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Level IV

How to save std err prediction formula in generalized regression

Hello, I'd like to save the std err prediction formula in genreg like I'm used to do with standard least squares, but It looks like one can only save the std err values, not the formula. Unfortunately this will not allow to show confidence intervals when using the standalone profiler platform.

Nevertheless, the genreg profiler does show the confidence intervals, so I hope a trick exists to get the std err prediction formula!


can any one help?




Level VII

Re: How to save std err prediction formula in generalized regression

I am afraid it is no help today but, in case you haven't found it, the Show Properties() function shows all of the messages you can send something and is usually great for this sort of thing:

Names default to here( 1 );

dt = Open( "$Sample_data/" );

genreg = dt << Fit Model(
	Y( :Sepal length ),
	Effects( :Sepal width, :Petal length, :Petal width ),
	Personality( "Generalized Regression" ),
	Generalized Distribution( "Normal" ),
			Estimation Method( Standard Least Squares ),
			Validation Method( None )
		Fit( Estimation Method( Lasso( Adaptive ) ), Validation Method( AICc ) )

genreglasso = (genreg << XPath("//OutlineBox[text()='Adaptive Lasso with AICc Validation']"))[1];

Show properties(genreglasso << Get scriptable object);
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