IMSL C# Numerical Library

CategoricalGenLinModel.Solve Method 

Returns the parameter estimates and associated statistics for a CategoricalGenLinModel object.

public virtual double[,] Solve();

Return Value

An nCoef row by 4 column double matrix containing the parameter estimates and associated statistics.

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.

Exceptions

Exception TypeCondition
ClassificationVariableException is thrown when the number of values taken by each classification variable has been set by the user to be less than or equal to 1
ClassificationVariableLimitException is thrown when the sum of the number of distinct values taken on by each classification variable exceeds the maximum allowed, UpperBound
DeleteObservationsException is thrown if the number of observations to delete has grown too large

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace