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361 lines
11 KiB
ObjectPascal
361 lines
11 KiB
ObjectPascal
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unit SimultRegUnit;
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{$mode objfpc}{$H+}
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interface
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uses
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Classes, SysUtils, FileUtil, LResources, Forms, Controls, Graphics, Dialogs,
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StdCtrls, Buttons, Globals, MainUnit, MatrixLib, OutPutUnit,
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FunctionsLib, DataProcs;
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type
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{ TSimultFrm }
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TSimultFrm = class(TForm)
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OpenDialog1: TOpenDialog;
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ResetBtn: TButton;
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CancelBtn: TButton;
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ComputeBtn: TButton;
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ReturnBtn: TButton;
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MatInChkBox: TCheckBox;
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MatSaveChkBox: TCheckBox;
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CPChkBox: TCheckBox;
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CovChkBox: TCheckBox;
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CorrsChkBox: TCheckBox;
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MeansChkBox: TCheckBox;
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SaveDialog1: TSaveDialog;
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VarChkBox: TCheckBox;
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SDChkBox: TCheckBox;
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InvMatChkBox: TCheckBox;
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GroupBox1: TGroupBox;
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InBtn: TBitBtn;
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OutBtn: TBitBtn;
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AllBtn: TBitBtn;
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Label1: TLabel;
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Label2: TLabel;
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ListBox1: TListBox;
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VarList: TListBox;
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procedure AllBtnClick(Sender: TObject);
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procedure ComputeBtnClick(Sender: TObject);
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procedure FormShow(Sender: TObject);
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procedure InBtnClick(Sender: TObject);
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procedure OutBtnClick(Sender: TObject);
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procedure ResetBtnClick(Sender: TObject);
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private
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{ private declarations }
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public
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{ public declarations }
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end;
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var
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SimultFrm: TSimultFrm;
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implementation
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{ TSimultFrm }
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procedure TSimultFrm.ResetBtnClick(Sender: TObject);
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VAR i : integer;
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begin
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VarList.Clear;
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ListBox1.Clear;
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for i := 1 to NoVariables do
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begin
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VarList.Items.Add(OS3MainFrm.DataGrid.Cells[i,0]);
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end;
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InBtn.Enabled := true;
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OutBtn.Enabled := false;
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CPChkBox.Checked := false;
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CovChkBox.Checked := false;
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CorrsChkBox.Checked := true;
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MeansChkBox.Checked := true;
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VarChkBox.Checked := false;
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SDChkBox.Checked := true;
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MatInChkBox.Checked := false;
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MatSaveChkBox.Checked := false;
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end;
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procedure TSimultFrm.FormShow(Sender: TObject);
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begin
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ResetBtnClick(Self);
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end;
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procedure TSimultFrm.AllBtnClick(Sender: TObject);
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VAR count, index : integer;
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begin
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count := VarList.Items.Count;
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for index := 0 to count-1 do
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begin
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ListBox1.Items.Add(VarList.Items.Strings[index]);
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end;
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VarList.Clear;
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end;
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procedure TSimultFrm.ComputeBtnClick(Sender: TObject);
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Label CleanUp;
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VAR
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NoVars, i, j, NCases, errcode, mattype : integer;
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StdErr, df1, df2, x, determinant : double;
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errorcode : boolean;
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filename : string;
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cellstring, outline, valstring : string;
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Corrs : DblDyneMat;
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Means : DblDyneVec;
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Variances : DblDyneVec;
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StdDevs : DblDyneVec;
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ColNoSelected : IntDyneVec;
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title : string;
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RowLabels : StrDyneVec;
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ColLabels : StrDyneVec;
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InverseMat : DblDyneMat;
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R2s : DblDyneVec;
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W : DblDyneVec;
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ProdMat : DblDyneMat;
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FProbs : DblDyneVec;
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CorrMat : DblDyneMat;
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begin
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SetLength(Corrs,NoVariables+1,NoVariables+1);
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SetLength(Means,NoVariables);
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SetLength(Variances,NoVariables);
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SetLength(StdDevs,NoVariables);
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SetLength(RowLabels,NoVariables);
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SetLength(ColLabels,NoVariables);
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SetLength(InverseMat,NoVariables,NoVariables);
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SetLength(R2s,NoVariables);
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SetLength(W,NoVariables);
