Description
Calculate one weighted regression score contribution.
Econometric calculations separate supplied residuals, regressors, weights, restrictions, panel groups and reference periods. One score or moment contribution is not a fitted estimator, and one scalar covariance term is not a standard error. Unit rescaling and event-time arithmetic preserve conventions without establishing model identification or causal interpretation.
Calculate one weighted regression score contribution.
When to use this tool
Use Weighted Regression Single Score Term when you already have regressor, residual, analyticWeight and need to calculate one weighted regression score contribution.
How to use the tool and how it works
- Enter regressor, residual, analyticWeight. Use the units and conventions below.
- Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
- Read scoreContribution. Use the output convention below.
Require analyticWeight>=0; return analyticWeight*regressor*residual.1
| Input field | Meaning and units | Accepted input |
|---|---|---|
| regressor | Regressor | Required. Finite number. |
| residual | Residual | Required. Finite number. |
| analyticWeight | Nonnegative weight multiplying this one supplied regressor-residual score. | Required. Finite number; minimum 0. |
| Output field | Interpretation | Returned shape |
|---|---|---|
| scoreContribution | Score Contribution | Required. Finite number. |
{
"input": {
"regressor": 2,
"residual": 3,
"analyticWeight": 0.5
},
"output": {
"scoreContribution": 3
}
}Limitations and assumptions
- The scalar regressor and residual are supplied. No model is fitted, weight scheme selected, score vector aggregated or parameter estimated.
- Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
- Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.
Alternative or Complementary methods
Fit and evaluate the full specified model with appropriate data, grouping and uncertainty treatment for inference. Aggregate the required score/moment terms and use the complete covariance calculation; a local residual, cutoff flag or supplied coefficient transformation does not validate the estimator.
References
Similar or alternative tools
- Heteroskedasticity Robust Meat Row
Calculate one scalar squared weighted-score contribution for a robust-covariance calculation.
- Clustered Score Single Observation Contribution
Label one supplied regression-score contribution by cluster.