www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@localmod/basicstats.m

    function s= basicstats(L,X,y,Wc)
%BASICSTATS localmod statistics
%
% s= basicstats(L,X,y,Wc)

%  Copyright 2000-2006 The MathWorks, Inc. and Ford Global Technologies, Inc.



% sse     SSE
% df      nobs-p 
% ssen    natural SSE
% R2 
% cond(J) condition of jacobian

[r,J,yhat]= lsqcost(L,X,y,Wc);

sse = sum(r.^2);               % Residual sum of squares.
sst = sum((y-mean(y)).^2);     % Total sum of squares.
ssr = sst-sse;
nobs = length(y);
p   = numParams(L);
if nobs>p
   mse = sse/(nobs-p);
else
   mse = 0;
end   

if sst==0
   R2= 1;
else
   R2   = ssr/sst;
end

rn= CalcYinv(L,y) - CalcYinv(L,yhat);
   
% 
rn= rn(isfinite(rn));
if ~isreal(rn)
   rn(imag(rn)~=0)=[];
end
ssen = sum(rn.^2);

s.sse         = sse;
s.SSE_natural = ssen;
s.df          = nobs-p;
s.nobs        = nobs;
s.R2          = R2;
s.mse         = mse;