IMSL C# Numerical Library

CategoricalGenLinModel.Parameters Property

Parameter estimates and associated statistics.

public virtual double[,] Parameters {get;}

Property Value

An nCoef row by 4 column double matrix containing the parameter estimates and associated statistics or null if Solve has not been called.

Remarks

Here, nCoef is the number of coefficients in the model. The statistics returned are as follows:

ColumnStatistic
0Coefficient estimate.
1Estimated standard deviation of the estimated coefficient.
2Asymptotic normal score for testing that the coefficient is zero.
3\rho - value associated with the normal score in column 2.

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace