Package com.imsl.stat

Class LinearRegression.CoefficientTTests

java.lang.Object

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

Modifier and Type	Method	Description
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 Details

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.

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 standard 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 standard error estimate is to be returned.

Returns:

a double which contains the estimated standard error for the i-th coefficient estimate.

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.