Calculates the standard deviation (sigma of the error terms (epsilon)) of the GLM model, given the values of explanatory variables.
GLM_FORECI (X, Betas, Phi, Lvk, Alpha, Upper)
- is the independent variables data matrix, so each column represents one variable.
- are the coefficients of the explanatory variables (a one-dimensional array of cells (e.g., rows or columns)).
- is the GLM dispersion paramter. Phi is only meaningful for Binomial (1/batch or trial size) and Gaussian (variance).
Value Phi Gaussian Variance. Poisson 1.0. Binomial Reciprocal of the batch/trial size).
- is the link function that describes how the mean depends on the linear predictor (1 = Identity (default), 2 = Log, 3 = Logit, 4 = Probit, 5 = Log-Log).
Value Lvk 1 Identity (Residuals ~ Normal distribution) (default). 2 Log (Residuals ~ Poisson distribution). 3 Logit (Residuals ~ Binomial distribution). 4 Probit (Residuals ~ Binomial distribution). 5 Complementary log-log (Residuals ~ Binomial distribution).
- is the statistical significance level. If missing, a default of 5% is assumed.
- If true, returns the upper confidence interval limit. Otherwise, it returns the lower limit.
Value Upper 0 Returns the lower limit. 1 Returns the upper limit.
- The underlying model is described here.
- GLM_FORECI returns an array of size equal to the number of rows in the input response (Y) or explanatory variables (X).
- The number of rows in the response variable (Y) must equal the number of rows of the explanatory variables (X).
- The betas input is optional, but if the user provides one, the number of betas must equal the number of explanatory variables (i.e., X) plus one (intercept).
- For GLM with Poisson distribution,
- The values of the response variable must be non-negative integers.
- The value of the dispersion factor (Phi) must be either missing or equal to one.
- For GLM with Binomial distribution,
- The values of the response variable must be a non-negative fraction between zero and one, inclusive.
- The value of the dispersion factor (Phi) must be a positive fraction (greater than zero and less than one).
- For GLM with Gaussian distribution, the dispersion factor (Phi) value must be positive.