GLMC Coefficients

The Coefficient tab enables 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 1000 records. To change the fetch size, specify a new number of records and click Query.

The relative value of coefficients is shown graphically as a bar, with different colors for positive and negative values. If a coefficient is close to 0, then the bar may be too small to display.

• 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: The default is to sort the list of coefficients by absolute value; you can deselect this option.

• Fetch Size: The number of rows displayed. The default is 1000. 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, then 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, then the bar may be too small to be 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

• Exp (Coefficient). This is the 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

  • Null for Linear Regression

• Exp (Lower Coefficient Limit)

  • exponentiated coefficient of the lower confidence bound for Logistic Regression

  • Null for Linear Regression

• Exp (Upper Coefficient Limit)

  • Exponentiated coefficient of upper confidence bound for Logistic Regression

  • Null for Linear Regression

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 these other tabs:

• GLMC Details

• GLMC Compare

• GLMC Diagnostics (if generated)

• GLMC Settings