TD_​MULTIVAR_​REGR

Multivariate linear regression is about fitting the observed data to some multidimensional surface - a formula is postulated which purportedly defines how an explanatory variable is related to a response variable. The response variable being the 'observed result/response' that the scientist hopes to model with the formula and the set of explanatory variables being the variables, which in conjunction with the formula, can be used to 'explain' the result.

Options

ALGORITHM
Implementation method name. A value of 'QR' , ALGORITHM (QR), means that QR decomposition is to be employed. A value of 'PSI', ALGORITHM (PSI), means that pseudo-inverse based on SVD is to be used to solve the regression.
COEFF_STATS
A zero (0) or one (1) integer value. A flag indicating that the optional coefficient statistical columns are being requests. See the RETURNS TABLE section below, in particular the Primary Result Set, to acquire more information on the extra columns returned. So COEFF_STATS(0), the default, means no stats are requested, whereas COEFF_STATS(1) means that stats are being requested.
CONF_INT_LEVEL
A positive float between 0 and 1 exclusive. Only valid when COEFF_STATS(1).This is the confidence interval level value used for coefficient statistics calculation. Default value: 0.9.
FORMULA
A Teradata formula string that defines the formula that is to be used in the regression operation. As an example consider: FORMULA(Y = c + a*x1+ b*(exp(x1)*cos(x1))); in which Y is the response variable; x1 is the explanatory variable; and, a, b, and c are the coefficients that the regression is to determine. See the Teradata Formula String subsection within the TD_GENSERIES4FUNC function section for additional information. Note: The name of the response variable must always be Y; and, the name of the explanatory variable must always be X1. User is free to name the coefficients whatever they wish.
MODEL_STATS
A zero (0) or one (1) integer value. A flag indicating that the optional model statistics are to be generated, and made available for retrieval via the TD_EXTRACT_RESULTS function. See the RETURNS TABLE section below, in particular the Secondary Model Statistics Result Set, to acquire more information on the extra columns returned. So MODEL_STATS(0), the default, means no stats are requested, whereas MODEL_STATS(1) means that stats are being requested
RESIDUALS
A zero (0) or one (1) integer value. A flag indicating that the optional residual statistics are to be generated, and made available for retrieval via the TD_EXTRACT_RESULTS function. See the RETURNS TABLE section below, in particular the Tertiary Residuals Result Set, to acquire more information on the extra columns returned. So RESIDUALS(0), the default, means no stats are requested, whereas RESIDUALS(1) means that stats are being requested.
Output Schema
Output Schema, if Volatile is true then use user login as the schema.
Output Table
Output Table
VAL Location
VAL Location
Volatile
Specifies whether the table should be a VOLATILE table. If true, then the table is automatically deleted, otherwise it is users responsibility to remove or clean it up for space.
VARIABLES_COUNT
An integer indicating that 1 response variable and (N-1) explanatory variables are referenced within the <multivar-series-specification>. The first series is always the response variable series 'Y'; the next N-1 series are the explanatory variable series named - X1, X2, XN-1 .
WEIGHTS
A zero (0) or one (1) integer value. A flag indicating that the N+1 series referenced within the <multivar-series-specification> is the weight series. This series is to be interpreted as a series of weights that can be used to perform a weighted least squares regression solution.

Input Ports

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Connection to a Teradata Database Instance
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a multivariate series - with the first payload field representing the response variable and the remainder of the payload fields representing the explanatory variables - as input

Output Ports

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output of TD_MULTIVAR_REGR

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On NodePit since: 2023-12-01
Last update: 2024-11-21
Created with KNIME version: v4.7.0

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