JMSLTM Numerical Library 6.0

com.imsl.stat
Class LinearRegression.CoefficientTTests

java.lang.Object
  extended by com.imsl.stat.LinearRegression.CoefficientTTests
All Implemented Interfaces:
Serializable
Enclosing class:
LinearRegression

public class LinearRegression.CoefficientTTests
extends Object
implements Serializable

Contains statistics related to the regression coefficients.

See Also:
Serialized Form

Method Summary
 double getCoefficient(int i)
          Returns the estimate for a coefficient.
 double getPValue(int i)
          Returns the p-value for the two-sided test.
 double getStandardError(int i)
          Returns the estimated standard error for a coefficient estimate.
 double getTStatistic(int i)
          Returns the t-statistic for the test that the i-th coefficient is zero.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Method Detail

getCoefficient

public double getCoefficient(int i)
Returns the estimate for a coefficient.

Parameters:
i - an int which specifies the index of the coefficient whose estimate is to be returned.
Returns:
a double which contains the estimate for the i-th coefficient.

getPValue

public double getPValue(int i)
Returns the p-value for the two-sided test.

Parameters:
i - an int which specifies the index of the coefficient whose p-value is to be returned.
Returns:
a double which contains the p-value for the i-th coefficient estimate.

getStandardError

public double getStandardError(int i)
Returns the estimated standard error for a coefficient estimate.

Parameters:
i - an int which specifies the index of the coefficient whose stardard error estimate is to be returned.
Returns:
a double which contains the estimated standard error for the i-th coefficient estimate.

getTStatistic

public double getTStatistic(int i)
Returns the t-statistic for the test that the i-th coefficient is zero.

Parameters:
i - an int specifying the index of the coefficient whose stardard error estimate is to be returned.
Returns:
a double which contains the estimated standard error for the i-th coefficient estimate.

JMSLTM Numerical Library 6.0

Copyright © 1970-2009 Visual Numerics, Inc.
Built September 1 2009.