Wednesday, March 21, 2012

Linear Regression and tolking the coefficient for each variabel?

When using linear regression in the SQL Server 2005 Business IntelIigence Studio I interpet the information below as follow: X has a standard deviation of +- 37.046. Is it possible to obtain the standard deviation of each coefficient in the regression expression?

You can get the variance of the coefficients from node_distribution of linear regression root node. The following DMX query will return the information you need:

select flattened Node_Distribution from [Model Name].Content where Node_type = 25

The query result is a DataTable with the following column names:

Node_Distribution.ATTRIBUTE_NAMENode_Distribution.ATTRIBUTE_VALUE

Node_Distribution.SUPPORTNode_Distribution.PROBABILITYNode_Distribution.VARIANCE

Node_Distribution.VALUETYPE

And the data rows will look like this:

C5Missing00.007874015748031501

C5228.58812310000.99212598425196997913.5033

C431.9528749318584006.737398583630157

C432.1589801071577000 8

C45.29710479474068006.737398583630159

59.33039676663630090944.677980779511

The rows with a value type 7 (emphasized in above table) contain the information you need. You might need to write a small C# program to iterate through the resulting datable to get the information you want.

Thanks,

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