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RunningSTEYX

Updated 2023-11-14 15:39:00.793000

Syntax

SELECT [westclintech].[wct].[RunningSTEYX](
  <@Y, float,>
 ,<@X, float,>
 ,<@RowNum, int,>
 ,<@Id, tinyint,>)

Description

Use the scalar function RunningSTEYX to calculate the standard error of the predicted y-value for each x in a regression within a resultant table or partition, without the need for a self-join. The standard error value is calculated from the first row of the resultant table or partition through to the current row. If the column values are presented to the functions out of order, an error message will be generated.

Arguments

@Id

a unique identifier for the RunningSTEYX calculation. @Id allows you to specify multiple RunningSTEYX calculations within a resultant table. @Id is an expression of type tinyint or of a type that can be implicitly converted to tinyint.

@X

the x-value passed into the function. @X is an expression of type float or of a type that can be implicitly converted to float.

@RowNum

the number of the row within the group for which the sum is being calculated. If @RowNum for the current row in a set is less than or equal to the previous @RowNum and @RowNum is not equal to 1, an error message will be generated. @RowNum is an expression of type int or of a type that can be implicitly converted to int.

@Y

the y-value passed into the function. @Y is an expression of type float or of a type that can be implicitly converted to float.

Return Type

float

Remarks

If @Id is NULL then @Id = 0.

@RowNum must be in ascending order.

To calculate the standard error over a window of x- and y-values use the MovingSTEYX function.

If @RowNum = 1 then RunningSTEYX is NULL.

There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem

Examples

In this example we will calculate the standard error in the relationship between square footage and house prices. We will create a temporary table, #se, populate it with some data and then run the SELECT.

SET NOCOUNT ON;

--Create the temporary table

CREATE TABLE #se

(

    rn int,

    id_lot int,

    amt_sqft int,

    amt_price int,

    PRIMARY KEY (rn)

);

--Put some date in the table

INSERT INTO #se

VALUES

(1, 21783, 1147, 393918);

INSERT INTO #se

VALUES

(2, 94729, 1313, 470479);

INSERT INTO #se

VALUES

(3, 33028, 1433, 512474);

INSERT INTO #se

VALUES

(4, 59446, 1724, 610477);

INSERT INTO #se

VALUES

(5, 97646, 1162, 388196);

INSERT INTO #se

VALUES

(6, 44823, 1813, 636916);

INSERT INTO #se

VALUES

(7, 88397, 1105, 374348);

INSERT INTO #se

VALUES

(8, 13588, 1555, 559149);

INSERT INTO #se

VALUES

(9, 13891, 1775, 623900);

INSERT INTO #se

VALUES

(10, 90957, 1585, 563947);

INSERT INTO #se

VALUES

(11, 44167, 1510, 529806);

INSERT INTO #se

VALUES

(12, 75533, 1628, 592533);

INSERT INTO #se

VALUES

(13, 56812, 1145, 408634);

INSERT INTO #se

VALUES

(14, 12897, 1632, 589522);

INSERT INTO #se

VALUES

(15, 93826, 1850, 668852);

INSERT INTO #se

VALUES

(16, 74510, 1867, 633400);

INSERT INTO #se

VALUES

(17, 17262, 1587, 552178);

INSERT INTO #se

VALUES

(18, 30929, 1809, 633141);

INSERT INTO #se

VALUES

(19, 49030, 1521, 555713);

INSERT INTO #se

VALUES

(20, 33431, 1195, 434542);

--Calculate STEYX

SELECT rn,

       id_lot,

       amt_sqft,

       amt_price,

       wct.RunningSTEYX(amt_price, amt_sqft, ROW_NUMBER() OVER (ORDER BY rn), NULL)

                 as STEYX

FROM #se;

--Clean up

DROP TABLE #se;

This produces the following result.

{"columns":[{"field":"rn","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"id_lot","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"amt_sqft","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"amt_price","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"},{"field":"STEYX"}],"rows":[{"rn":"1","id_lot":"21783","amt_sqft":"1147","amt_price":"393918","STEYX":"NULL"},{"rn":"2","id_lot":"94729","amt_sqft":"1313","amt_price":"470479","STEYX":"NULL"},{"rn":"3","id_lot":"33028","amt_sqft":"1433","amt_price":"512474","STEYX":"6299.74599385381"},{"rn":"4","id_lot":"59446","amt_sqft":"1724","amt_price":"610477","STEYX":"8984.82175254739"},{"rn":"5","id_lot":"97646","amt_sqft":"1162","amt_price":"388196","STEYX":"11419.1459357199"},{"rn":"6","id_lot":"44823","amt_sqft":"1813","amt_price":"636916","STEYX":"11111.0625710519"},{"rn":"7","id_lot":"88397","amt_sqft":"1105","amt_price":"374348","STEYX":"10191.0113301963"},{"rn":"8","id_lot":"13588","amt_sqft":"1555","amt_price":"559149","STEYX":"10253.8481777362"},{"rn":"9","id_lot":"13891","amt_sqft":"1775","amt_price":"623900","STEYX":"9920.08003340509"},{"rn":"10","id_lot":"90957","amt_sqft":"1585","amt_price":"563947","STEYX":"9408.84004564312"},{"rn":"11","id_lot":"44167","amt_sqft":"1510","amt_price":"529806","STEYX":"8890.84519292825"},{"rn":"12","id_lot":"75533","amt_sqft":"1628","amt_price":"592533","STEYX":"9797.30564941949"},{"rn":"13","id_lot":"56812","amt_sqft":"1145","amt_price":"408634","STEYX":"10061.4073819087"},{"rn":"14","id_lot":"12897","amt_sqft":"1632","amt_price":"589522","STEYX":"10027.9059814703"},{"rn":"15","id_lot":"93826","amt_sqft":"1850","amt_price":"668852","STEYX":"9773.6809830504"},{"rn":"16","id_lot":"74510","amt_sqft":"1867","amt_price":"633400","STEYX":"12937.5033970538"},{"rn":"17","id_lot":"17262","amt_sqft":"1587","amt_price":"552178","STEYX":"12693.634973068"},{"rn":"18","id_lot":"30929","amt_sqft":"1809","amt_price":"633141","STEYX":"12449.8431391149"},{"rn":"19","id_lot":"49030","amt_sqft":"1521","amt_price":"555713","STEYX":"12949.8208781755"},{"rn":"20","id_lot":"33431","amt_sqft":"1195","amt_price":"434542","STEYX":"13064.740208963"}]}