1.1 - 8.10 - GLM Output Table - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

The output table specified by the OutputTable syntax element stores the estimated coefficients and statistics, which are used by the functions GLMPredict_MLE (ML Engine) and LikelihoodRatioTest (ML Engine).

Columns

Column Description
attribute Numeric index of predictor.
predictor Predictor name.
category For categorical predictor, its level. For numeric predictor, NULL.
estimate Estimated coefficient.
std_error Standard error of coefficient.
t_score [Column appears only with Family ('GAUSSIAN').] The t_score follows a t(N-p-1) distribution.
z_score [Column appears only without Family ('GAUSSIAN').] The z-score follows the N(0,1) distribution.
p_value p-value for z_score. (p-value represents significance of each coefficient.)
significance Indicator of predictor significance. For key to symbols in this column, see CoxPH Output.
family Distribution exponential family, specified by Family syntax element.

Rows

The OutputTable includes a row for each of the following parameters.

Parameter Description
Loglik Log likelihood of model.
(Intercept) Value of link function (Y) when all predictors are 0.
Predictors Predictor name. For categorical predictor, table has a row for each level of the predictor.