IMSL C# Numerical Library

StepwiseRegression.CoefficientTTestsValue.GetPValue Method

Returns the p-value for the two-sided test $H_0:{ \beta}=0$ vs. $H_1:{\beta}\ne 0$ .

public virtual double GetPValue(
int index
);

Parameters

index: An int which specifies the index of the coefficient whose p-value is to be returned.

Return Value

A double which contains the estimated p-value for the coefficient.

Remarks

index must be between 1 and the number of independent variables.

See Also

StepwiseRegression.CoefficientTTestsValue Class | Imsl.Stat Namespace