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The Coefficient tab allows you to view GLM coefficients. The viewer supports sorting to control the order in which coefficients are displayed and filtering to select the coefficients to display.
The default is to sort coefficients by absolute value. If you deselect Sort by absolute value, click Query.
The default fetch size is 1,000 records. To change the fetch size, specify a new number of records and click Query.
Note: After you change any criteria on this tab, click Query to query the database. You must click Query even for changes such as selecting or unselecting sort by absolute value or changing the fetch size. |
The relative value of coefficients is show graphically as a bar, with different colors for positive and negative. If a coefficient is close to 0, the bar may be too small to display.
See Sort and Search GLMC Coefficients for information about sorting and searching the grid.
Target Value: Select a specific target value and see only those coefficients. The default is to display the coefficients of the value that occurs least frequently. It is possible for a target value to have no coefficients; in that case, the list has no entries.
Sort by absolute value: Default is to sort the list of coefficients by absolute value; you can deselect.
Fetch Size: The number of rows displayed. Default 1s 1,000. To figure out if all coefficients are displayed, choose a fetch size that is greater than the number of rows displayed.
Coefficients are listed in a grid. If no items are listed, there are no coefficients for that target value. The coefficients grid has these columns:
Attribute: Name of the attribute
Value: Value of the attribute
Coefficient: The linear coefficient estimate for the selected target value is displayed. A bar is shown in front of (and possibly overlapping) each coefficient. The bar indicates the relative size of the coefficient. For positive values, the bar is light blue; for negative values, the bar is red. (If a value is close to 0, the bar may be too small to displayed.)
Standardized coefficient, the coefficient rescaled by the ratio of the standard deviation of the predictor to the standard deviation of the target.
The standardized coefficient places all coefficients on the same scale, so that you can, at a glance, tell the large contributors from the small ones.
Standard error
Expr(Coefficient), exponent of the coefficient
Standard Error of the estimate.
Wald Chi Square
Probability of greater than Chi Square
Test Statistic: For linear regression, the t-value of the coefficient estimate; for logistic regression, the Wald chi-square value of the coefficient estimate
Probability of the test statistic. Used to analyze the significance of specific attributes in the model
Variance Inflation Factor (0 for the intercept; null for logistic regression)
Lower Coefficient Limit, lower confidence bound of the coefficient
Upper Coefficient Limit, upper confidence bound of the coefficient
Exp(Coefficient), exponentiated coefficient for logistic regression; for linear regression, null
Exp(Lower Coefficient Limit), exponentiated coefficient of lower confidence bound for logistic regression; for linear regression, null
Exp(Upper Coefficient Limit), exponentiated coefficient of upper confidence bound for logistic regression; for linear regression, null
Note: Not all statistics are necessarily returned for each coefficient. Statistics are null if any of the following are true:
The statistic does not apply to the mining function. For example, Exp(Coefficient) does not apply to linear regression.
The statistic cannot be calculated because of limitations in system resources.
The value of the statistics is infinity.
If the model was built using ridge regression, or if the covariance matrix is found to be singular during the build, then coefficient bounds (upper and lower) have the value NULL.
Other Tabs: The viewer has the following other tabs:
GLMC Diagnostics, if generated