Showing posts with label inteliigence. Show all posts
Showing posts with label inteliigence. Show all posts

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,

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,

sql