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SetLength(ProdMat,NoVariables+1,NoVariables+1);
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SetLength(Fprobs,NoVariables);
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SetLength(CorrMat,NoVariables+1,NoVariables+1);
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SetLength(ColNoSelected,NoVariables);
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OutPutFrm.RichEdit.Clear;
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// OutPutFrm.RichEdit.ParaGraph.Alignment := taLeftJustify;
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OutPutFrm.RichEdit.Lines.Add('Simultaneous Multiple Regression by Bill Miller');
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errcode := 0;
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if MatInChkBox.Checked = true then
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begin
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OpenDialog1.Filter := 'FreeStat matrix files (*.MAT)|*.MAT|All files (*.*)|*.*';
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OpenDialog1.FilterIndex := 1;
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if OpenDialog1.Execute then
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begin
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filename := OpenDialog1.FileName;
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MATREAD(Corrs,NoVars,NoVars,Means,StdDevs,NCases,RowLabels,ColLabels,filename);
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for i := 1 to NoVars do Variances[i-1] := sqr(StdDevs[i-1]);
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ShowMessage('NOTICE! Last variable in matrix is the dependent variable');
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end;
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end;
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if MatInChkBox.Checked = false then
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begin
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{ get variable columns }
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NoVars := ListBox1.Items.Count;
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if NoVars < 1 then
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begin
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ShowMessage('ERROR! No variables selected.');
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goto CleanUp;
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end;
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for i := 1 to NoVars do
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begin
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cellstring := ListBox1.Items.Strings[i-1];
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for j := 1 to NoVariables do
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begin
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if cellstring = OS3MainFrm.DataGrid.Cells[j,0] then
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begin
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ColNoSelected[i-1] := j;
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RowLabels[i-1] := cellstring;
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ColLabels[i-1] := cellstring;
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end;
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end;
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end;
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end;
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if CPChkBox.Checked = true then
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begin
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title := 'Cross-Products Matrix';
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GridXProd(NoVars,ColNoSelected,Corrs,errorcode,NCases);
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MAT_PRINT(Corrs,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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end;
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if CovChkBox.Checked = true then
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begin
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title := 'Variance-Covariance Matrix';
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GridCovar(NoVars,ColNoSelected,Corrs,Means,Variances,
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StdDevs,errorcode,NCases);
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MAT_PRINT(Corrs,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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end;
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Correlations(NoVars,ColNoSelected,Corrs,Means,Variances,
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StdDevs,errorcode,NCases);
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if CorrsChkBox.Checked = true then
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for i := 1 to NoVars do
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for j := 1 to NoVars do InverseMat[i-1,j-1] := Corrs[i-1,j-1];
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begin
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title := 'Product-Moment Correlations Matrix';
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MAT_PRINT(Corrs,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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end;
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if MatSaveChkBox.Checked = true then
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begin
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SaveDialog1.Filter := 'OpenStat matrix files (*.MAT)|*.MAT|All files (*.*)|*.*';
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SaveDialog1.FilterIndex := 1;
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if SaveDialog1.Execute then
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begin
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filename := SaveDialog1.FileName;
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MATSAVE(Corrs,NoVars,NoVars,Means,StdDevs,NCases,RowLabels,ColLabels,filename);
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end;
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end;
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title := 'Means';
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if MeansChkBox.Checked = true then
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DynVectorPrint(Means,NoVars,title,ColLabels,NCases);
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title := 'Variances';
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if VarChkBox.Checked = true then
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DynVectorPrint(Variances,NoVars,title,ColLabels,NCases);
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title := 'Standard Deviations';
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if SDChkBox.Checked = true then
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DynVectorPrint(StdDevs,NoVars,title,ColLabels,NCases);
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if errcode > 0 then
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begin
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OutPutFrm.RichEdit.Lines.Add('One or more correlations could not be computed due to zero variance of a variable.');
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end;
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if errcode > 0 then
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begin
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ShowMessage('ERROR! A selected variable has no variability-run aborted.');
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goto CleanUp;
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end;
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determinant := 0.0;
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for i := 1 to NoVars do
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for j := 1 to NoVars do
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CorrMat[i-1,j-1] := Corrs[i-1,j-1];
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Determ(CorrMat,NoVars,NoVars,determinant,errorcode);
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if (determinant < 0.000001) then
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begin
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ShowMessage('ERROR! Matrix is singular!');
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goto cleanup;
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end;
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outline := format('Determinant of correlation matrix = %8.4f',[determinant]);
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OutPutFrm.RichEdit.Lines.Add(outline);
