Rows - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
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uce1497542673292.ditamap
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dita:id
B700-1022
lifecycle
previous
Product Category
Software

The onscreen output includes a row for each of parameter in the following table with a value for estimated value, standard error, z-score, p-value, and significance:

GLM Onscreen Output Row Parameters
Parameter Description
Intercept The value of the logit (Y) when all predictors are 0.
Predictors A row for each predictor value (X1,X2,...,Xp).

The following values are also output in the second column (estimate).

GLM Onscreen Output Values in the Estimate Column
Value Description (appears in significance column)
ITERATIONS# The number of Fisher Scoring iterations performed on the function.
With Step('true'), the function reports this number for each step.
ROWS# The number of rows of data received as input.
Residual deviance The deviance, with degrees of freedom noted in the significance column.
Residual deviance is not displayed when the Family is GAMMA, NEGATIVE_BINOMIAL, or INVERSE_GAUSSIAN.
Pearson goodness of fit The sum of squared Pearson’s residual.
AIC Akaike information criterion, a measure of the relative quality of the model for the given set of data.
BIC Bayesian information criterion, partly based on the likelihood function and closely related to the AIC. BIC is a criterion for model selection among a finite set of models; the model with the lowest BIC is preferred.
Wald Test Tests the goodness of fit.
Dispersion parameter For GAUSSIAN, the value of this parameter is estimated from the data. For all other families, this parameter has the value 1.

The coefficients are also stored in the table output_table for later use.

For the Gamma distribution density, AIC and BIC might have the value NaN when the dispersion parameter is very small (for example, 0.00170243) and goodness-of-fit is poor (for example, 0.011).