquared)
            Console.WriteLine("F-statistic:             {0:F4}", lm.FStatistic)
            Console.WriteLine("Corresponding p-value:   {0:F5}", lm.PValue)
            Console.WriteLine()

            ' Much of this data can be summarized in the form of an ANOVA table:
            Console.WriteLine(lm.AnovaTable.ToString())

            ' All this information can be printed using the Summarize method.
            ' You will also see summaries using the library in C# interactive.
            Console.WriteLine(lm.Summarize())

            Console.WriteLine("Press Enter key to continue.")
            Console.ReadLine()
        End Sub

    End Module

End Namespace