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OutPutFrm.RichEdit.Lines.Add('');
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SVDinverse(InverseMat,NoVars);
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title := 'Inverse of correlation matrix';
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if (InvMatChkBox.Checked = true) then
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MAT_PRINT(InverseMat,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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OutPutFrm.RichEdit.Lines.Add('Multiple Correlation Coefficients for Each Variable');
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OutPutFrm.RichEdit.Lines.Add('');
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outline := format('%10s%8s%10s%10s%12s%5s%5s',['Variable','R','R2','F','Prob.>F','DF1','DF2']);
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OutPutFrm.RichEdit.Lines.Add(outline);
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df1 := NoVars - 1.0;
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df2 := NCases - NoVars;
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for i := 1 to NoVars do
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begin // R squared values
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R2s[i-1] := 1.0 - (1.0 / InverseMat[i-1,i-1]);
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W[i-1] := (R2s[i-1] / df1) / ((1.0-R2s[i-1]) / df2);
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FProbs[i-1] := probf(W[i-1],df1,df2);
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valstring := format('%10s',[ColLabels[i-1]]);
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outline := format('%10s%10.3f%10.3f%10.3f%10.3f%5.0f%5.0f',
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[valstring,sqrt(R2s[i-1]),R2s[i-1],W[i-1],FProbs[i-1],df1,df2]);
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OutPutFrm.RichEdit.Lines.Add(outline);
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for j := 1 to NoVars do
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begin // betas
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ProdMat[i-1,j-1] := -InverseMat[i-1,j-1] / InverseMat[j-1,j-1];
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end;
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end;
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title := 'Betas in Columns';
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MAT_PRINT(ProdMat,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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OutPutFrm.RichEdit.Lines.Add('Standard Errors of Prediction');
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OutPutFrm.RichEdit.Lines.Add('Variable Std.Error');
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for i := 1 to NoVars do
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begin
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StdErr := (NCases-1) * Variances[i-1] * (1.0 / InverseMat[i-1,i-1]);
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StdErr := sqrt(StdErr / (NCases - NoVars));
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valstring := format('%10s',[ColLabels[i-1]]);
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outline := format('%10s%10.3f',[valstring,StdErr]);
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OutPutFrm.RichEdit.Lines.Add(outline);
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end;
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for i := 1 to NoVars do
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for j := 1 to NoVars do
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if (i <> j) then ProdMat[i-1,j-1] := ProdMat[i-1,j-1] * (StdDevs[j-1]/StdDevs[i-1]);
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title := 'Raw Regression Coefficients';
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MAT_PRINT(ProdMat,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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OutPutFrm.RichEdit.Lines.Add('Variable Constant');
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for i := 1 to NoVars do
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begin
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x := 0.0;
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for j := 1 to NoVars do
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begin
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if (i <> j) then x := x + (ProdMat[j-1,i-1] * Means[j-1]);
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end;
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x := Means[i-1] - x;
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valstring := format('%10s',[ColLabels[i-1]]);
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outline := format('%10s%10.3f',[valstring,x]);
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OutPutFrm.RichEdit.Lines.Add(outline);
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end;
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// Get partial correlation matrix
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for i := 1 to NoVars do
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begin
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for j := 1 to NoVars do
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begin
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ProdMat[i-1,j-1] := -(1.0 / sqrt(InverseMat[i-1,i-1])) *
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InverseMat[i-1,j-1] * (1.0 / sqrt(InverseMat[j-1,j-1]));
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end;
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end;
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title := 'Partial Correlations';
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MAT_PRINT(ProdMat,NoVars,NoVars,title,RowLabels,ColLabels,NCases);
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OutPutFrm.ShowModal;
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CleanUp:
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ColNoSelected := nil;
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CorrMat := nil;
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Fprobs := nil;
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ProdMat := nil;
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W := nil;
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R2s := nil;
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InverseMat := nil;
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ColLabels := nil;
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RowLabels := nil;
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StdDevs := nil;
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Variances := nil;
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Means := nil;
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corrs := nil;
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end;
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procedure TSimultFrm.InBtnClick(Sender: TObject);
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VAR i, index : integer;
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begin
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index := VarList.Items.Count;
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i := 0;
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while i < index do
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begin
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if (VarList.Selected[i]) then
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begin
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ListBox1.Items.Add(VarList.Items.Strings[i]);
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VarList.Items.Delete(i);
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index := index - 1;
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i := 0;
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end
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else i := i + 1;
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end;
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OutBtn.Enabled := true;
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end;
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procedure TSimultFrm.OutBtnClick(Sender: TObject);
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VAR index : integer;
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begin
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index := ListBox1.ItemIndex;
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VarList.Items.Add(ListBox1.Items.Strings[index]);
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ListBox1.Items.Delete(index);
|
||
|
|
InBtn.Enabled := true;
|
||
|
|
end;
|
||
|
|
|
||
|
|
initialization
|
||
|
|
{$I simultregunit.lrs}
|
||
|
|
|
||
|
|
end.
|
||
|
|
|